Noisy and Missing Data Regression: Distribution-Oblivious Support Recovery
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Summary
This paper develops a simple variant of orthogonal matching pursuit (OMP) for sparse regression, and shows that without knowledge of the noise covariance, the algorithm recovers the support, and provides matching lower bounds that show that the algorithm performs at the minimax optimal rate.
- Type
- article
- Published
- 2013-06-16
- Cited by
- 56
- References
- 18
- OpenAlex
- https://openalex.org/W100695655
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:10349478
Keywords
Noise (video), Minimax, Covariance, Computer science, Matching pursuit
References
- Corrupted and missing predictors: Minimax bounds for high-dimensional linear regression
- Missing values: sparse inverse covariance estimation and an extension to sparse regression
- Sparse recovery under matrix uncertainty
- Stable recovery of sparse overcomplete representations in the presence of noise
- High-dimensional regression with noisy and missing data: Provable guarantees with non-convexity
- On Learning Discrete Graphical Models using Greedy Methods
- On the Impossibility of Uniform Sparse Reconstruction using Greedy Methods
- Greed is good: algorithmic results for sparse approximation
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- Analysis of Orthogonal Matching Pursuit Using the Restricted Isometry Property
- Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
- Model selection: Two fundamental measures of coherence and their algorithmic significance
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over q -Balls
- Greedy Algorithms for Structurally Constrained High Dimensional Problems
- Measurement error in nonlinear models: a modern perspective
- Festschrift for Lucien Le Cam
- Improved Matrix Uncertainty Selector
- Assouad, Fano, and Le Cam
Cited by
- Robust Sparse Regression under Adversarial Corruption
- Measurement error in Lasso: impact and likelihood bias correction
- Robust High Dimensional Sparse Regression and Matching Pursuit
- Learning with high-dimensional noisy data
- Streaming Sparse Principal Component Analysis
- Linear and conic programming estimators in high dimensional errors‐in‐variables models
- Distributed Robust Learning
- Sparse Recovery with Linear and Nonlinear Observations: Dependent and Noisy Data
- Sparse signal processing with linear and non-linear observations: A unified shannon theoretic approach
- Robust Inverse Covariance Estimation under Noisy Measurements
- High dimensional errors-in-variables models with dependent measurements
- Information-Theoretic Characterization of Sparse Recovery
- Universal Linear Fit Identification: A Method Independent of Data, Outliers and Noise Distribution Model and Free of Missing or Removed Data Imputation
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
- Robust Elastic Net Regression
- High Dimensional Structured Estimation with Noisy Designs
- Abundant Inverse Regression using Sufficient Reduction and its Applications
- Low dimensional subspace finding via size-reducing dictionary learning
- Errors-in-variables models with dependent measurements
- Outlier Robust Online Learning
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