Related papers: Sparse recovery in convex hulls via entropy penali…

We consider a system of m linear equations in n variables Ax=b where A is a given m x n matrix and b is a given m-vector known to be equal to Ax' for some unknown solution x' that is integer and k-sparse: x' in {0,1}^n and exactly k entries…

This paper proposes a new interpretation of sparse penalties such as the elastic-net and the group-lasso. Beyond providing a new viewpoint on these penalization schemes, our approach results in a unified optimization strategy. Our…

The $\ell_1$ norm is the tight convex relaxation for the $\ell_0$ "norm" and has been successfully applied for recovering sparse signals. For problems with fewer samplings, one needs to enhance the sparsity by nonconvex penalties such as…

This paper concerns solving the sparse deconvolution and demixing problem using $\ell_{1,2}$-minimization. We show that under a certain structured random model, robust and stable recovery is possible. The results extend results of Ling and…

Probabilistic Coalition Structure Generation (PCSG) is NP-hard and can be recast as an $l_0$-type sparse recovery problem by representing coalition structures as sparse coefficient vectors over a coalition-incidence design. A natural…

Popular regularizers with non-differentiable penalties, such as Lasso, Elastic Net, Generalized Lasso, or SLOPE, reduce the dimension of the parameter space by inducing sparsity or clustering in the estimators' coordinates. In this paper,…

In this paper, we consider the problem of collaboratively estimating the sparsity pattern of a sparse signal with multiple measurement data in distributed networks. We assume that each node makes Compressive Sensing (CS) based measurements…

Many problems in classification involve huge numbers of irrelevant features. Model selection reveals the crucial features, reduces the dimensionality of feature space, and improves model interpretation. In the support vector machine…

We study high-dimensional estimators with the trimmed $\ell_1$ penalty, which leaves the $h$ largest parameter entries penalty-free. While optimization techniques for this nonconvex penalty have been studied, the statistical properties have…

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

We consider observations $(X,y)$ from single index models with unknown link function, Gaussian covariates and a regularized M-estimator $\hat\beta$ constructed from convex loss function and regularizer. In the regime where sample size $n$…

We study a sample complexity vs. conditioning tradeoff in modern signal recovery problems (including sparse recovery, low-rank matrix sensing, covariance estimation, and abstract phase retrieval), where convex optimization problems are…

In this paper, we aim at recovering an unknown signal x0 from noisy L1measurements y=Phi*x0+w, where Phi is an ill-conditioned or singular linear operator and w accounts for some noise. To regularize such an ill-posed inverse problem, we…

Weighted $\ell_1$-minimization has been studied as a technique for the reconstruction of a sparse signal from compressively sampled measurements when prior information about the signal, in the form of a support estimate, is available. In…

Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…

Let $F$ be a finite model of cardinality $M$ and denote by $\operatorname {conv}(F)$ its convex hull. The problem of convex aggregation is to construct a procedure having a risk as close as possible to the minimal risk over $\operatorname…

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

The idea of compressed sensing is to exploit representations in suitable (overcomplete) dictionaries that allow to recover signals far beyond the Nyquist rate provided that they admit a sparse representation in the respective dictionary.…

We consider the estimation of a sparse factor model where the factor loading matrix is assumed sparse. The estimation problem is reformulated as a penalized M-estimation criterion, while the restrictions for identifying the factor loading…

For two unlabeled graphs $G_1,G_2$ independently sub-sampled from an Erd\H{o}s-R\'enyi graph $\mathbf G(n,p)$ by keeping each edge with probability $s$, we aim to recover \emph{as many as possible} of the corresponding vertex pairs. We…