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In the matrix sensing problem, one wishes to reconstruct a matrix from (possibly noisy) observations of its linear projections along given directions. We consider this model in the high-dimensional limit: while previous works on this model…

Machine Learning · Statistics 2025-11-13 Yizhou Xu , Antoine Maillard , Lenka Zdeborová , Florent Krzakala

We proposed a new criterion \textit{noise-stability}, which revised the classical rigidity theory, for evaluation of MDS algorithms which can truthfully represent the fidelity of global structure reconstruction; then we proved the…

Computational Geometry · Computer Science 2022-07-15 Zishuo Zhao

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

In this paper, the use of the Generalized Beta Mixture (GBM) and Horseshoe distributions as priors in the Bayesian Compressive Sensing framework is proposed. The distributions are considered in a two-layer hierarchical model, making the…

Information Theory · Computer Science 2014-11-11 Zahra Sabetsarvestani , Hamidreza Amindavar

Detecting symmetry from data is a fundamental problem in signal analysis, providing insight into underlying structure and constraints. When data emerge as trajectories of dynamical systems, symmetries encode structural properties of the…

Machine Learning · Statistics 2025-10-21 Ziad Ghanem , Chang Hyunwoong , Preskella Mrad

This paper presents a comprehensive analysis of hyperparameter estimation within the empirical Bayes framework (EBF) for sparse learning. By studying the influence of hyperpriors on the solution of EBF, we establish a theoretical connection…

Machine Learning · Statistics 2025-11-11 Zhitao Li , Yiqiu Dong , Xueying Zeng

This report introduces a new hierarchical Bayesian model for the EEG source localization problem. This model promotes structured sparsity to search for focal brain activity. This sparsity is obtained via a multivariate Bernoulli Laplacian…

Methodology · Statistics 2015-09-16 Facundo Costa , Hadj Batatia , Thomas Oberlin , Jean-Yves Tourneret

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

Statistics Theory · Mathematics 2015-06-05 Ahmed A. Quadeer , Tareq Y. Al-Naffouri

We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…

Methodology · Statistics 2020-06-19 Youngseok Kim , Chao Gao

We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian…

Machine Learning · Statistics 2018-05-22 Lingrui Gan , Naveen N. Narisetty , Feng Liang

The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its $n$ time domain samples. The signal of interest is assumed to be a superposition of $r$…

Information Theory · Computer Science 2015-01-05 Yuxin Chen , Yuejie Chi

Localizing a cloud of points from noisy measurements of a subset of pairwise distances has applications in various areas, such as sensor network localization and reconstruction of protein conformations from NMR measurements. In [1], Drineas…

Information Theory · Computer Science 2019-05-01 Huan Zhang , Yulong Liu , Hong Lei

Sparse signal recovery algorithms like sparse Bayesian learning work well but the complexity quickly grows when tackling higher dimensional parametric dictionaries. In this work we propose a novel Bayesian strategy to address the two…

Signal Processing · Electrical Eng. & Systems 2021-02-18 Rohan R. Pote , Bhaskar D. Rao

Efficient learning and model compression algorithm for deep neural network (DNN) is a key workhorse behind the rise of deep learning (DL). In this work, we propose a message passing based Bayesian deep learning algorithm called EM-TDAMP to…

Machine Learning · Computer Science 2024-06-11 Wei Xu , An Liu , Yiting Zhang , Vincent Lau

In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…

Systems and Control · Computer Science 2015-08-06 Rodrigo Carvajal , Juan C. Agüero , Boris I. Godoy , Dimitrios Katselis

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

The radio environment map (REM) visually displays the spectrum information over the geographical map and plays a significant role in monitoring, management, and security of spectrum resources.In this paper, we present an efficient 3D REM…

Signal Processing · Electrical Eng. & Systems 2024-03-14 Wang Jie , Zhu Qiuming , Lin Zhipeng , Chen Junting , Ding Guoru , Wu Qihui , Gu Guochen , Gao Qianhao

This paper proposes and analyzes a gradient-type algorithm based on Burer-Monteiro factorization, called the Asymmetric Projected Gradient Descent (APGD), for reconstructing the point set configuration from partial Euclidean distance…

Machine Learning · Computer Science 2025-10-20 Yicheng Li , Xinghua Sun

We consider the problem of positioning a cloud of points in the Euclidean space $\mathbb{R}^d$, using noisy measurements of a subset of pairwise distances. This task has applications in various areas, such as sensor network localization and…

Statistics Theory · Mathematics 2012-11-22 Adel Javanmard , Andrea Montanari

The recovery of sparse generative models from few noisy measurements is an important and challenging problem. Many deterministic algorithms rely on some form of $\ell_1$-$\ell_2$ minimization to combine the computational convenience of the…

Numerical Analysis · Mathematics 2020-03-20 Daniela Calvetti , Monica Pragliola , Erkki Somersalo