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Given a heterogeneous Gaussian sequence model with unknown mean $\theta \in \mathbb R^d$ and known covariance matrix $\Sigma = \operatorname{diag}(\sigma_1^2,\dots, \sigma_d^2)$, we study the signal detection problem against sparse…

Statistics Theory · Mathematics 2023-08-03 Julien Chhor , Rajarshi Mukherjee , Subhabrata Sen

We study the stable recovery of complex $k$-sparse signals from as few phaseless measurements as possible. The main result is to show that one can employ $\ell_1$ minimization to stably recover complex $k$-sparse signals from $m\geq O(k\log…

Functional Analysis · Mathematics 2019-11-27 Yu Xia , Zhiqiang Xu

This paper considers fundamental limits for solving sparse inverse problems in the presence of Poisson noise with physical constraints. Such problems arise in a variety of applications, including photon-limited imaging systems based on…

Statistics Theory · Mathematics 2014-03-27 Xin Jiang , Garvesh Raskutti , Rebecca Willett

Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…

Statistics Theory · Mathematics 2021-08-10 Ilsang Ohn , Yongdai Kim

Stochastic processes are often used to model complex scientific problems in fields ranging from biology and finance to engineering and physical science. This paper investigates rate-optimal estimation of the volatility matrix of a…

Statistics Theory · Mathematics 2014-01-30 Minjing Tao , Yazhen Wang , Harrison H. Zhou

Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Dror Simon , Jeremias Sulam , Yaniv Romano , Yue M. Lu , Michael Elad

Recovery error bounds of tail-minimization and the rate of convergence of an efficient proximal alternating algorithm for sparse signal recovery are considered in this article. Tail-minimization focuses on minimizing the energy in the…

Information Theory · Computer Science 2025-01-28 Meng Huang , Shidong Li

This paper examines fundamental error characteristics for a general class of matrix completion problems, where the matrix of interest is a product of two a priori unknown matrices, one of which is sparse, and the observations are noisy. Our…

Information Theory · Computer Science 2017-10-27 Abhinav V. Sambasivan , Jarvis D. Haupt

In this paper, a sparse-based method for the estimation of the parameters of multidimensional ($R$-D) modal (harmonic or damped) complex signals in noise is presented. The problem is formulated as $R$ simultaneous sparse approximations of…

Information Theory · Computer Science 2015-11-02 Souleymen Sahnoun , El-Hadi Djermoune , David Brie , Pierre Comon

This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of $l_2$-norm or Mean Square Error (MSE), a new perceptual quality measure is used…

Machine Learning · Computer Science 2017-10-18 Amirhossein Javaheri , Hadi Zayyani , Farokh Marvasti

We study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling - best subset selection, which minimizes the residual sum of squares subject to a constraint on the number of…

Methodology · Statistics 2022-01-11 Rahul Mazumder , Peter Radchenko , Antoine Dedieu

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number $k$ of components. We show that as long as signal-to-noise ratio (SNR) is $\tilde{\Omega}(k)$,…

Machine Learning · Computer Science 2019-11-27 Jeongyeol Kwon , Constantine Caramanis

Over the past years, there are increasing interests in recovering the signals from undersampling data where such signals are sparse under some orthogonal dictionary or tight framework, which is referred to be sparse synthetic model. More…

Information Theory · Computer Science 2012-02-10 Lianlin Li

Many regularization schemes for high-dimensional regression have been put forward. Most require the choice of a tuning parameter, using model selection criteria or cross-validation schemes. We show that a simple non-negative or…

Methodology · Statistics 2012-02-07 Nicolai Meinshausen

Parameter Efficient Tuning has been an prominent approach to adapt the Large Language Model to downstream tasks. Most previous works considers adding the dense trainable parameters, where all parameters are used to adapt certain task. We…

Computation and Language · Computer Science 2023-11-16 Yun Zhu , Nevan Wichers , Chu-Cheng Lin , Xinyi Wang , Tianlong Chen , Lei Shu , Han Lu , Canoee Liu , Liangchen Luo , Jindong Chen , Lei Meng

Recent advances in optical systems make them ideal for undersampling multiband signals that have high bandwidths. In this paper we propose a new scheme for reconstructing multiband sparse signals using a small number of sampling channels.…

Information Theory · Computer Science 2008-06-04 Michael Fleyer , Amir Rosenthal , Alex Linden , Moshe Horowitz

It is well known that the class of rotation invariant algorithms are suboptimal even for learning sparse linear problems when the number of examples is below the "dimension" of the problem. This class includes any gradient descent trained…

Machine Learning · Statistics 2024-03-06 Manfred K. Warmuth , Wojciech Kotłowski , Matt Jones , Ehsan Amid

Rank estimation is a classical model order selection problem that arises in a variety of important statistical signal and array processing systems, yet is addressed relatively infrequently in the extant literature. Here we present sample…

Methodology · Statistics 2011-08-25 Patrick O. Perry , Patrick J. Wolfe

We investigate high-dimensional sparse regression when both the noise and the design matrix exhibit heavy-tailed behavior. Standard algorithms typically fail in this regime, as heavy-tailed covariates distort the empirical risk geometry. We…

Methodology · Statistics 2026-01-12 Kaiyuan Zhou , Xiaoyu Zhang , Wenyang Zhang , Di Wang
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