activity
20102023
most citedJoint Optimization and Variable Selection of High-dimensional Gaussian Processes

30 citations · 63 across the 9 of their papers we have counts for

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6 papers · 1 filter

math.ST2017

Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals

Rui M. Castro, Ervin Tánczos

In this paper we investigate the problem of detecting dynamically evolving signals. We model the signal as an dimensional vector that is either zero or has non-zero compone…

math.ST2014

Adaptive Compressed Sensing for Support Recovery of Structured Sparse Sets

Rui M. Castro, Ervin Tánczos

This paper investigates the problem of recovering the support of structured signals via adaptive compressive sensing. We examine several classes of structured support sets, and cha…

math.ST2013★ 8 cited

Adaptive Sensing for Estimation of Structured Sparse Signals

Ervin Tánczos, Rui M. Castro

In many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential…

math.ST2013★ 1 cited

Detection of Correlations with Adaptive Sensing

Rui M. Castro, Gabor Lugosi, Pierre-André Savalle

The problem of detecting correlations from samples of a high-dimensional Gaussian vector has recently received a lot of attention. In most existing work, detection procedures are p…

math.ST2012★ 13 cited

Adaptive sensing performance lower bounds for sparse signal detection and support estimation

Rui M. Castro

This paper gives a precise characterization of the fundamental limits of adaptive sensing for diverse estimation and testing problems concerning sparse signals. We consider in part…

math.ST2010★ 5 cited

Distilled Sensing: Adaptive Sampling for Sparse Detection and Estimation

Jarvis Haupt, Rui Castro, Robert Nowak

Adaptive sampling results in dramatic improvements in the recovery of sparse signals in white Gaussian noise. A sequential adaptive sampling-and-refinement procedure called Distill…