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Finding the sparset solution of an underdetermined system of linear equations $y=Ax$ has attracted considerable attention in recent years. Among a large number of algorithms, iterative thresholding algorithms are recognized as one of the…

Information Theory · Computer Science 2013-10-16 Jinshan Zeng , Shaobo Lin , Zongben Xu

We provide another framework of iterative algorithms based on thresholding, feedback and null space tuning for sparse signal recovery arising in sparse representations and compressed sensing. Several thresholding algorithms with various…

Information Theory · Computer Science 2012-11-13 Shidong Li , Yulong Liu , Tiebin Mi

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

It is now well understood that $\ell_1$ minimization algorithm is able to recover sparse signals from incomplete measurements [2], [1], [3] and sharp recoverable sparsity thresholds have also been obtained for the $\ell_1$ minimization…

Probability · Mathematics 2009-04-07 Weiyu Xu , M. Amin Khajehnejad , Salman Avestimehr , Babak Hassibi

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

Intensively growing approach in signal processing and acquisition, the Compressive Sensing approach, allows sparse signals to be recovered from small number of randomly acquired signal coefficients. This paper analyses some of the commonly…

Signal Processing · Electrical Eng. & Systems 2018-02-21 Tamara Koljensic , Caslav Labudovic

We conducted an extensive computational experiment, lasting multiple CPU-years, to optimally select parameters for two important classes of algorithms for finding sparse solutions of underdetermined systems of linear equations. We make the…

Numerical Analysis · Computer Science 2015-05-14 Arian Maleki , David L. Donoho

Motivated by the question of optimal functional approximation via compressed sensing, we propose generalizations of the Iterative Hard Thresholding and the Compressive Sampling Matching Pursuit algorithms able to promote sparse in levels…

Information Theory · Computer Science 2021-11-01 Ben Adcock , Simone Brugiapaglia , Matthew King-Roskamp

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

We consider linear sparse recovery problems where additional structure regarding the support of the solution is known. The form of the structure considered is non-overlapping sets of indices that each contain part of the support. An…

Numerical Analysis · Mathematics 2021-10-05 Joseph S. Donato , Howard W. Levinson

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

Numerical Analysis · Mathematics 2013-01-01 I. Daubechies , M. Fornasier , I. Loris

Iterative thresholding algorithms seek to optimize a differentiable objective function over a sparsity or rank constraint by alternating between gradient steps that reduce the objective, and thresholding steps that enforce the constraint.…

Methodology · Statistics 2019-08-01 Haoyang Liu , Rina Foygel Barber

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Information Theory · Computer Science 2012-03-22 Amir Beck , Yonina C. Eldar

A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many…

Information Theory · Computer Science 2010-04-13 Jeffrey D. Blanchard , Coralia Cartis , Jared Tanner , Andrew Thompson

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…

Functional Analysis · Mathematics 2025-10-20 Ingrid Daubechies , Michel Defrise , Christine De Mol

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying
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