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This work is a re-examination of the sparse Bayesian learning (SBL) of linear regression models of Tipping (2001) in a high-dimensional setting. We propose a hard-thresholded version of the SBL estimator that achieves, for orthogonal design…
In this paper, we investigate a multivariate multi-response (MVMR) linear regression problem, which contains multiple linear regression models with differently distributed design matrices, and different regression and output vectors. The…
We study the task of noiseless linear regression under Gaussian covariates in the presence of additive oblivious contamination. Specifically, we are given i.i.d.\ samples from a distribution $(x, y)$ on $\mathbb{R}^d \times \mathbb{R}$ with…
We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…
Sparse regression is frequently employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data that hampers both feature selection and estimation is the presence of strong correlations between…
In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…
This paper proposes a highly accurate algorithm to estimate the signal-to-noise ratio (SNR) for a linear system from a single realization of the received signal. We assume that the linear system has a Gaussian matrix with one sided left…
In this article we consider the graph alignment problem from the perspective of high-dimensional statistics: we aim to estimate an unknown permutation $\pi^*$ from the observation of two correlated random adjacency matrices $A_1$, $A_2$. We…
We determine statistical and computational limits for estimation of a rank-one matrix (the spike) corrupted by an additive gaussian noise matrix, in a sparse limit, where the underlying hidden vector (that constructs the rank-one matrix)…
Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that $\ell_1$-regularized…
We propose a pivotal method for estimating high-dimensional sparse linear regression models, where the overall number of regressors $p$ is large, possibly much larger than $n$, but only $s$ regressors are significant. The method is a…
We revisit the sequential variants of linear regression with the squared loss, classification problems with hinge loss, and logistic regression, all characterized by unbounded losses in the setup where no assumptions are made on the…
We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to…
In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…
We consider recovery of low-rank matrices from noisy data by hard thresholding of singular values, where singular values below a prescribed threshold $\lambda$ are set to 0. We study the asymptotic MSE in a framework where the matrix size…
We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features.…
The problem of recovering the sparsity pattern of a fixed but unknown vector $\beta^* \in \real^p based on a set of $n$ noisy observations arises in a variety of settings, including subset selection in regression, graphical model selection,…
Recovering the support of sparse vectors in underdetermined linear regression models, \textit{aka}, compressive sensing is important in many signal processing applications. High SNR consistency (HSC), i.e., the ability of a support recovery…
We provide a computationally and statistically efficient estimator for the classical problem of truncated linear regression, where the dependent variable $y = w^T x + \epsilon$ and its corresponding vector of covariates $x \in R^k$ are only…
The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy…