相关论文: On the sign recovery by LASSO, thresholded LASSO a…
Explanatory variables in a predictive regression typically exhibit low signal strength and various degrees of persistence. Variable selection in such a context is of great importance. In this paper, we explore the pitfalls and possibilities…
Highly coherent sensing matrices arise in discretization of continuum imaging problems such as radar and medical imaging when the grid spacing is below the Rayleigh threshold. Algorithms based on techniques of band exclusion (BE) and local…
This note develops an analysis of the Lasso \( \hat b\) in linear models without any sparsity or L1 assumption on the true regression vector, in the proportional regime where dimension \( p \) and sample \( n \) are of the same order. Under…
This article analyzes the recovery performance of two popular finite dimensional approximations of the sparse spikes deconvolution problem over Radon measures. We examine in a unified framework both the L1 regularization (often referred to…
The use of generalized LASSO is a common technique for recovery of structured high-dimensional signals. Each generalized LASSO program has a governing parameter whose optimal value depends on properties of the data. At this optimal value,…
We consider selection of random predictors for high-dimensional regression problem with binary response for a general loss function. Important special case is when the binary model is semiparametric and the response function is misspecified…
In this study, we investigate the bias and variance properties of the debiased Lasso in linear regression when the tuning parameter of the node-wise Lasso is selected to be smaller than in previous studies. We consider the case where the…
Confounding can lead to spurious associations. Typically, one must observe confounders in order to adjust for them, but in high-dimensional settings, recent research has shown that it becomes possible to adjust even for unobserved…
High-dimensional statistical settings ($p \gg n$) pose fundamental challenges for classical inference, largely due to bias introduced by regularized estimators such as the LASSO. To address this, Javanmard and Montanari (2014) propose a…
In Compressed Sensing and high dimensional estimation, signal recovery often relies on sparsity assumptions and estimation is performed via $\ell_1$-penalized least-squares optimization, a.k.a. LASSO. The $\ell_1$ penalisation is usually…
We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…
We consider the problem of recovering a $k$-sparse signal ${\mbox{$\beta$}}_0\in\mathbb{R}^p$ from noisy observations $\bf y={\bf X}\mbox{$\beta$}_0+{\bf w}\in\mathbb{R}^n$. One of the most popular approaches is the $l_1$-regularized least…
Finding sparse solutions of underdetermined linear systems commonly requires the solving of L1 regularized least squares minimization problem, which is also known as the basis pursuit denoising (BPDN). They are computationally expensive…
The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…
We consider a high dimensional linear regression problem where the goal is to efficiently recover an unknown vector $\beta^*$ from $n$ noisy linear observations $Y=X\beta^*+W \in \mathbb{R}^n$, for known $X \in \mathbb{R}^{n \times p}$ and…
We discuss two new methods of recovery of sparse signals from noisy observation based on $\ell_1$- minimization. They are closely related to the well-known techniques such as Lasso and Dantzig Selector. However, these estimators come with…
In this paper, we study the problem of compressed sensing using binary measurement matrices and $\ell_1$-norm minimization (basis pursuit) as the recovery algorithm. We derive new upper and lower bounds on the number of measurements to…
We study the problem of consistently recovering the sparsity pattern of a regression parameter vector from correlated observations governed by deterministic missing data patterns using Lasso. We consider the case in which the observed…
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…
In this paper, we consider the problem of recovering an unknown sparse signal $\xv_0 \in \mathbb{R}^n$ from noisy linear measurements $\yv = \Hm \xv_0+ \zv \in \mathbb{R}^m$. A popular approach is to solve the $\ell_1$-norm regularized…