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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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48 results for sparse support recovery

IRKSN algorithm achieves sparse recovery with wider applicability conditions.

problem Sparse recovery challenges due to NP-hard nature and restrictive conditions.
method IRKSN algorithm based on kk-support norm regularizer.
result Achieves sparse recovery with explicit constants and standard linear rate.

This letter presents a novel Block Bayesian Hypothesis Testing Algorithm (Block-BHTA) for reconstructing block sparse signals with unknown block structures. The Block-BHTA comprises the detection and recovery of the supports, and the estimation of the amplitudes of the block sparse signal. The support detection and rec…

2015-08-22abs ↗pdf ↗

Efficient algorithms for sparse parameter recovery in mixture models.

problem Support recovery of high-dimensional sparse latent vectors in mixture models.
method Efficient algorithms with logarithmic sample complexity dependence on dimensionality.
result First guarantees on support recovery for various mixture models.

This paper improves support recovery in universal one-bit compressed sensing.

problem Support recovery in one-bit compressed sensing for sparse signals.
method Proposes approximate support recovery and superset recovery algorithms with polynomial-time complexity.
result Achieves improved support recovery with fewer measurements compared to existing methods.

Study on recovering supports of multiple sparse vectors from mixed linear measurements.

problem Recovering supports of multiple sparse vectors from a mixture of linear measurements.
method Developed algorithms to identify the support of all component vectors using polynomial and quasi-polynomial number of measurements.
result Polynomial and quasi-polynomial number of measurements sufficient for recovering the supports of all component vectors.

This paper improves support recovery in universal one-bit compressed sensing with fewer measurements.

problem Support recovery in universal one-bit compressed sensing.
method Developed algorithms to recover the support of sparse signals with a small number of false positives.
result Support recovery with ildeO(k3/2) ilde{O}(k^{3/2}) measurements, improving to ildeO(k) ilde{O}(k) with known dynamic range.

The Lasso performs well in ultra-sparse linear models with finite support size.

problem Performance analysis of Lasso in ultra-sparse linear models.
method Novel application of replica method from statistical physics, rigorous analysis of average case performance.
result Average performance of Lasso assessed without scaling assumptions, offering sample complexity bounds.

In this note we compare two recently proposed semidefinite relaxations for the sparse linear regression problem by Pilanci, Wainwright and El Ghaoui (Sparse learning via boolean relaxations, 2015) and Dong, Chen and Linderoth (Relaxation vs. Regularization A conic optimization perspective of statistical variable select…

2016-03-15abs ↗pdf ↗

This paper establishes conditions for sparse signal recovery with sparse measurements.

problem Recovering the support of a sparse signal using noisy projections with sparse measurement matrices.
method Establishes sufficient conditions for successful sparse recovery using sparse measurement matrices.
result A phase transition threshold for sparse recovery in the sparse setting is discovered, revealing a trade-off between sampling complexity and measurement sparsity.

The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for such a system can exist, based on the theory of polytopes. Furthermore, we deve…

2013-03-12abs ↗pdf ↗

Distributed-OMP recovers sparse vectors with low communication costs.

problem High-dimensional sparse linear regression with limited computation and communication.
method Distributed orthogonal matching pursuit (OMP) scheme.
result Support of the regression vector can be recovered with linear communication per machine and logarithmic in dimension.

We consider the Orthogonal Least-Squares (OLS) algorithm for the recovery of a mm-dimensional kk-sparse signal from a low number of noisy linear measurements. The Exact Recovery Condition (ERC) in bounded noisy scenario is established for OLS under certain condition on nonzero elements of the signal. The new result a…

2016-08-08abs ↗pdf ↗

New insights into variable selection with different model assumptions.

problem Sparse recovery with \ell_\infty error guarantees in variable selection.
method Separation between oblivious and adaptive models of \ell_\infty sparse recovery.
result Proves a surprising contrast between oblivious and adaptive models in \ell_\infty sparse recovery.

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix XX. These may come from corrupted data, persistent experimental errors, or malicious respondents in surveys/recommender systems, etc. Such non-stochas…

2013-01-12abs ↗pdf ↗

Federated learning supports exact support recovery with minimal communication.

problem Learning the exact support of sparse linear regression in federated learning.
method One-shot communication algorithm for exact support recovery without optimization.
result Polynomial sample complexity and logarithmic number of clients required.

In this correspondence, we obtain exact recovery conditions for regularized modified basis pursuit (reg-mod-BP) and discuss when the obtained conditions are weaker than those for modified-CS or for basis pursuit (BP). The discussion is also supported by simulation comparisons. Reg-mod-BP provides a solution to the spar…

2011-08-16abs ↗pdf ↗

Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of space and run-time. Prompted by this observation, we study a convex optimization…

2016-03-21abs ↗pdf ↗

The paper provides entrywise bounds for Sparse PCA, improving upon previous results.

problem Sparse Principal Component Analysis (PCA) recovery error characterization in spectral or Frobenius norms.
method Entrywise 2,\ell_{2,\infty} bounds for Sparse PCA under general high-dimensional subgaussian design, using sparsistent algorithms.
result Improved entrywise bounds for Sparse PCA, finer characterization of estimation error.

