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This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

In this paper we present the greedy step averaging(GSA) method, a parameter-free stochastic optimization algorithm for a variety of machine learning problems. As a gradient-based optimization method, GSA makes use of the information from…

Machine Learning · Computer Science 2016-11-14 Xiatian Zhang , Fan Yao , Yongjun Tian

Physics-informed neural networks (PINNs) and neural operators, two leading scientific machine learning (SciML) paradigms, have emerged as powerful tools for solving partial differential equations (PDEs). Although increasing the training…

Computational Engineering, Finance, and Science · Computer Science 2025-09-03 Weihang Ouyang , Min Zhu , Wei Xiong , Si-Wei Liu , Lu Lu

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

Several convex formulation methods have been proposed previously for statistical estimation with structured sparsity as the prior. These methods often require a carefully tuned regularization parameter, often a cumbersome or heuristic…

Machine Learning · Statistics 2016-03-23 Sohail Bahmani , Petros T. Boufounos , Bhiksha Raj

Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk

We study the problem of estimating a random process from the observations collected by a network of sensors that operate under resource constraints. When the dynamics of the process and sensor observations are described by a state-space…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

We consider a distributed compressed sensing scenario where many sensors measure correlated sparse signals and the sensors are connected through a network. Correlation between sparse signals is modeled by a partial common support-set. For…

Information Theory · Computer Science 2015-01-14 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

The realisation of sensing modalities based on the principles of compressed sensing is often hindered by discrepancies between the mathematical model of its sensing operator, which is necessary during signal recovery, and its actual…

Information Theory · Computer Science 2018-02-21 Valerio Cambareri , Amirafshar Moshtaghpour , Laurent Jacques

Inverse imaging problems rely on limited and indirect measurements, making reconstruction highly dependent on both regularization and sample locations. We introduce a novel greedy framework for the optimal selection of indirect measurements…

Numerical Analysis · Mathematics 2025-12-04 L. Bruni Bruno , P. Massa , E. Perracchione , M. Trombini

A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-level methods has a spatial structure that is by good…

Numerical Analysis · Mathematics 2020-04-29 Yous van Halder , Benjamin Sanderse , Barry Koren

We study the problem of sampling and reconstructing spectrally sparse graph signals where the objective is to select a subset of nodes of prespecified cardinality that ensures interpolation of the original signal with the lowest possible…

Signal Processing · Electrical Eng. & Systems 2021-11-24 Abolfazl Hashemi , Rasoul Shafipour , Haris Vikalo , Gonzalo Mateos

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

Combining kernel-based collocation methods with time-stepping methods to solve parabolic partial differential equations can potentially introduce challenges in balancing temporal and spatial discretization errors. Typically, using kernels…

Numerical Analysis · Mathematics 2024-10-25 Yichen Su , Leevan Ling

As a means of improving analysis of biological shapes, we propose an algorithm for sampling a Riemannian manifold by sequentially selecting points with maximum uncertainty under a Gaussian process model. This greedy strategy is known to be…

Methodology · Statistics 2019-01-10 Tingran Gao , Shahar Z. Kovalsky , Ingrid Daubechies

This work considers a weighted POD-greedy method to estimate statistical outputs parabolic PDE problems with parametrized random data. The key idea of weighted reduced basis methods is to weight the parameter-dependent error estimate…

Numerical Analysis · Mathematics 2017-12-21 Christopher Spannring , Sebastian Ullmann , Jens Lang

A partially linear probit model for spatially dependent data is considered. A triangular array setting is used to cover various patterns of spatial data. Conditional spatial heteroscedasticity and non-identically distributed observations…

Methodology · Statistics 2018-03-13 Ahmed , Dabo

We consider the problem of recovering the causal structure underlying observations from different experimental conditions when the targets of the interventions in each experiment are unknown. We assume a linear structural causal model with…

Methodology · Statistics 2025-03-13 Juan L. Gamella , Armeen Taeb , Christina Heinze-Deml , Peter Bühlmann

In their standard form Gaussian processes (GPs) provide a powerful non-parametric framework for regression and classificaton tasks. Their one limiting property is their $\mathcal{O}(N^{3})$ scaling where $N$ is the number of training data…

Machine Learning · Statistics 2020-01-16 Vidhi Lalchand , A. C. Faul

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In…

Artificial Intelligence · Computer Science 2018-01-17 Maziar Raissi , George Em Karniadakis