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Related papers: Distribution-aware $\ell_1$ Analysis Minimization

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We study the distribution function for minimal paths in small-world networks. Using properties of this distribution function, we derive analytic results which greatly simplify the numerical calculation of the average minimal distance,…

Statistical Mechanics · Physics 2009-10-31 R. V. Kulkarni , E. Almaas , D. Stroud

A rich line of recent work has studied distributionally robust learning approaches that seek to learn a hypothesis that performs well, in the worst-case, on many different distributions over a population. We argue that although the most…

Machine Learning · Computer Science 2024-05-10 Jabari Hastings , Christopher Jung , Charlotte Peale , Vasilis Syrgkanis

We present preconditioned stochastic gradient descent (SGD) algorithms for the $\ell_1$ minimization problem $\min_{x}\|A x - b\|_1$ in the overdetermined case, where there are far more constraints than variables. Specifically, we have $A…

Data Structures and Algorithms · Computer Science 2018-06-04 David Durfee , Kevin A. Lai , Saurabh Sawlani

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…

Information Theory · Computer Science 2015-05-30 Zai Yang , Cishen Zhang , Jun Deng , Wenmiao Lu

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

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming…

Multiagent Systems · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

We investigate numerical differentiation formulas on irregular centers in two or more variables that are exact for polynomials of a given order and minimize an absolute seminorm of the weight vector. Error bounds are given in terms of a…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov , Robert Schaback

Penalized estimation methods for diffusion processes and dependent data have recently gained significant attention due to their effectiveness in handling high-dimensional stochastic systems. In this work, we introduce an adaptive…

Statistics Theory · Mathematics 2024-12-24 Alessandro De Gregorio , Dario Frisardi , Francesco Iafrate , Stefano Iacus

Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that $\ell_1$-regularized…

Machine Learning · Statistics 2012-01-11 Shuheng Zhou , John Lafferty , Larry Wasserman

The article concerns compressed sensing methods in the quaternion algebra. We prove that it is possible to uniquely reconstruct - by $\ell_1$ norm minimization - a sparse quaternion signal from a limited number of its real linear…

Functional Analysis · Mathematics 2016-05-26 Agnieszka Badenska , Łukasz Błaszczyk

We consider the problem of estimating a $d$-dimensional $s$-sparse discrete distribution from its samples observed under a $b$-bit communication constraint. The best-known previous result on $\ell_2$ estimation error for this problem is…

Machine Learning · Statistics 2021-06-17 Wei-Ning Chen , Peter Kairouz , Ayfer Özgür

The optimization of the variance supplemented by a budget constraint and an asymmetric $\ell_1$ regularizer is carried out analytically by the replica method borrowed from the theory of disordered systems. The asymmetric regularizer allows…

Portfolio Management · Quantitative Finance 2018-07-16 Imre Kondor , Gábor Papp , Fabio Caccioli

In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Information Theory · Computer Science 2020-01-23 Michael Fauß , Abdelhak M. Zoubir , Alex Dytso , H. Vincent Poor , K. G. Nagananda

It has previously been shown that ordinary least squares can be used to estimate the coefficients of the single-index model under only mild conditions. However, the estimator is non-robust leading to poor estimates for some models. In this…

Methodology · Statistics 2022-09-13 Marina Masioti , Joshua Davies , Amanda Shaker , Luke A. Prendergast

The aim of this paper is to build up the theoretical framework for the recovery of sparse signals from the magnitude of the measurement. We first investigate the minimal number of measurements for the success of the recovery of sparse…

Information Theory · Computer Science 2013-10-07 Yang Wang , Zhiqiang Xu

Compressed sensing seeks to recover a sparse vector from a small number of linear and non-adaptive measurements. While most work so far focuses on Gaussian or Bernoulli random measurements we investigate the use of partial random circulant…

Information Theory · Computer Science 2009-02-26 Holger Rauhut

This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…

Machine Learning · Statistics 2021-11-05 Hanie Barghi , Amir Najafi , Seyed Abolfazl Motahari

We address the problem of recovering a sparse $n$-vector within a given subspace. This problem is a subtask of some approaches to dictionary learning and sparse principal component analysis. Hence, if we can prove scaling laws for recovery…

Optimization and Control · Mathematics 2014-12-04 Laurent Demanet , Paul Hand

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

We propose a convex variational principle to find sparse representation of low-lying eigenspace of symmetric matrices. In the context of electronic structure calculation, this corresponds to a sparse density matrix minimization algorithm…

Mathematical Physics · Physics 2014-03-11 Rongjie Lai , Jianfeng Lu , Stanley Osher