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Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

数值分析 · 数学 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…

信息论 · 计算机科学 2014-08-27 Peter Jung , Philipp Walk

We study the use of very sparse random projections for compressed sensing (sparse signal recovery) when the signal entries can be either positive or negative. In our setting, the entries of a Gaussian design matrix are randomly sparsified…

统计方法学 · 统计学 2014-08-12 Ping Li , Cun-Hui Zhang

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

机器学习 · 计算机科学 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

信息论 · 计算机科学 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

We consider the problem of robustly testing the norm of a high-dimensional sparse signal vector under two different observation models. In the first model, we are given $n$ i.i.d. samples from the distribution…

信息论 · 计算机科学 2022-11-08 Anand Jerry George , Clément L. Canonne

In compressive sensing, sparse signals are recovered from underdetermined noisy linear observations. One of the interesting problems which attracted a lot of attention in recent times is the support recovery or sparsity pattern recovery…

信息论 · 计算机科学 2010-04-26 Subhojit Som , Lee C Potter

We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

统计理论 · 数学 2016-11-17 D. Motamedvaziri , M. H. Rohban , V. Saligrama

This paper investigates the problem of signal estimation from undersampled noisy sub-Gaussian measurements under the assumption of a cosparse model. Based on generalized notions of sparsity, we derive novel recovery guarantees for the…

信息论 · 计算机科学 2021-02-23 Martin Genzel , Gitta Kutyniok , Maximilian März

We propose computationally efficient encoders and decoders for lossy compression using a Sparse Regression Code. The codebook is defined by a design matrix and codewords are structured linear combinations of columns of this matrix. The…

信息论 · 计算机科学 2014-05-20 Ramji Venkataramanan , Tuhin Sarkar , Sekhar Tatikonda

We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…

机器学习 · 计算机科学 2018-06-04 Ilias Diakonikolas , Weihao Kong , Alistair Stewart

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

机器学习 · 计算机科学 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix $X \in \mathbb{R}^{N \times d}$ and measurements or labels ${y} \in \mathbb{R}^N$ where ${y} = {X}…

机器学习 · 计算机科学 2025-11-11 Gautam Chandrasekaran , Raghu Meka , Konstantinos Stavropoulos

Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…

信息论 · 计算机科学 2015-07-03 Yipeng Liu

Sparse linear regression (SLR) is a well-studied problem in statistics where one is given a design matrix $X\in\mathbb{R}^{m\times n}$ and a response vector $y=X\theta^*+w$ for a $k$-sparse vector $\theta^*$ (that is, $\|\theta^*\|_0\leq…

机器学习 · 计算机科学 2025-02-06 Aparna Gupte , Neekon Vafa , Vinod Vaikuntanathan

The goal of compressed sensing is to learn a structured signal $x$ from a limited number of noisy linear measurements $y \approx Ax$. In traditional compressed sensing, "structure" is represented by sparsity in some known basis. Inspired by…

数据结构与算法 · 计算机科学 2019-12-09 Akshay Kamath , Sushrut Karmalkar , Eric Price

Discovering the partial differential equations underlying spatio-temporal datasets from very limited and highly noisy observations is of paramount interest in many scientific fields. However, it remains an open question to know when model…

机器学习 · 统计学 2021-10-06 Georges Tod , Gert-Jan Both , Remy Kusters

Many theoretical results for the lasso require the samples to be iid. Recent work has provided guarantees for the lasso assuming that the time series is generated by a sparse Vector Auto-Regressive (VAR) model with Gaussian innovations.…

统计理论 · 数学 2019-03-22 Kam Chung Wong , Zifan Li , Ambuj Tewari

Large-scale regression problems where both the number of variables, $p$, and the number of observations, $n$, may be large and in the order of millions or more, are becoming increasingly more common. Typically the data are sparse: only a…

统计理论 · 数学 2018-02-27 Rajen D. Shah , Nicolai Meinshausen

One of the key challenges in sensor networks is the extraction of information by fusing data from a multitude of distinct, but possibly unreliable sensors. Recovering information from the maximum number of dependable sensors while…

机器学习 · 统计学 2015-05-20 Vassilis Kekatos , Georgios B. Giannakis