Related papers: Asymptotic Statistical Analysis of Sparse Group LA…

The graphical Lasso (GLASSO) is a widely used algorithm for learning high-dimensional undirected Gaussian graphical models (GGM). Given i.i.d. observations from a multivariate normal distribution, GLASSO estimates the precision matrix by…

In regression problems where covariates can be naturally grouped, the group Lasso is an attractive method for variable selection since it respects the grouping structure in the data. We study the selection and estimation properties of the…

We discuss the prediction accuracy of assumed statistical models in terms of prediction errors for the generalized linear model and penalized maximum likelihood methods. We derive the forms of estimators for the prediction errors, such as…

Approximate Message Passing (AMP) is an efficient iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions, such as sparse systems. In AMP, a so-called Onsager term is added to…

In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…

The Gaussian graphical model, a popular paradigm for studying relationship among variables in a wide range of applications, has attracted great attention in recent years. This paper considers a fundamental question: When is it possible to…

In this paper, we extend the bilinear generalized approximate message passing (BiG-AMP) approach, originally proposed for high-dimensional generalized bilinear regression, to the multi-layer case for the handling of cascaded problem such as…

Sorted L-One Penalized Estimation (SLOPE) is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we extend the idea of SLOPE to deal with the situation…

Sorted L-One Penalized Estimation is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we extend the idea of SLOPE to deal with the situation when…

In this paper, we study the compressed sensing reconstruction problem with generalized elastic net prior (GENP), where a sparse signal is sampled via a noisy underdetermined linear observation system, and an additional initial estimation of…

This paper begins with considering the identification of sparse linear time-invariant networks described by multivariable ARX models. Such models possess relatively simple structure thus used as a benchmark to promote further research. With…

Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…

This paper proposes a low complexity precoding algorithm based on the recently proposed Generalized Least Square Error (GLSE) scheme with generic penalty and support. The algorithm iteratively constructs the transmit vector via Approximate…

We consider the problem of reconstructing a signal from multi-layered (possibly) non-linear measurements. Using non-rigorous but standard methods from statistical physics we present the Multi-Layer Approximate Message Passing (ML-AMP)…

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…

This paper addresses the reconstruction of sparse signals from generalized linear measurements. Signal sparsity is assumed to be sublinear in the signal dimension while it was proportional to the signal dimension in conventional research.…

This work addresses the problem of graph learning from data following a Gaussian Graphical Model (GGM) with a time-varying mean. Graphical Lasso (GL), the standard method for estimating sparse precision matrices, assumes that the observed…

Generalized compressed sensing (GCS) is a paradigm in which a structured high-dimensional signal may be recovered from random, under-determined, and corrupted linear measurements. Generalized Lasso (GL) programs are effective for solving…

Designing efficient sparse recovery algorithms that could handle noisy quantized measurements is important in a variety of applications -- from radar to source localization, spectrum sensing and wireless networking. We take advantage of the…

This paper studies Graphical SLOPE for precision matrix estimation, with emphasis on its ability to recover both sparsity and clusters of edges with equal or similar strength. In a fixed-dimensional regime, we establish that the root-$n$…