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Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

机器学习 · 统计学 2012-06-22 Tingni Sun , Cun-Hui Zhang

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

机器学习 · 计算机科学 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

The constrained $\ell_p^p/\ell_q^p$ ratio model is scale invariant and is therefore attractive for sparse signal recovery. However, its nonconvex, nonsmooth, and fractional structure makes a unified theoretical and algorithmic analysis…

最优化与控制 · 数学 2026-05-26 Lang Yu , Nan-jing Huang

Recent results in compressed sensing show that, under certain conditions, the sparsest solution to an underdetermined set of linear equations can be recovered by solving a linear program. These results either rely on computing sparse…

最优化与控制 · 数学 2010-11-02 Alexandre d'Aspremont , Laurent El Ghaoui

We have developed an approximate signal recovery algorithm with low computational cost for compressed sensing on the basis of randomly constructed sparse measurement matrices. The law of large numbers and the central limit theorem suggest…

信息论 · 计算机科学 2011-02-21 Yoshiyuki Kabashima , Tadashi Wadayama

We consider the data-driven discovery of governing equations from time-series data in the limit of high noise. The algorithms developed describe an extensive toolkit of methods for circumventing the deleterious effects of noise in the…

机器学习 · 计算机科学 2022-01-03 Charles B. Delahunt , J. Nathan Kutz

We investigate conditions for the unique recoverability of sparse integer-valued signals from a small number of linear measurements. Both the objective of minimizing the number of nonzero components, the so-called $\ell_0$-norm, as well as…

信息论 · 计算机科学 2019-09-18 Jan-Hendrik Lange , Marc E. Pfetsch , Bianca M. Seib , Andreas M. Tillmann

A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many…

信息论 · 计算机科学 2010-04-13 Jeffrey D. Blanchard , Coralia Cartis , Jared Tanner , Andrew Thompson

We consider the problem of exact recovery of a $k$-sparse binary vector from generalized linear measurements (such as logistic regression). We analyze the linear estimation algorithm (Plan, Vershynin, Yudovina, 2017), and also show…

机器学习 · 统计学 2025-02-25 Arya Mazumdar , Neha Sangwan

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

信息论 · 计算机科学 2011-08-17 Ulaş Ayaz , Holger Rauhut

In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design matrix with additive Gaussian noise. We precisely analyze the…

In this paper, we consider the mixture of sparse linear regressions model. Let ${\beta}^{(1)},\ldots,{\beta}^{(L)}\in\mathbb{C}^n$ be $ L $ unknown sparse parameter vectors with a total of $ K $ non-zero coefficients. Noisy linear…

信息论 · 计算机科学 2018-08-03 Dong Yin , Ramtin Pedarsani , Yudong Chen , Kannan Ramchandran

In this paper, the joint support recovery of several sparse signals whose supports present similarities is examined. Each sparse signal is acquired using the same noisy linear measurement process, which returns fewer observations than the…

信息论 · 计算机科学 2017-02-20 Jean-François Determe , Jérôme Louveaux , Laurent Jacques , François Horlin

We consider the problem of estimating the support of a vector $\beta^* \in \mathbb{R}^{p}$ based on observations contaminated by noise. A significant body of work has studied behavior of $\ell_1$-relaxations when applied to measurement…

机器学习 · 统计学 2008-05-21 Dapo Omidiran , Martin J. Wainwright

We propose sparse regression as an alternative to neural networks for the discovery of parsimonious constitutive models (CMs) from oscillatory shear experiments. Symmetry and frame-invariance are strictly imposed by using tensor basis…

软凝聚态物质 · 物理学 2024-08-21 Sachin Shanbhag , Gordon Erlebacher

In this paper we consider random linear under-determined systems with block-sparse solutions. A standard subvariant of such systems, namely, precisely the same type of systems without additional block structuring requirement, gained a lot…

最优化与控制 · 数学 2016-12-21 Mihailo Stojnic

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

泛函分析 · 数学 2016-05-25 Axel Flinth

We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

统计理论 · 数学 2016-11-17 D. Motamedvaziri , M. H. Rohban , V. Saligrama

In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods,…

机器学习 · 统计学 2017-11-22 Eugene Ndiaye , Olivier Fercoq , Alexandre Gramfort , Vincent Leclère , Joseph Salmon

An algorithmic framework, based on the difference of convex functions algorithm (DCA), is proposed for minimizing a class of concave sparse metrics for compressed sensing problems. The resulting algorithm iterates a sequence of $\ell_1$…

信息论 · 计算机科学 2016-11-02 Penghang Yin , Jack Xin