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The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
Group synchronization refers to estimating a collection of group elements from the noisy pairwise measurements. Such a nonconvex problem has received much attention from numerous scientific fields including computer vision, robotics, and…
Statistical power is often a concern for clustered RCTs due to variance inflation from design effects and the high cost of adding study clusters (such as hospitals, schools, or communities). While covariate pre-specification is the…
In multivariate regression, a $K$-dimensional response vector is regressed upon a common set of $p$ covariates, with a matrix $B^*\in\mathbb{R}^{p\times K}$ of regression coefficients. We study the behavior of the multivariate group Lasso,…
Neural models for NLP typically use large numbers of parameters to reach state-of-the-art performance, which can lead to excessive memory usage and increased runtime. We present a structure learning method for learning sparse,…
We consider linear regression in the high-dimensional regime where the number of observations $n$ is smaller than the number of parameters $p$. A very successful approach in this setting uses $\ell_1$-penalized least squares (a.k.a. the…
The Lasso is a method for high-dimensional regression, which is now commonly used when the number of covariates $p$ is of the same order or larger than the number of observations $n$. Classical asymptotic normality theory does not apply to…
Machine learning in the context of noise is a challenging but practical setting to plenty of real-world applications. Most of the previous approaches in this area focus on the pairwise relation (casual or correlational relationship) with…
We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…
The quality of the speech communication systems, which include noise suppression algorithms, are typically evaluated in laboratory experiments according to the ITU-T Rec. P.835, in which participants rate background noise, speech signal,…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
This paper proposes a simple adaptive sensing and group testing algorithm for sparse signal recovery. The algorithm, termed Compressive Adaptive Sense and Search (CASS), is shown to be near-optimal in that it succeeds at the lowest possible…
Group testing has recently attracted significant attention from the research community due to its applications in diagnostic virology. An instance of the group testing problem includes a ground set of individuals which includes a small…
In this paper, we derive non-asymptotic error bounds for the Lasso estimator when the penalty parameter for the estimator is chosen using $K$-fold cross-validation. Our bounds imply that the cross-validated Lasso estimator has nearly…
In this paper, we consider the Group Lasso estimator of the covariance matrix of a stochastic process corrupted by an additive noise. We propose to estimate the covariance matrix in a high-dimensional setting under the assumption that the…
In compressed sensing, in order to recover a sparse or nearly sparse vector from possibly noisy measurements, the most popular approach is $\ell_1$-norm minimization. Upper bounds for the $\ell_2$- norm of the error between the true and…
Super-resolution of pointwise sources is of utmost importance in various areas of imaging sciences. Specific instances of this problem arise in single molecule fluorescence, spike sorting in neuroscience, astrophysical imaging, radar…
In applications ranging from communications to genetics, signals can be modeled as lying in a union of subspaces. Under this model, signal coefficients that lie in certain subspaces are active or inactive together. The potential subspaces…
In group testing, the goal is to identify a subset of defective items within a larger set of items based on tests whose outcomes indicate whether any defective item is present. This problem is relevant in areas such as medical testing, data…
Compressive sensing (CS) allows for acquisition of sparse signals at sampling rates significantly lower than the Nyquist rate required for bandlimited signals. Recovery guarantees for CS are generally derived based on the assumption that…