57 research outputs found
Learning Model-Based Sparsity via Projected Gradient Descent
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 exercise. Furthermore, the estimate that these methods produce might
not belong to the desired sparsity model, albeit accurately approximating the
true parameter. Therefore, greedy-type algorithms could often be more desirable
in estimating structured-sparse parameters. So far, these greedy methods have
mostly focused on linear statistical models. In this paper we study the
projected gradient descent with non-convex structured-sparse parameter model as
the constraint set. Should the cost function have a Stable Model-Restricted
Hessian the algorithm produces an approximation for the desired minimizer. As
an example we elaborate on application of the main results to estimation in
Generalized Linear Model
Reliable recovery of hierarchically sparse signals for Gaussian and Kronecker product measurements
We propose and analyze a solution to the problem of recovering a block sparse
signal with sparse blocks from linear measurements. Such problems naturally
emerge inter alia in the context of mobile communication, in order to meet the
scalability and low complexity requirements of massive antenna systems and
massive machine-type communication. We introduce a new variant of the Hard
Thresholding Pursuit (HTP) algorithm referred to as HiHTP. We provide both a
proof of convergence and a recovery guarantee for noisy Gaussian measurements
that exhibit an improved asymptotic scaling in terms of the sampling complexity
in comparison with the usual HTP algorithm. Furthermore, hierarchically sparse
signals and Kronecker product structured measurements naturally arise together
in a variety of applications. We establish the efficient reconstruction of
hierarchically sparse signals from Kronecker product measurements using the
HiHTP algorithm. Additionally, we provide analytical results that connect our
recovery conditions to generalized coherence measures. Again, our recovery
results exhibit substantial improvement in the asymptotic sampling complexity
scaling over the standard setting. Finally, we validate in numerical
experiments that for hierarchically sparse signals, HiHTP performs
significantly better compared to HTP.Comment: 11+4 pages, 5 figures. V3: Incomplete funding information corrected
and minor typos corrected. V4: Change of title and additional author Axel
Flinth. Included new results on Kronecker product measurements and relations
of HiRIP to hierarchical coherence measures. Improved presentation of general
hierarchically sparse signals and correction of minor typo
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