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Free-discontinuity problems describe situations where the solution of interest is defined by a function and a lower dimensional set consisting of the discontinuities of the function. Hence, the derivative of the solution is assumed to be a…

Numerical Analysis · Mathematics 2009-04-29 Massimo Fornasier , Rachel Ward

Iterative Hard Thresholding (IHT) is a class of projected gradient descent methods for optimizing sparsity-constrained minimization models, with the best known efficiency and scalability in practice. As far as we know, the existing…

Machine Learning · Computer Science 2017-06-22 Bo Liu , Xiao-Tong Yuan , Lezi Wang , Qingshan Liu , Dimitris N. Metaxas

Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…

Machine Learning · Statistics 2015-06-05 Yiyuan She , Huanghuang Li , Jiangping Wang , Dapeng Wu

In our recent work \cite{StojnicCSetam09} we considered solving under-determined systems of linear equations with sparse solutions. In a large dimensional and statistical context we proved that if the number of equations in the system is…

Information Theory · Computer Science 2013-04-01 Mihailo Stojnic

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

In this paper we revisit under-determined linear systems of equations with sparse solutions. As is well known, these systems are among core mathematical problems of a very popular compressed sensing field. The popularity of the field as…

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

This work presents a new variation of the commonly used Least Mean Squares Algorithm (LMS) for the identification of sparse signals with an a-priori known sparsity using a hard threshold operator in every iteration. It examines some useful…

Systems and Control · Computer Science 2016-08-04 Lampros Flokas , Petros Maragos

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

The simulations indicate that the existing hard thresholding technique independent of the residual function may cause a dramatic increase or numerical oscillation of the residual. This inherit drawback of the hard thresholding renders the…

Information Theory · Computer Science 2019-09-04 Yun-Bin Zhao

Recent work by Rauhut and Ward developed a notion of weighted sparsity and a corresponding notion of Restricted Isometry Property for the space of weighted sparse signals. Using these notions, we pose a best weighted sparse approximation…

Information Theory · Computer Science 2015-01-08 Jason Jo

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

Machine Learning · Computer Science 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

In this paper we consider under-determined systems of linear equations that have sparse solutions. This subject attracted enormous amount of interest in recent years primarily due to influential works \cite{CRT,DonohoPol}. In a statistical…

Information Theory · Computer Science 2013-04-01 Mihailo Stojnic

We address the problem of recovering a sparse signal from clipped or quantized measurements. We show how these two problems can be formulated as minimizing the distance to a convex feasibility set, which provides a convex and differentiable…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley

In this paper we look at a connection between the $\ell_q,0\leq q\leq 1$, optimization and under-determined linear systems of equations with sparse solutions. The case $q=1$, or in other words $\ell_1$ optimization and its a connection with…

Information Theory · Computer Science 2013-06-19 Mihailo Stojnic

The problem of the distributed recovery of jointly sparse signals has attracted much attention recently. Let us assume that the nodes of a network observe different sparse signals with common support; starting from linear, compressed…

Optimization and Control · Mathematics 2016-11-15 Sophie M. Fosson , Javier Matamoros , Carles Anton-Haro , Enrico Magli

Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance.…

Machine Learning · Computer Science 2013-11-26 Xiao-Tong Yuan , Ping Li , Tong Zhang

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

This paper investigates a general class of problems in which a lower bounded smooth convex function incorporating $\ell_{0}$ and $\ell_{2,0}$ regularization is minimized over a box constraint. Although such problems arise frequently in…

Optimization and Control · Mathematics 2025-11-26 Yuge Ye , Qingna Li