Paper introduces ENZ to measure significant coefficients in sparse recovery, improving over classical methods.

problem Numerical noise creates long tails of negligible coefficients in sparse recovery.
method Entropy-based notion of effective sparsity (ENZ) to measure significant coefficients, proving stability under restricted isometry condition.
result ENZ decomposes into support cardinality and efficiency factor, providing a precise measure of sparsity.

New findings support a new community recovery threshold for Stochastic Block Model with many communities.

problem Recovering communities in Stochastic Block Model with more than sqrt(n) communities.
method Counting specific motifs to achieve polynomial-time community recovery above a new threshold.
result LDP fails below the new threshold, but polynomial-time recovery is possible above it.

Paper tackles sparse recovery with shuffled labels, establishing statistical and computational limits.

problem Sparse recovery with shuffled labels, focusing on permutation matrix and sparse signal reconstruction.
method Statistical and computational analysis, including minimax lower bounds and exhaustive-search based estimator.
result Established statistical and computational limits for correct recovery of permutation matrix and support set.

The thresholded feature has recently emerged as an extremely efficient, yet rough empirical approximation, of the time-consuming sparse coding inference process. Such an approximation has not yet been rigorously examined, and standard dictionaries often lead to non-optimal performance when used for computing thresholde…

2018-04-16abs ↗pdf ↗

A tuning-free method recovers jointly sparse signals in MMV using implicit regularization.

problem Recovering jointly sparse signals in MMV with minimal tuning or prior knowledge.
method Reparameterizes MMV estimation matrix into decoupled factors and applies gradient descent to a least-squares objective.
result Gradient descent dynamics exhibit a momentum-like effect, converging towards an idealized row-sparse solution.

Proposes a new method for selecting regularization parameters in sparse precision matrix estimation.

problem Selecting an appropriate regularization parameter for sparse precision matrix estimation.
method Developed a closed-form matrix-valued regularization parameter based on the sampling distribution of optimality conditions.
result The proposed method achieves comparable estimation accuracy and superior support recovery to cross-validation, with significant runtime improvements.

The paper reduces sample complexity for estimating novel task parameters with few meta-learning tasks.

problem Meta-learning sparse linear regression with limited data.
method Accessing multiple similar tasks to recover common support and reduce novel task sample complexity.
result The sample complexity for estimating the parameter of a novel task is greatly reduced to O(1) with respect to the number of tasks.

A new method for efficient causal structure learning at scale.

problem Causal structure learning is computationally challenging at scale.
method Relaxed sparsest-permutation formulation with support-level relaxation and masked zero-fill incomplete Cholesky factorization.
result The method enables scalable comparison of candidate orderings and matches the accuracy of slower baselines.

SCOPE iteratively optimizes sparsity-constrained problems without tuning hyperparameters.

problem Optimizing sparsity-constrained problems in signal processing, statistics, and machine learning.
method SCOPE (Sparsity-Constrained Optimization via sPlicing itEration) replaces gradient steps with a splicing operation guided by the objective value.
result SCOPE achieves linear convergence and superior support recovery performance.

Paper proposes a new method for exact recovery in robust tensor principal component analysis.

problem Exact recovery of low-rank and sparse components in tensors.
method Proposes a new method based on tensor-tensor product and t-SVD to solve a convex optimization problem.
result Exact recovery achieved in a deterministic fashion without randomness assumptions.

We demonstrate that the primal-dual witness proof method may be used to establish variable selection consistency and \ell_\infty-bounds for sparse regression problems, even when the loss function and/or regularizer are nonconvex. Using this method, we derive two theorems concerning support recovery and \ell_\infty-…

2014-12-17abs ↗pdf ↗

New insights into statistical and computational limits for mixed sparse linear regression.

problem Recovering two sparse signals from noisy linear measurements.
method Analysis of low-degree polynomials and a simple thresholding algorithm.
result Identification of a smooth information-computation tradeoff and order-optimality of the thresholding algorithm.

Classical signal recovery based on 1\ell_1 minimization solves the least squares problem with all available measurements via sparsity-promoting regularization. In practice, it is often the case that not all measurements are available or required for recovery. Measurements might be corrupted/missing or they arrive sequ…

2018-10-08abs ↗pdf ↗

The paper improves support recovery in high-dimensional precision matrix estimation using meta learning.

problem Support recovery in high-dimensional precision matrix estimation with reduced sample complexity.
method Pooling samples from different tasks and using an improper 1\ell_1-regularized log-determinant Bregman divergence to estimate a single precision matrix.
result The support of the improperly estimated single precision matrix is equal to the true support union with high probability.