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Related papers: Sparse Regularization with $l^q$ Penalty Term

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The goal of Sparse Convex Optimization is to optimize a convex function $f$ under a sparsity constraint $s\leq s^*\gamma$, where $s^*$ is the target number of non-zero entries in a feasible solution (sparsity) and $\gamma\geq 1$ is an…

Machine Learning · Computer Science 2020-06-26 Kyriakos Axiotis , Maxim Sviridenko

We show that the expected solution operator of prototypical linear elliptic partial differential operators with random coefficients is well approximated by a computable sparse matrix. This result is based on a random localized orthogonal…

Numerical Analysis · Mathematics 2020-03-17 Michael Feischl , Daniel Peterseim

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…

Machine Learning · Statistics 2015-03-17 Charles A. Micchelli , Jean M. Morales , Massimiliano Pontil

Sparse coding consists in representing signals as sparse linear combinations of atoms selected from a dictionary. We consider an extension of this framework where the atoms are further assumed to be embedded in a tree. This is achieved…

Machine Learning · Statistics 2011-08-18 Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski , Francis Bach

Analysis sparsity is a common prior in inverse problem or machine learning including special cases such as Total Variation regularization, Edge Lasso and Fused Lasso. We study the geometry of the solution set (a polyhedron) of the analysis…

Optimization and Control · Mathematics 2022-04-14 Xavier Dupuis , Samuel Vaiter

Underdetermined or ill-posed inverse problems require additional information for \ldd{d} sound solutions with tractable optimization algorithms. Sparsity yields consequent heuristics to that matter, with numerous applications in signal…

Optimization and Control · Mathematics 2020-11-04 Afef Cherni , Emilie Chouzenoux , Laurent Duval , Jean-Christophe Pesquet

The conditional gradient method (CGM) has been widely used for fast sparse approximation, having a low per iteration computational cost for structured sparse regularizers. We explore the sparsity acquiring properties of a generalized CGM…

Machine Learning · Computer Science 2020-02-25 Yifan Sun , Francis Bach

Sparse recovery is ubiquitous in machine learning and signal processing. Due to the NP-hard nature of sparse recovery, existing methods are known to suffer either from restrictive (or even unknown) applicability conditions, or high…

Signal Processing · Electrical Eng. & Systems 2024-03-21 William de Vazelhes , Bhaskar Mukhoty , Xiao-Tong Yuan , Bin Gu

The most widely used form of convolutional sparse coding uses an $\ell_1$ regularization term. While this approach has been successful in a variety of applications, a limitation of the $\ell_1$ penalty is that it is homogeneous across the…

Computer Vision and Pattern Recognition · Computer Science 2017-11-09 Brendt Wohlberg

Solving equilibrium problems under constraints is an important problem in optimization and optimal control. In this context an important practical challenge is the efficient incorporation of constraints. We develop a continuous-time method…

Optimization and Control · Mathematics 2024-03-21 Siqi Qu , Mathias Staudigl

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang

Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…

Optimization and Control · Mathematics 2025-05-30 Tran T. A. Nghia , Huy N. Pham , Nghia V. Vo

The solution, $x$, of the linear system of equations $A x\approx b$ arising from the discretization of an ill-posed integral equation with a square integrable kernel $H(s,t)$ is considered. The Tikhonov regularized solution $ x(\lambda)$ is…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Michael Horst , Yang Wang , Douglas Cochran , Jakob Hansen

In this paper, we apply a new kind of smoothness concept, i.e. H\"older stability estimates for the determination of convergence rates of Tikhonov regularization for linear and non-linear inverse problems in Hilbert spaces. For linear…

Numerical Analysis · Mathematics 2020-11-05 Gaurav Mittal , Ankik Kumar Giri

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter $\lambda$ multiple of the $\ell_0$ norm composed…

Optimization and Control · Mathematics 2021-11-17 Yuesheng Xu

Linear programs with quadratic regularization are attracting renewed interest due to their applications in optimal transport: unlike entropic regularization, the squared-norm penalty gives rise to sparse approximations of optimal transport…

Optimization and Control · Mathematics 2025-04-23 Alberto González-Sanz , Marcel Nutz

The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Anthony W. Helmstetter , Saeed Vatankhah

We consider solving a probably infinite dimensional operator equation, where the operator is not modeled by physical laws but is specified indirectly via training pairs of the input-output relation of the operator. Neural operators have…

Numerical Analysis · Mathematics 2026-05-06 Otmar Scherzer , Thi Lan Nhi Vu , Jikai Yan

We consider the problem of sparse estimation via a lasso-type penalized likelihood procedure in a factor analysis model. Typically, the model estimation is done under the assumption that the common factors are orthogonal (uncorrelated).…

Methodology · Statistics 2013-02-25 Kei Hirose , Michio Yamamoto