Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Sharp thresholds for high-dimensional and noisy recovery of sparsity   The problem of consistently estimating the sparsity pattern of a vector
$\betastar \in \real^\mdim$ based on observations contaminated by noise arises
in various contexts, including subset selection in regression, structure
estimation in graphical models, sparse approximation, and signal denoising. We
analyze the behavior of $\ell_1$-constrained quadratic programming (QP), also
referred to as the Lasso, for recovering the sparsity pattern. Our main result
is to establish a sharp relation between the problem dimension $\mdim$, the
number $\spindex$ of non-zero elements in $\betastar$, and the number of
observations $\numobs$ that are required for reliable recovery. For a broad
class of Gaussian ensembles satisfying mutual incoherence conditions, we
establish existence and compute explicit values of thresholds $\ThreshLow$ and
$\ThreshUp$ with the following properties: for any $\epsilon > 0$, if $\numobs
> 2 (\ThreshUp + \epsilon) \log (\mdim - \spindex) + \spindex + 1$, then the
Lasso succeeds in recovering the sparsity pattern with probability converging
to one for large problems, whereas for $\numobs < 2 (\ThreshLow - \epsilon)
\log (\mdim - \spindex) + \spindex + 1$, then the probability of successful
recovery converges to zero. For the special case of the uniform Gaussian
ensemble, we show that $\ThreshLow = \ThreshUp = 1$, so that the threshold is
sharp and exactly determined.

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The categories of this paper are: nucl-th
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The categories of this paper are: quant-ph
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The categories of this paper are: eess
6
The categories of this paper are: astro-ph
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The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
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The categories of this paper are: dg-ga
3
The categories of this paper are: physics
34
The categories of this paper are: chem-ph
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The categories of this paper are: econ
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The categories of this paper are: supr-con
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The categories of this paper are: hep-th
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The categories of this paper are: cond-mat
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The categories of this paper are: hep-lat
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The categories of this paper are: mtrl-th
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The categories of this paper are: solv-int