相关论文: Testing Sparsity over Known and Unknown Bases

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

High-dimensional feature vectors are likely to contain sets of measurements that are approximate replicates of one another. In complex applications, or automated data collection, these feature sets are not known a priori, and need to be…

Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world…

The growing environmental footprint of artificial intelligence (AI), especially in terms of storage and computation, calls for more frugal and interpretable models. Sparse models (e.g., linear, neural networks) offer a promising solution by…

In high-dimensions, many variable selection methods, such as the lasso, are often limited by excessive variability and rank deficiency of the sample covariance matrix. Covariance sparsity is a natural phenomenon in high-dimensional…

Learning-based low rank approximation algorithms can significantly improve the performance of randomized low rank approximation with sketch matrix. With the learned value and fixed non-zero positions for sketch matrices from learning-based…

The relative-error property testing model was introduced in [CDHLNSY24] to facilitate the study of property testing for "sparse" Boolean-valued functions, i.e. ones for which only a small fraction of all input assignments satisfy the…

We show, using three empirical applications, that linear regression estimates predicated on the assumption of sparsity are fragile in two ways. First, we document that different choices of the regressor matrix which do not impact ordinary…

We provide efficient algorithms for the problem of distribution learning from high-dimensional Gaussian data where in each sample, some of the variable values are missing. We suppose that the variables are missing not at random (MNAR). The…

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse…

A sparse random block matrix model suggested by the Hessian matrix used in the study of elastic vibrational modes of amorphous solids is presented and analyzed. By evaluating some moments, benchmarked against numerics, differences in the…

Several convex formulation methods have been proposed previously for statistical estimation with structured sparsity as the prior. These methods often require a carefully tuned regularization parameter, often a cumbersome or heuristic…

Sensor selection is an important design problem in large-scale sensor networks. Sensor selection can be interpreted as the problem of selecting the best subset of sensors that guarantees a certain estimation performance. We focus on…

The estimation of a sparse vector in the linear model is a fundamental problem in signal processing, statistics, and compressive sensing. This paper establishes a lower bound on the mean-squared error, which holds regardless of the…

Property testers are fast, randomized "election polling"-type algorithms that determine if an input (e.g., graph or hypergraph) has a certain property or is $\varepsilon$-far from the property. In the dense graph model of property testing,…

We propose a novel sparsity model for distributed compressed sensing in the multiple measurement vectors (MMV) setting. Our model extends the concept of row-sparsity to allow more general types of structured sparsity arising in a variety of…

We propose a nonparametric factorization approach for sparsely observed tensors. The sparsity does not mean zero-valued entries are massive or dominated. Rather, it implies the observed entries are very few, and even fewer with the growth…

A polynomial matrix inequality is a formula asserting that a polynomial matrix is positive semidefinite. Polynomial matrix optimization concerns minimizing the smallest eigenvalue of a symmetric polynomial matrix subject to a tuple of…

We use numerical simulations of ray tracing through N-body simulations to investigate weak lensing by large-scale structure. These are needed for testing the analytic predictions of two-point correlators, to set error estimates on them and…