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Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained…
Local-search methods are widely employed in statistical applications, yet interestingly, their theoretical foundations remain rather underexplored, compared to other classes of estimators such as low-degree polynomials and spectral methods.…
Wideband wireless channel is a time dispersive channel and becomes strongly frequency-selective. However, in most cases, the channel is composed of a few dominant taps and a large part of taps is approximately zero or zero. To exploit the…
Distributed optimization is pivotal for large-scale signal processing and machine learning, yet communication overhead remains a major bottleneck. Low-rank gradient compression, in which the transmitted gradients are approximated by…
Motivated by, e.g., sensitivity analysis and end-to-end learning, the demand for differentiable optimization algorithms has been significantly increasing. In this paper, we establish a theoretically guaranteed versatile framework that makes…
In this paper, we consider a subset selection problem in a spatial field where we seek to find a set of k locations whose observations provide the best estimate of the field value at a finite set of prediction locations. The measurements…
The taxing computational effort that is involved in solving some high-dimensional statistical problems, in particular problems involving non-convex optimization, has popularized the development and analysis of algorithms that run…
Greedy algorithms for minimizing L0-norm of sparse decomposition have profound application impact on many signal processing problems. In the sparse coding setup, given the observations $\mathrm{y}$ and the redundant dictionary…
Stochastic iterative algorithms have gained recent interest in machine learning and signal processing for solving large-scale systems of equations, $Ax=b$. One such example is the Randomized Kaczmarz (RK) algorithm, which acts only on…
This work concerns developing communication- and computation-efficient methods for large-scale multiple testing over networks, which is of interest to many practical applications. We take an asymptotic approach and propose two methods,…
This paper is a follow up to the previous author's paper on convex optimization. In that paper we began the process of adjusting greedy-type algorithms from nonlinear approximation for finding sparse solutions of convex optimization…
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…
In this paper we develop the Greedy Recombination Interpolation Method (GRIM) for finding sparse approximations of functions initially given as linear combinations of some (large) number of simpler functions. In a similar spirit to the…
We study the problem of scheduling sensors in a resource-constrained linear dynamical system, where the objective is to select a small subset of sensors from a large network to perform the state estimation task. We formulate this problem as…
Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…
Greedy algorithms are a fundamental category of algorithms in mathematics and computer science, characterized by their iterative, locally optimal decision-making approach, which aims to find global optima. In this review, we will discuss…
Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…
Motivated by sequential budgeted allocation problems, we investigate online matching problems where connections between vertices are not i.i.d., but they have fixed degree distributions -- the so-called configuration model. We estimate the…
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…
The study of greedy approximation in the context of convex optimization is becoming a promising research direction as greedy algorithms are actively being employed to construct sparse minimizers for convex functions with respect to given…