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In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

As in standard linear regression, in truncated linear regression, we are given access to observations $(A_i, y_i)_i$ whose dependent variable equals $y_i= A_i^{\rm T} \cdot x^* + \eta_i$, where $x^*$ is some fixed unknown vector of interest…

Machine Learning · Computer Science 2020-07-30 Constantinos Daskalakis , Dhruv Rohatgi , Manolis Zampetakis

Consider the $n$-dimensional vector $y=X\be+\e$, where $\be \in \R^p$ has only $k$ nonzero entries and $\e \in \R^n$ is a Gaussian noise. This can be viewed as a linear system with sparsity constraints, corrupted by noise. We find a…

Information Theory · Computer Science 2009-10-13 Kamiar Rahnama Rad

We consider the high-dimensional linear regression model and assume that a fraction of the measurements are altered by an adversary with complete knowledge of the data and the underlying distribution. We are interested in a scenario where…

Statistics Theory · Mathematics 2023-12-11 Stanislav Minsker , Mohamed Ndaoud , Lang Wang

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama

We study a linear observation model with an unknown permutation called \textit{permuted/shuffled linear regression}, where responses and covariates are mismatched and the permutation forms a discrete, factorial-size parameter. The…

Statistics Theory · Mathematics 2026-01-23 Hirofumi Ota , Masaaki Imaizumi

In compressive sensing, sparse signals are recovered from underdetermined noisy linear observations. One of the interesting problems which attracted a lot of attention in recent times is the support recovery or sparsity pattern recovery…

Information Theory · Computer Science 2010-04-26 Subhojit Som , Lee C Potter

Spike train signals recorded from a large population of neurons often exhibit low-dimensional spatio-temporal structure and modeled as conditional Poisson observations. The low-dimensional signals that capture internal brain states are…

Neurons and Cognition · Quantitative Biology 2024-08-19 Hyungju Jeon , Il Memming Park

Neural networks are known to develop latent representations that are $aligned$, namely structurally similar across networks trained with different architectures, training protocols, or training datasets. We study this phenomenon in a…

Machine Learning · Statistics 2026-05-27 Ali Hussaini Umar , Alessandro Laio

We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the…

Statistics Theory · Mathematics 2019-03-26 Minwoo Chae , Lizhen Lin , David B. Dunson

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

Machine Learning · Computer Science 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

We study the dynamics of gradient flow in high dimensions for the multi-spiked tensor problem, where the goal is to estimate $r$ unknown signal vectors (spikes) from noisy Gaussian tensor observations. Specifically, we analyze the maximum…

Probability · Mathematics 2025-09-22 Gérard Ben Arous , Cédric Gerbelot , Vanessa Piccolo

We consider the multivariate max-linear regression problem where the model parameters $\boldsymbol{\beta}_{1},\dotsc,\boldsymbol{\beta}_{k}\in\mathbb{R}^{p}$ need to be estimated from $n$ independent samples of the (noisy) observations $y =…

Machine Learning · Statistics 2024-02-27 Seonho Kim , Sohail Bahmani , Kiryung Lee

Compressed Sensing aims to capture attributes of a sparse signal using very few measurements. Cand\`{e}s and Tao showed that sparse reconstruction is possible if the sensing matrix acts as a near isometry on all $\boldsymbol{k}$-sparse…

Information Theory · Computer Science 2009-10-18 Robert Calderbank , Stephen Howard , Sina Jafarpour

Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…

Machine Learning · Statistics 2025-03-05 Syamantak Kumar , Purnamrita Sarkar , Kevin Tian , Yusong Zhu

In truncated linear regression, samples $(x,y)$ are shown only when the outcome $y$ falls inside a certain survival set $S^\star$ and the goal is to estimate the unknown $d$-dimensional regressor $w^\star$. This problem has a long history…

Machine Learning · Statistics 2026-05-25 Alexandros Kouridakis , Anay Mehrotra , Alkis Kalavasis , Constantine Caramanis

Second-order information -- such as curvature or data covariance -- is critical for optimisation, diagnostics, and robustness. However, in many modern settings, only the gradients are observable. We show that the gradients alone can reveal…

Machine Learning · Computer Science 2026-04-08 Arash Jamshidi , Katsiaryna Haitsiukevich , Kai Puolamäki

We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…

Machine Learning · Computer Science 2021-02-12 Yujia Xie , Yixiu Mao , Simiao Zuo , Hongteng Xu , Xiaojing Ye , Tuo Zhao , Hongyuan Zha

Sparse modeling has been widely and successfully used in many applications such as computer vision, machine learning, and pattern recognition. Accompanied with those applications, significant research has studied the theoretical limits and…

Information Theory · Computer Science 2016-10-04 Yuki Itoh , Marco F. Duarte , Mario Parente

In a previous report we have evaluated analytically the mutual information between the firing rates of N independent units and a set of continuous+discrete stimuli, for finite N and in the limit of large noise. Here, we extend the analysis…

Disordered Systems and Neural Networks · Physics 2009-11-07 Valeria Del Prete , Alessandro Treves
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