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Recently, the worse-case analysis, probabilistic analysis and empirical justification have been employed to address the fundamental question: When does $\ell_1$-minimization find the sparsest solution to an underdetermined linear system? In…

Information Theory · Computer Science 2015-06-16 Yunbin Zhao

Identifying the relevant variables for a classification model with correct confidence levels is a central but difficult task in high-dimension. Despite the core role of sparse logistic regression in statistics and machine learning, it still…

Machine Learning · Statistics 2022-05-31 Binh T. Nguyen , Bertrand Thirion , Sylvain Arlot

In this paper, the recursive least squares (RLS) algorithm is considered in the sparse system identification setting. The cost function of RLS algorithm is regularized by a $p$-norm-like ($0 \leq p \leq 1$) constraint of the estimated…

Information Theory · Computer Science 2023-12-12 Shuyang Jiang , Kung Yao

Recently, in a series of papers [32,38,39,41], the ratio of $\ell_1$ and $\ell_2$ norms was proposed as a sparsity inducing function for noiseless compressed sensing. In this paper, we further study properties of such model in the noiseless…

Optimization and Control · Mathematics 2021-02-12 Liaoyuan Zeng , Peiran Yu , Ting Kei Pong

In our companion work \cite{Stojnicl1RegPosasymldp} we revisited random under-determined linear systems with sparse solutions. The main emphasis was on the performance analysis of the $\ell_1$ heuristic in the so-called asymptotic regime,…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

Signal Processing · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , M. E. Ashour , N. S. Aybat , Constantino M. Lagoa

In this paper we provide new randomized algorithms with improved runtimes for solving linear programs with two-sided constraints. In the special case of the minimum cost flow problem on $n$-vertex $m$-edge graphs with integer…

Data Structures and Algorithms · Computer Science 2021-08-24 Jan van den Brand , Yin Tat Lee , Yang P. Liu , Thatchaphol Saranurak , Aaron Sidford , Zhao Song , Di Wang

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

We establish exact asymptotic expressions for the normalized mutual information and minimum mean-square-error (MMSE) of sparse linear regression in the sub-linear sparsity regime. Our result is achieved by a generalization of the adaptive…

Information Theory · Computer Science 2023-04-11 Lan V. Truong

We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…

Optimization and Control · Mathematics 2017-09-06 Yingzhen Yang , Jiashi Feng , Nebojsa Jojic , Jianchao Yang , Thomas S. Huang

In this paper we consider box constrained adaptations of $\ell_1$ optimization heuristic when applied for solving random linear systems. These are typically employed when on top of being sparse the systems' solutions are also known to be…

Probability · Mathematics 2016-12-21 Mihailo Stojnic

We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…

Data Structures and Algorithms · Computer Science 2020-04-03 Aaron Sidford , Kevin Tian

We study classical asymmetric binary perceptron (ABP) and associated \emph{local entropy} (LE) as potential source of its algorithmic hardness. Isolation of \emph{typical} ABP solutions in SAT phase seemingly suggests a universal…

Machine Learning · Statistics 2025-06-25 Mihailo Stojnic

Companion paper [118] developed a powerful \emph{Random duality theory} (RDT) based analytical program to statistically characterize performance of \emph{descending} phase retrieval algorithms (dPR) (these include all variants of gradient…

Machine Learning · Statistics 2025-06-24 Mihailo Stojnic

Our companion work \cite{Stojnicl1BnBxasymldp} considers random under-determined linear systems with box-constrained sparse solutions and provides an asymptotic analysis of a couple of modified $\ell_1$ heuristics adjusted to handle such…

Optimization and Control · Mathematics 2016-12-21 Mihailo Stojnic

The $\Delta_3(L)$ statistic of Random Matrix Theory is defined as the average of a set of random numbers $\{\delta\}$, derived from a spectrum. The distribution $p(\delta)$ of these random numbers is used as the basis of a maximum…

Nuclear Theory · Physics 2015-03-19 Declan Mulhall

We study theoretical limits of \emph{descending} phase retrieval algorithms. Utilizing \emph{Random duality theory} (RDT) we develop a generic program that allows statistical characterization of various algorithmic performance metrics.…

Machine Learning · Statistics 2025-06-24 Mihailo Stojnic

Quantum error correction (QEC) is indispensable for realizing fault-tolerant quantum computation, yet its effectiveness hinges critically on the classical decoding algorithm that interprets noisy syndrome measurements. Among all possible…

Quantum Physics · Physics 2026-05-19 Hanyan Cao , Ge Yan , Yuxuan Du , Feng Pan

Compression and generalization are fundamentally related through Solomonoff induction and the minimum description length principle (MDL), which predict that simpler models generalize better when data arises from low-complexity…

Machine Learning · Computer Science 2026-05-14 Lukas Silvester Barth , Paulo von Petersenn

Maximum Likelihood (ML) algorithms, for the joint estimation of synchronization impairments and channel in Multiple Input Multiple Output-Orthogonal Frequency Division Multiplexing (MIMO-OFDM) system, are investigated in this work. A system…

Information Theory · Computer Science 2012-10-30 Renu Jose , K. V. S. Hari