相关论文: Sparse linear regression -- CLuP achieves the idea…

In \cite{Stojnicclupint19,Stojnicclupcmpl19,Stojnicclupplt19} we introduced CLuP, a \bl{\textbf{Random Duality Theory (RDT)}} based algorithmic mechanism that can be used for solving hard optimization problems. Due to their introductory…

Based on our \bl{\textbf{Random Duality Theory (RDT)}}, in a sequence of our recent papers \cite{Stojnicclupint19,Stojnicclupcmpl19,Stojnicclupplt19}, we introduced a powerful algorithmic mechanism (called \bl{\textbf{CLuP}}) that can be…

In our companion paper \cite{Stojnicclupint19} we introduced a powerful mechanism that we referred to as the Controlled Loosening-up (CLuP) for handling MIMO ML-detection problems. It turned out that the algorithm has many remarkable…

The Controlled Loosening-up (CLuP) mechanism that we recently introduced in \cite{Stojnicclupint19} is a generic concept that can be utilized to solve a large class of problems in polynomial time. Since it relies in its core on an iterative…

In this paper we attack one of the most fundamental signal processing/informaton theory problems, widely known as the MIMO ML-detection. We introduce a powerful Random Duality Theory (RDT) mechanism that we refer to as the Controlled…

Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…

We study the theoretical limits of the $\ell_0$ (quasi) norm based optimization algorithms when employed for solving classical compressed sensing or sparse regression problems. Considering standard contexts with deterministic signals and…

Mixture of autoregressions (MoAR) models provide a model-based approach to the clustering of time series data. The maximum likelihood (ML) estimation of MoAR models requires the evaluation of products of large numbers of densities of normal…

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

In this paper we revisit random linear under-determined systems with sparse solutions. We consider $\ell_1$ optimization heuristic known to work very well when used to solve these systems. A collection of fundamental results that relate to…

For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized…

Machine learning (ML) has emerged as a powerful tool for tackling complex regression and classification tasks, yet its success often hinges on the quality of training data. This study introduces an ML paradigm inspired by domain knowledge…

Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…

The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific…

The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression…

We introduce a recursive algorithm of conveniently general form for estimating the coefficient of a moving average model of order one and obtain convergence results for both correct and misspecified MA(1) models. The algorithm encompasses…

Mixed linear regression (MLR) has attracted increasing attention because of its great theoretical and practical importance in capturing nonlinear relationships by utilizing a mixture of linear regression sub-models. Although considerable…

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…

Sparse logistic regression, as an effective tool of classification, has been developed tremendously in recent two decades, from its origination the $\ell_1$-regularized version to the sparsity constrained models. This paper is carried out…

Linear mixed models (LMMs), which incorporate fixed and random effects, are key tools for analyzing heterogeneous data, such as in personalized medicine. Nowadays, this type of data is increasingly wide, sometimes containing thousands of…