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Optimization-based samplers such as randomize-then-optimize (RTO) [2] provide an efficient and parallellizable approach to solving large-scale Bayesian inverse problems. These methods solve randomly perturbed optimization problems to draw…

Computation · Statistics 2019-10-29 Johnathan Bardsley , Tiangang Cui , Youssef Marzouk , Zheng Wang

The theory of Compressed Sensing, the emerging sampling paradigm 'that goes against the common wisdom', asserts that 'one can recover signals in Rn from far fewer samples or measurements, if the signal has a sparse representation in some…

Information Theory · Computer Science 2013-11-01 Ankit Kundu , Pradosh K. Roy

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

Information Theory · Computer Science 2012-04-04 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

The conformal flow of metrics [2] has been used to successfully establish a special case of the Penrose inequality, which yields a lower bound for the total mass of a spacetime in terms of horizon area. Here we show how to adapt the…

General Relativity and Quantum Cosmology · Physics 2018-06-28 Qing Han , Marcus Khuri

In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…

Optimization and Control · Mathematics 2024-12-17 Kristian Bredies , Marcello Carioni , Martin Holler , Yury Korolev , Carola-Bibiane Schönlieb

Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…

Other Statistics · Statistics 2018-07-30 Nanjing Jian , Shane G. Henderson

In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…

Numerical Analysis · Mathematics 2022-11-23 Jian-Feng Cai , Yuling Jiao , Xiliang Lu , Juntao You

We consider the inverse scattering problem for time-harmonic acoustic waves in a medium with pointwise inhomogeneities. In the Foldy-Lax model, the estimation of the scatterers' locations and intensities from far field measurements can be…

Numerical Analysis · Mathematics 2024-07-25 Giovanni S. Alberti , Romain Petit , Matteo Santacesaria

Variational inference is becoming more and more popular for approximating intractable posterior distributions in Bayesian statistics and machine learning. Meanwhile, a few recent works have provided theoretical justification and new…

Statistics Theory · Mathematics 2019-09-09 Badr-Eddine Chérief-Abdellatif

We consider the problem of designing sparse sampling strategies for multidomain signals, which can be represented using tensors that admit a known multilinear decomposition. We leverage the multidomain structure of tensor signals and…

Information Theory · Computer Science 2019-06-26 Guillermo Ortiz-Jiménez , Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

A good measure of similarity between data points is crucial to many tasks in machine learning. Similarity and metric learning methods learn such measures automatically from data, but they do not scale well respect to the dimensionality of…

Machine Learning · Computer Science 2019-09-10 Kuan Liu , Aurélien Bellet , Fei Sha

We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

We propose and analyze a novel framework for learning sparse representations, based on two statistical techniques: kernel smoothing and marginal regression. The proposed approach provides a flexible framework for incorporating feature…

Machine Learning · Statistics 2012-10-04 Krishnakumar Balasubramanian , Kai Yu , Guy Lebanon

This paper presents a tensor-recovery method to solve probabilistic power flow problems. Our approach generates a high-dimensional and sparse generalized polynomial-chaos expansion that provides useful statistical information. The result…

Computational Engineering, Finance, and Science · Computer Science 2015-08-12 Zheng Zhang , Hung Dinh Nguyen , Konstantin Turitsyn , Luca Daniel

We tackle the inverse problem of reconstructing an unknown finite measure $\mu$ from a noisy observation of a generalized moment of $\mu$ defined as the integral of a continuous and bounded operator $\Phi$ with respect to $\mu$. When only a…

Statistics Theory · Mathematics 2009-06-03 Jean-Michel Loubes , Paul Rochet

The sparse modeling is an evident manifestation capturing the parsimony principle just described, and sparse models are widespread in statistics, physics, information sciences, neuroscience, computational mathematics, and so on. In…

Machine Learning · Computer Science 2023-08-29 Jianyi Lin

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

Deep representation learning has become one of the most widely adopted approaches for visual search, recommendation, and identification. Retrieval of such representations from a large database is however computationally challenging.…

Machine Learning · Computer Science 2020-04-14 Biswajit Paria , Chih-Kuan Yeh , Ian E. H. Yen , Ning Xu , Pradeep Ravikumar , Barnabás Póczos

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding…

Machine Learning · Computer Science 2015-06-15 Ivan W. Selesnick , Ilker Bayram

Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…

Statistics Theory · Mathematics 2025-04-17 Hang Liu , Anna Scaglione