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The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

In this paper, we consider the "foreach" sparse recovery problem with failure probability $p$. The goal of which is to design a distribution over $m \times N$ matrices $\Phi$ and a decoding algorithm $\algo$ such that for every…

Data Structures and Algorithms · Computer Science 2013-04-24 Anna C. Gilbert , Hung Q. Ngo , Ely Porat , Atri Rudra , Martin J. Strauss

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Methodology · Statistics 2023-04-10 Ayanendranath Basu , Abhik Ghosh , María Jaenada , Leandro Pardo

We address the issue of estimating the regression vector $\beta$ in the generic $s$-sparse linear model $y = X\beta+z$, with $\beta\in\R^{p}$, $y\in\R^{n}$, $z\sim\mathcal N(0,\sg^2 I)$ and $p> n$ when the variance $\sg^{2}$ is unknown. We…

Statistics Theory · Mathematics 2012-11-06 Stéphane Chrétien , Sébastien Darses

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

This paper introduces a novel approach for recovering sparse signals using sorted L1/L2 minimization. The proposed method assigns higher weights to indices with smaller absolute values and lower weights to larger values, effectively…

Numerical Analysis · Mathematics 2023-08-09 Chao Wang , Ming Yan , Junjie Yu

We present a Compressive Sensing algorithm for reconstructing binary signals from its linear measurements. The proposed algorithm minimizes a non-convex cost function expressed as a weighted sum of smoothed $\ell_0$ norms which takes into…

Signal Processing · Electrical Eng. & Systems 2018-07-31 Tianlin Liu , Dae Gwan Lee

We study the recovery of sparse signals from underdetermined linear measurements when a potentially erroneous support estimate is available. Our results are twofold. First, we derive necessary and sufficient conditions for signal recovery…

Information Theory · Computer Science 2014-12-05 Hassan Mansour , Rayan Saab

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

Statistics Theory · Mathematics 2022-01-24 Qiyang Han

This paper studies the problem of recovering a signal vector and the corrupted noise vector from a collection of corrupted linear measurements through the solution of a l1 minimization, where the sensing matrix is a partial Fourier matrix…

Information Theory · Computer Science 2016-01-25 Dongcai Su

We consider the sparse regression model where the number of parameters $p$ is larger than the sample size $n$. The difficulty when considering high-dimensional problems is to propose estimators achieving a good compromise between…

Statistics Theory · Mathematics 2011-03-15 Pierre Alquier , Karim Lounici

Reconstructing continuous signals from a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with 'simple' Fourier structure, such as bandlimited,…

Data Structures and Algorithms · Computer Science 2018-12-24 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

Recovering the digital input of a time-discrete linear system from its (noisy) output is a significant challenge in the fields of data transmission, deconvolution, channel equalization, and inverse modeling. A variety of algorithms have…

Optimization and Control · Mathematics 2020-12-03 Sophie M. Fosson

Regularized linear regression is a promising approach for binary classification problems in which the training set has noisy labels since the regularization term can help to avoid interpolating the mislabeled data points. In this paper we…

Machine Learning · Computer Science 2023-11-07 Danil Akhtiamov , Reza Ghane , Babak Hassibi

Compressive sensing aims to recover a high-dimensional sparse signal from a relatively small number of measurements. In this paper, a novel design of the measurement matrix is proposed. The design is inspired by the construction of…

Information Theory · Computer Science 2016-03-22 Xu Chen , Dongning Guo

We consider the problem of recovering linear image $Bx$ of a signal $x$ known to belong to a given convex compact set $X$ from indirect observation $\omega=Ax+\sigma\xi$ of $x$ corrupted by Gaussian noise $\xi$. It is shown that under some…

Statistics Theory · Mathematics 2019-10-22 Anatoli Juditsky , Arkadi Nemirovski

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…

Machine Learning · Statistics 2013-01-15 Yudong Chen , Constantine Caramanis , Shie Mannor

We study the graph matching problem in the presence of vertex feature information using shallow graph neural networks. Specifically, given two graphs that are independent perturbations of a single random geometric graph with sparse binary…

Machine Learning · Computer Science 2025-03-12 Suqi Liu , Morgane Austern

We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidence that it can solve to provable optimality the sparse…

Optimization and Control · Mathematics 2017-09-29 Dimitris Bertsimas , Bart Van Parys

We address the problem of recovering a sparse $n$-vector within a given subspace. This problem is a subtask of some approaches to dictionary learning and sparse principal component analysis. Hence, if we can prove scaling laws for recovery…

Optimization and Control · Mathematics 2014-12-04 Laurent Demanet , Paul Hand
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