相关论文: Data-driven Vector-measurement-sensor Selection ba…

The tuning parameter selection strategy for penalized estimation is crucial to identify a model that is both interpretable and predictive. However, popular strategies (e.g., minimizing average squared prediction error via cross-validation)…

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…

We address the problem of modulating a parameter onto a power-limited signal, transmitted over a discrete-time Gaussian channel and estimating this parameter at the receiver. Continuing an earlier work, where the optimal trade-off between…

This paper presents a novel information value function that can be used in online sensor planning to monitor a spatial phenomenon in which the spatial phenomenon is modeled by nonparametric Gaussian processes. The information value function…

In this paper, we consider a least-squares (LS)-based distributed algorithm build on a sensor network to estimate an unknown parameter vector of a dynamical system, where each sensor in the network has partial information only but is…

In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions,…

In this paper we consider the problem of sparse signal recovery in Multiple Measurement Vectors (MMVs) case. Recently, ample researches have been conducted to solve this problem and diverse methods are proposed, one of which is deep neural…

The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…

We propose a greedy algorithm to select $N$ important features among $P$ input features for a non-linear prediction problem. The features are selected one by one sequentially, in an iterative loss minimization procedure. We use neural…

We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution. We formulate this as a covariance-regularized maximum…

The main focus of this article is to provide a mathematical study of the algorithm proposed in \cite{boyaval2010variance} where the authors proposed a variance reduction technique for the computation of parameter-dependent expectations…

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

We present a greedy algorithm for computing selected eigenpairs of a large sparse matrix $H$ that can exploit localization features of the eigenvector. When the eigenvector to be computed is localized, meaning only a small number of its…

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…

Sign truncated matching pursuit (STrMP) algorithm is presented in this paper. STrMP is a new greedy algorithm for the recovery of sparse signals from the sign measurement, which combines the principle of consistent reconstruction with…

Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, the primary focus of the literature has been…

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Several sparsity-constrained algorithms such as Orthogonal Matching Pursuit or the Frank-Wolfe algorithm with sparsity constraints work by iteratively selecting a novel atom to add to the current non-zero set of variables. This selection…

The Gridding algorithm has shown great utility for reconstructing images from non-uniformly spaced samples in the Fourier domain in several imaging modalities. Due to the non-uniform spacing, some correction for the variable density of the…

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…