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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

Compressed sensing is triggering a major evolution in signal acquisition. It consists in sampling a sparse signal at low rate and later using computational power for its exact reconstruction, so that only the necessary information is…

Statistical Mechanics · Physics 2012-06-07 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

Growing set of optimization and regression techniques, based upon sparse representations of signals, to build models from data sets has received widespread attention recently with the advent of compressed sensing. This paper deals with the…

Dynamical Systems · Mathematics 2021-10-26 Amartya Mukherjee , Yusuf Aydogdu , Thambirajah Ravichandran , Navaratnam Sri Namachchivaya

This paper investigates the problem of recovering the support of structured signals via adaptive compressive sensing. We examine several classes of structured support sets, and characterize the fundamental limits of accurately recovering…

Statistics Theory · Mathematics 2016-09-05 Rui M. Castro , Ervin Tánczos

In the theory of compressed sensing (CS), the sparsity $\|x\|_0$ of the unknown signal $\mathbf{x} \in \mathcal{R}^n$ is of prime importance and the focus of reconstruction algorithms has mainly been either $\|x\|_0$ or its convex…

Information Theory · Computer Science 2016-05-17 Mithun Das Gupta

We introduce a sparse high-dimensional regression approach that can incorporate prior information on the regression parameters and can borrow information across a set of similar datasets. Prior information may for instance come from…

Increasing the imaging speed is a central aim in photoacoustic tomography. This issue is especially important in the case of sequential scanning approaches as applied for most existing optical detection schemes. In this work we address this…

Numerical Analysis · Mathematics 2016-11-23 Markus Haltmeier , Thomas Berer , Sunghwan Moon , Peter Burgholzer

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

We investigate optimal metrological protocols for phase estimation in the presence of correlated dephasing noise, including spin-squeezed states sensing strategies as well as parallel and adaptive protocols optimized using tensor-network…

The sensitivity in optical interferometry is strongly affected by losses during the signal propagation or at the detection stage. The optimal quantum states of the probing signals in the presence of loss were recently found. However, in…

The 1-bit compressed sensing framework enables the recovery of a sparse vector x from the sign information of each entry of its linear transformation. Discarding the amplitude information can significantly reduce the amount of data, which…

Data Analysis, Statistics and Probability · Physics 2019-04-01 Yingying Xu , Yoshiyuki Kabashima , Lenka Zdeborova

Transfer learning enhances model performance in a target population with limited samples by leveraging knowledge from related studies. While many works focus on improving predictive performance, challenges of statistical inference persist.…

Methodology · Statistics 2024-12-05 Daoyuan Lai , Oscar Hernan Madrid Padilla , Tian Gu

In the context of a vector autoregression (VAR) model, or any multivariate regression model, the number of relevant predictors may be small relative to the information set available from which to build a prediction equation. It is well…

Applications · Statistics 2017-09-25 Lendie Follett , Cindy Yu

Compressive Sensing (CS) exploits the surprising fact that the information contained in a sparse signal can be preserved in a small number of compressive, often random linear measurements of that signal. Strong theoretical guarantees have…

Information Theory · Computer Science 2014-05-02 Armin Eftekhari , Michael B. Wakin

Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…

Information Theory · Computer Science 2015-07-03 Yipeng Liu

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

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

In this paper, we introduce a new sparsity-promoting prior, namely, the "normal product" prior, and develop an efficient algorithm for sparse signal recovery under the Bayesian framework. The normal product distribution is the distribution…

Machine Learning · Statistics 2017-08-25 Zhou Zhou , Kaihui Liu , Jun Fang

Modern scientific instruments produce vast amounts of data, which can overwhelm the processing ability of computer systems. Lossy compression of data is an intriguing solution, but comes with its own drawbacks, such as potential signal…

Bounded continuous responses -- such as proportions -- arise frequently in diverse scientific fields including climatology, biostatistics, and finance. Beta regression is a widely adopted framework for modeling such data, due to the…

Methodology · Statistics 2025-05-29 The Tien Mai