相关论文: Restricted Eigenvalue from Stable Rank with Applic…

The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

We add a set of convex constraints to the lasso to produce sparse interaction models that honor the hierarchy restriction that an interaction only be included in a model if one or both variables are marginally important. We give a precise…

Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, including $\ell_1$ and nuclear norm minimization as well as…

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

We investigate the high-dimensional regression problem using adjacency matrices of unbalanced expander graphs. In this frame, we prove that the $\ell_{2}$-prediction error and the $\ell_{1}$-risk of the lasso and the Dantzig selector are…

The lasso has become an important practical tool for high dimensional regression as well as the object of intense theoretical investigation. But despite the availability of efficient algorithms, the lasso remains computationally demanding…

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Reduced-rank regression estimates regression coefficients by imposing a low-rank constraint on the matrix of regression coefficients, thereby accounting for correlations among response variables. To further improve predictive accuracy and…

We derive expressions for the finite-sample distribution of the Lasso estimator in the context of a linear regression model in low as well as in high dimensions by exploiting the structure of the optimization problem defining the estimator.…

We study statistical restricted isometry, a property closely related to sparse signal recovery, of deterministic sensing matrices of size $m \times N$. A matrix is said to have a statistical restricted isometry property (StRIP) of order $k$…

The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…

This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…

In the context of sparse recovery, it is known that most of existing regularizers such as $\ell_1$ suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class…

Oracle inequalities and variable selection properties for the Lasso in linear models have been established under a variety of different assumptions on the design matrix. We show in this paper how the different conditions and concepts relate…

In additive models with many nonparametric components, a number of regularized estimators have been proposed and proven to attain various error bounds under different combinations of sparsity and fixed smoothness conditions. Some of these…

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…

An important consideration for variable selection in interaction models is to design an appropriate penalty that respects hierarchy of the importance of the variables. A common theme is to include an interaction term only after the…

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

The Restricted Isometry Property (RIP) is a fundamental property of a matrix enabling sparse recovery. Informally, an m x n matrix satisfies RIP of order k in the l_p norm if ||Ax||_p \approx ||x||_p for any vector x that is k-sparse, i.e.,…