Related papers: Optimal Embedding Dimension for Sparse Subspace Em…
Given vectors $v_1,\dots,v_n\in\mathbb{R}^d$ and a matroid $M=([n],I)$, we study the problem of finding a basis $S$ of $M$ such that $\det(\sum_{i \in S}v_i v_i^\top)$ is maximized. This problem appears in a diverse set of areas such as…
Geometric data structures have been extensively studied in the regime where the dimension is much smaller than the number of input points. But in many scenarios in Machine Learning, the dimension can be much higher than the number of points…
The accurate and efficient simulation of Partial Differential Equations (PDEs) in and around arbitrarily defined geometries is critical for many application domains. Immersed boundary methods (IBMs) alleviate the usually laborious and…
As a typical dimensionality reduction technique, random projection can be simply implemented with linear projection, while maintaining the pairwise distances of high-dimensional data with high probability. Considering this technique is…
We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…
Reduced model spaces, such as reduced basis and polynomial chaos, are linear spaces $V_n$ of finite dimension $n$ which are designed for the efficient approximation of families parametrized PDEs in a Hilbert space $V$. The manifold…
Finding the $r\times r$ submatrix of maximum volume of a matrix $A\in\mathbb R^{n\times n}$ is an NP hard problem that arises in a variety of applications. We propose a new greedy algorithm of cost $\mathcal O(n)$, for the case $A$…
A recurring theme in attempts to break the curse of dimensionality in the numerical approximations of solutions to high-dimensional partial differential equations (PDEs) is to employ some form of sparse tensor approximation. Unfortunately,…
We consider estimating a random vector from its noisy projections onto low dimensional subspaces constituting a fusion frame. A fusion frame is a collection of subspaces, for which the sum of the projection operators onto the subspaces is…
The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…
A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…
We consider several related problems of estimating the 'sparsity' or number of nonzero elements $d$ in a length $n$ vector $\mathbf{x}$ by observing only $\mathbf{b} = M \odot \mathbf{x}$, where $M$ is a predesigned test matrix independent…
Sparsity is a basic property of real vectors that is exploited in a wide variety of applications. In this work, we describe property testing algorithms for sparsity that observe a low-dimensional projection of the input. We consider two…
Recent development in compressed sensing (CS) has revealed that the use of a special design of measurement matrix, namely the spatially-coupled matrix, can achieve the information-theoretic limit of CS. In this paper, we consider the…
We study the problem of inferring a sparse vector from random linear combinations of its components. We propose the Accelerated Orthogonal Least-Squares (AOLS) algorithm that improves performance of the well-known Orthogonal Least-Squares…
We consider the sparse linear regression model $\mathbf{y} = X \beta +\mathbf{w}$, where $X \in \mathbb{R}^{n \times d}$ is the design, $\beta \in \mathbb{R}^{d}$ is a $k$-sparse secret, and $\mathbf{w} \sim N(0, I_n)$ is the noise. Given…
The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task.…
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…
We develop a technique to design efficiently computable estimators for sparse linear regression in the simultaneous presence of two adversaries: oblivious and adaptive. We design several robust algorithms that outperform the state of the…
We study sparse principal components analysis in high dimensions, where $p$ (the number of variables) can be much larger than $n$ (the number of observations), and analyze the problem of estimating the subspace spanned by the principal…