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Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

An algorithmic framework, based on the difference of convex functions algorithm (DCA), is proposed for minimizing a class of concave sparse metrics for compressed sensing problems. The resulting algorithm iterates a sequence of $\ell_1$…

Information Theory · Computer Science 2016-11-02 Penghang Yin , Jack Xin

Sparse representations have emerged as a powerful tool in signal and information processing, culminated by the success of new acquisition and processing techniques such as Compressed Sensing (CS). Fusion frames are very rich new signal…

Information Theory · Computer Science 2011-06-20 Petros T. Boufounos , Gitta Kutyniok , Holger Rauhut

We study computational-statistical gaps for improper learning in sparse linear regression. More specifically, given $n$ samples from a $k$-sparse linear model in dimension $d$, we ask what is the minimum sample complexity to efficiently (in…

Machine Learning · Computer Science 2024-06-26 Rares-Darius Buhai , Jingqiu Ding , Stefan Tiegel

This paper addresses sparse signal reconstruction under various types of structural side constraints with applications in multi-antenna systems. Side constraints may result from prior information on the measurement system and the sparse…

Information Retrieval · Computer Science 2021-06-18 Khaled Ardah , Martin Haardt , Tianyi Liu , Frederic Matter , Marius Pesavento , Marc E. Pfetsch

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2017-12-27 Yanjun Li , Kiryung Lee , Yoram Bresler

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2018-01-03 Yanjun Li , Kiryung Lee , Yoram Bresler

It can be challenging to perform an integrative statistical analysis of multi-view high-dimensional data acquired from different experiments on each subject who participated in a joint study. Canonical Correlation Analysis (CCA) is a…

Methodology · Statistics 2023-10-31 Siddhesh Kulkarni , Subhadip Pal , Jeremy T. Gaskins

Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…

Methodology · Statistics 2020-12-09 Ruiping Liu , Ndeye Niang , Gilbert Saporta , Huiwen Wang

Coded polynomial aggregation (CPA) enables the master to directly recover a weighted aggregation of polynomial evaluations without individually decoding each term, thereby reducing the number of required worker responses. In this paper, we…

Information Theory · Computer Science 2026-02-04 Xi Zhong , Jörg Kliewer , Mingyue Ji

Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…

Machine Learning · Statistics 2019-03-28 Shixiang Chen , Shiqian Ma , Lingzhou Xue , Hui Zou

Spectrum sensing is an important process in cognitive radio. A number of sensing techniques that have been proposed suffer from high processing time, hardware cost and computational complexity. To address these problems, compressive sensing…

Signal Processing · Electrical Eng. & Systems 2018-01-31 Youness Arjoune , Naima Kaabouch , Hassan El Ghazi , Ahmed Tamtaoui

Classical results in sparse recovery guarantee the exact reconstruction of $s$-sparse signals under assumptions on the dictionary that are either too strong or NP-hard to check. Moreover, such results may be pessimistic in practice since…

Information Theory · Computer Science 2019-04-04 Mengnan Zhao , M. Devrim Kaba , René Vidal , Daniel P. Robinson , Enrique Mallada

The performance of estimating the common support for jointly sparse signals based on their projections onto lower-dimensional space is analyzed. Support recovery is formulated as a multiple-hypothesis testing problem. Both upper and lower…

Information Theory · Computer Science 2009-11-05 Gongguo Tang , Arye Nehorai

The problem of recovering the sparsity pattern of a fixed but unknown vector $\beta^* \in \real^p based on a set of $n$ noisy observations arises in a variety of settings, including subset selection in regression, graphical model selection,…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

We present improved sampling complexity bounds for stable and robust sparse recovery in compressed sensing. Our unified analysis based on l1 minimization encompasses the case where (i) the measurements are block-structured samples in order…

Information Theory · Computer Science 2020-05-22 Ben Adcock , Claire Boyer , Simone Brugiapaglia

Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical…

Statistics Theory · Mathematics 2013-11-26 Mengjie Chen , Chao Gao , Zhao Ren , Harrison H. Zhou