Related papers: Statistical-Computational Tradeoffs in Mixed Spars…
We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…
The iterations of many sparse estimation algorithms are comprised of a fixed linear filter cascaded with a thresholding nonlinearity, which collectively resemble a typical neural network layer. Consequently, a lengthy sequence of algorithm…
Compressed Sensing (CS) is a signal processing technique which can accurately recover sparse signals from linear measurements with far fewer number of measurements than those required by the classical Shannon-Nyquist theorem. Block sparse…
We address the issue of estimating the regression vector $\beta$ in the generic $s$-sparse linear model $y = X\beta+z$, with $\beta\in\R^{p}$, $y\in\R^{n}$, $z\sim\mathcal N(0,\sg^2 I)$ and $p> n$ when the variance $\sg^{2}$ is unknown. We…
In scientific machine learning, the task of identifying partial differential equations accurately from sparse and noisy data poses a significant challenge. Current sparse regression methods may identify inaccurate equations on sparse and…
In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal…
Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…
This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…
We conducted an extensive computational experiment, lasting multiple CPU-years, to optimally select parameters for two important classes of algorithms for finding sparse solutions of underdetermined systems of linear equations. We make the…
We study the density estimation problem defined as follows: given $k$ distributions $p_1, \ldots, p_k$ over a discrete domain $[n]$, as well as a collection of samples chosen from a ``query'' distribution $q$ over $[n]$, output $p_i$ that…
We consider approximations of signals by the elements of a frame in a complex vector space of dimension $N$ and formulate both the noiseless and the noisy sparse representation problems. The noiseless representation problem is to find…
The sequential analysis of the problem of joint signal detection and signal-to-noise ratio (SNR) estimation for a linear Gaussian observation model is considered. The problem is posed as an optimization setup where the goal is to minimize…
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…
Consider the compressed sensing setup where the support $s^*$ of an $m$-sparse $d$-dimensional signal $x$ is to be recovered from $n$ linear measurements with a given algorithm. Suppose that the measurements are such that the algorithm does…
We propose to reduce the original well-posed problem of compressive sensing to weighted-MAX-SAT. Compressive sensing is a novel randomized data acquisition approach that linearly samples sparse or compressible signals at a rate much below…
This paper addresses the problem of sparse phase retrieval, a fundamental inverse problem in applied mathematics, physics, and engineering, where a signal need to be reconstructed using only the magnitude of its transformation while phase…
We study the problem of exact support recovery for high-dimensional sparse linear regression under independent Gaussian design when the signals are weak, rare, and possibly heterogeneous. Under a suitable scaling of the sample size and…
Support recovery of sparse signals from noisy measurements with orthogonal matching pursuit (OMP) has been extensively studied in the literature. In this paper, we show that for any $K$-sparse signal $\x$, if the sensing matrix $\A$…
We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…
Noisy training set usually leads to the degradation of generalization and robustness of neural networks. In this paper, we propose using a theoretically guaranteed noisy label detection framework to detect and remove noisy data for Learning…