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Given an overcomplete dictionary $A$ and a signal $b = Ac^*$ for some sparse vector $c^*$ whose nonzero entries correspond to linearly independent columns of $A$, classical sparse signal recovery theory considers the problem of whether…

Machine Learning · Computer Science 2020-01-01 Daniel P. Robinson , Rene Vidal , Chong You

The choice of the sensing matrix is crucial in compressed sensing. Random Gaussian sensing matrices satisfy the restricted isometry property, which is crucial for solving the sparse recovery problem using convex optimization techniques.…

Signal Processing · Electrical Eng. & Systems 2023-12-29 Kartheek Kumar Reddy Nareddy , Abijith Jagannath Kamath , Chandra Sekhar Seelamantula

Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core…

Information Theory · Computer Science 2024-08-30 Xuemei Chen , Christian Kümmerle , Rongrong Wang

Sparse Canonical Correlation Analysis (SCCA) is a fundamental statistical tool for identifying linear relationships in high-dimensional, multi-view data. While minimax theory establishes an optimal sample complexity scaling additively with…

Signal Processing · Electrical Eng. & Systems 2026-04-21 Mengchu Xu , Jian Wang , Yonina C. Eldar

In x-ray computed tomography (CT) it is generally acknowledged that reconstruction methods exploiting image sparsity allow reconstruction from a significantly reduced number of projections. The use of such reconstruction methods is…

Numerical Analysis · Mathematics 2014-08-05 Jakob S. Jørgensen , Emil Y. Sidky , Per Christian Hansen , Xiaochuan Pan

Canonical Correlation Analysis (CCA) is a linear representation learning method that seeks maximally correlated variables in multi-view data. Non-linear CCA extends this notion to a broader family of transformations, which are more powerful…

Machine Learning · Computer Science 2020-02-11 Amichai Painsky , Meir Feder , Naftali Tishby

Interpolation-based trust-region methods are an important class of algorithms for Derivative-Free Optimization which rely on locally approximating an objective function by quadratic polynomial interpolation models, frequently built from…

Optimization and Control · Mathematics 2013-06-25 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

Dictionary learning is a popular approach for inferring a hidden basis or dictionary in which data has a sparse representation. Data generated from the dictionary A (an n by m matrix, with m > n in the over-complete setting) is given by Y =…

Machine Learning · Computer Science 2018-05-09 Pranjal Awasthi , Aravindan Vijayaraghavan

In sparse recovery, the unique sparsest solution to an under-determined system of linear equations is of main interest. This scheme is commonly proposed to be applied to signal acquisition. In most cases, the signals are not sparse…

Information Theory · Computer Science 2013-07-16 Henning Zörlein , Faisal Akram , Martin Bossert

We study the problem of sparse tensor principal component analysis: given a tensor $\pmb Y = \pmb W + \lambda x^{\otimes p}$ with $\pmb W \in \otimes^p\mathbb{R}^n$ having i.i.d. Gaussian entries, the goal is to recover the $k$-sparse unit…

Machine Learning · Computer Science 2021-11-03 Davin Choo , Tommaso d'Orsi

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with…

Information Theory · Computer Science 2020-06-24 Youye Xie , Michael B. Wakin , Gongguo Tang

Reducing the number of false discoveries is presently one of the most pressing issues in the life sciences. It is of especially great importance for many applications in neuroimaging and genomics, where datasets are typically…

Methodology · Statistics 2018-06-26 Alexej Gossmann , Pascal Zille , Vince Calhoun , Yu-Ping Wang

Canonical correlation analysis (CCA for short) describes the relationship between two sets of variables by finding some linear combinations of these variables that maximizing the correlation coefficient. However, in high-dimensional…

Optimization and Control · Mathematics 2020-03-23 Kangkang Deng , Zheng Peng

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Estimating the leading principal components of data, assuming they are sparse, is a central task in modern high-dimensional statistics. Many algorithms were developed for this sparse PCA problem, from simple diagonal thresholding to…

Statistics Theory · Mathematics 2015-06-04 Robert Krauthgamer , Boaz Nadler , Dan Vilenchik

We present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal…

Machine Learning · Statistics 2009-08-20 David R. Hardoon , John Shawe-Taylor

Designing computational experiments involving $\ell_1$ minimization with linear constraints in a finite-dimensional, real-valued space for receiving a sparse solution with a precise number $k$ of nonzero entries is, in general, difficult.…

Optimization and Control · Mathematics 2013-09-11 Christian Kruschel , Dirk A. Lorenz

It has been shown both experimentally and theoretically that sparse signal recovery can be significantly improved given that part of the signal's support is known \emph{a priori}. In practice, however, such prior knowledge is usually…

Information Theory · Computer Science 2014-10-21 Jun Fang , Yanning Shen , Fuwei Li , Hongbin Li

Sparse canonical correlation analysis (CCA) is a useful statistical tool to detect latent information with sparse structures. However, sparse CCA works only for two datasets, i.e., there are only two views or two distinct objects. To…

Machine Learning · Computer Science 2020-04-24 Jia Cai , Kexin Lv , Junyi Huo , Xiaolin Huang , Jie Yang