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We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

Methodology · Statistics 2025-08-13 Daeyoung Ham , Bradley S. Price , Adam J. Rothman

Vector valued data appearing in concrete applications often possess sparse expansions with respect to a preassigned frame for each vector component individually. Additionally, different components may also exhibit common sparsity patterns.…

Numerical Analysis · Mathematics 2007-05-23 Massimo Fornasier , Holger Rauhut

This paper presents a new Bayesian collaborative sparse regression method for linear unmixing of hyperspectral images. Our contribution is twofold; first, we propose a new Bayesian model for structured sparse regression in which the…

Computation · Statistics 2023-07-19 Yoann Altmann , Marcelo Pereyra , Jose Bioucas-Dias

Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…

Machine Learning · Computer Science 2026-05-12 Jianfei Li , Shuo Huang , Han Feng , Ding-Xuan Zhou , Gitta Kutyniok

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

Machine Learning · Computer Science 2021-10-29 Abhishek Sharma , Catherine Zeng , Sanjana Narayanan , Sonali Parbhoo , Finale Doshi-Velez

This paper develops alternative hyperparameters for specifying sparse Recurrent Neural Networks (RNNs). These hyperparameters allow for varying sparsity within the trainable weight matrices of the model while improving overall performance.…

Machine Learning · Computer Science 2025-09-19 Quincy Hershey , Randy Paffenroth

This paper describes a simple framework for structured sparse recovery based on convex optimization. We show that many structured sparsity models can be naturally represented by linear matrix inequalities on the support of the unknown…

Machine Learning · Computer Science 2015-03-04 Marwa El Halabi , Volkan Cevher

Matching pursuit, especially its orthogonal version (OMP) and variations, is a greedy algorithm widely used in signal processing, compressed sensing, and sparse modeling. Inspired by constrained sparse signal recovery, this paper proposes a…

Optimization and Control · Mathematics 2020-03-18 Jinglai Shen , Seyedahmad Mousavi

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

Compressed sensing provided a data-acquisition paradigm for sparse signals. Remarkably, it has been shown that practical algorithms provide robust recovery from noisy linear measurements acquired at a near optimal sampling rate. In many…

Information Theory · Computer Science 2017-08-03 Kiryung Lee , Yanjun Li , Kyong Hwan Jin , Jong Chul Ye

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known…

Information Theory · Computer Science 2015-06-11 Esa Ollila

Sparse mapping has been a key methodology in many high-dimensional scientific problems. When multiple tasks share the set of relevant features, learning them jointly in a group drastically improves the quality of relevant feature selection.…

Machine Learning · Statistics 2017-09-18 Meghana Kshirsagar , Eunho Yang , Aurélie C. Lozano

Disentangled representation learning aims to uncover latent variables underlying the observed data, and generally speaking, rather strong assumptions are needed to ensure identifiability. Some approaches rely on sufficient changes on the…

Machine Learning · Computer Science 2025-03-04 Zijian Li , Shunxing Fan , Yujia Zheng , Ignavier Ng , Shaoan Xie , Guangyi Chen , Xinshuai Dong , Ruichu Cai , Kun Zhang

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

In this paper, we investigate a multivariate multi-response (MVMR) linear regression problem, which contains multiple linear regression models with differently distributed design matrices, and different regression and output vectors. The…

Machine Learning · Computer Science 2013-07-31 Weiguang Wang , Yingbin Liang , Eric P. Xing

We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Under compatibility conditions on the design matrix, the…

Statistics Theory · Mathematics 2015-10-15 Ismaël Castillo , Johannes Schmidt-Hieber , Aad van der Vaart

We study variable selection (also called support recovery) in high-dimensional sparse linear regression when one has external information on which variables are likely to be associated with the response. Consistent recovery is only possible…

Statistics Theory · Mathematics 2026-02-16 Paul Rognon-Vael , David Rossell , Piotr Zwiernik

In the Multiple Measurements Vector (MMV) model, measurement vectors are connected to unknown, jointly sparse signal vectors through a linear regression model employing a single known measurement matrix (or dictionary). Typically, the…

Methodology · Statistics 2024-08-05 Esa Ollila
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