Related papers: Pattern recovery by SLOPE
The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…
One of the key challenges in sensor networks is the extraction of information by fusing data from a multitude of distinct, but possibly unreliable sensors. Recovering information from the maximum number of dependable sensors while…
The problems of outliers detection and robust regression in a high-dimensional setting are fundamental in statistics, and have numerous applications. Following a recent set of works providing methods for simultaneous robust regression and…
In this paper we propose a methodology to accelerate the resolution of the so-called "Sorted L-One Penalized Estimation" (SLOPE) problem. Our method leverages the concept of "safe screening", well-studied in the literature for…
We consider a sparse high dimensional regression model where the goal is to recover a $k$-sparse unknown vector $\beta^*$ from $n$ noisy linear observations of the form $Y=X\beta^*+W \in \mathbb{R}^n$ where $X \in \mathbb{R}^{n \times p}$…
We propose a pivotal method for estimating high-dimensional sparse linear regression models, where the overall number of regressors $p$ is large, possibly much larger than $n$, but only $s$ regressors are significant. The method is a…
Finding the sparse solution of an underdetermined system of linear equations has many applications, especially, it is used in Compressed Sensing (CS), Sparse Component Analysis (SCA), and sparse decomposition of signals on overcomplete…
In this manuscript, a new high-dimensional approach for simultaneous variable and group selection is proposed, called sparse-group SLOPE (SGS). SGS achieves false discovery rate control at both variable and group levels by incorporating the…
Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…
Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network…
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…
Linear sketching and recovery of sparse vectors with randomly constructed sparse matrices has numerous applications in several areas, including compressive sensing, data stream computing, graph sketching, and combinatorial group testing.…
The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for…
Sparse subspace clustering (SSC) relies on sparse regression for accurate neighbor identification. Inspired by recent progress in compressive sensing, this paper proposes a new sparse regression scheme for SSC via two-step reweighted…
In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…
Partial Least Squares (PLS) regression emerged as an alternative to ordinary least squares for addressing multicollinearity in a wide range of scientific applications. As multidimensional tensor data is becoming more widespread, tensor…
The problem of consistently estimating the sparsity pattern of a vector $\betastar \in \real^\mdim$ based on observations contaminated by noise arises in various contexts, including subset selection in regression, structure estimation in…
The SPLADE (SParse Lexical AnD Expansion) model is a highly effective approach to learned sparse retrieval, where documents are represented by term impact scores derived from large language models. During training, SPLADE applies…
A recently proposed SLOPE estimator (arXiv:1407.3824) has been shown to adaptively achieve the minimax $\ell_2$ estimation rate under high-dimensional sparse linear regression models (arXiv:1503.08393). Such minimax optimality holds in the…
It is known that sparse recovery is possible if the number of measurements is in the order of the sparsity, but the corresponding decoders either lack polynomial decoding time or robustness to noise. Commonly, decoders that rely on a null…