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We present a comprehensive analysis of an algorithm for evaluating high-dimensional polynomials that are invariant under permutations and rotations. The key bottleneck is the contraction of a high-dimensional symmetric and sparse tensor…

Numerical Analysis · Mathematics 2022-02-10 Illia Kaliuzhnyi , Christoph Ortner

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

Efficient algorithms for the sparse solution of under-determined linear systems $Ax = b$ are known for matrices $A$ satisfying suitable assumptions like the restricted isometry property (RIP). Without such assumptions little is known and…

Machine Learning · Computer Science 2021-01-22 G. Welper

We study the robust mean estimation problem in high dimensions, where $\alpha <0.5$ fraction of the data points can be arbitrarily corrupted. Motivated by compressive sensing, we formulate the robust mean estimation problem as the…

Machine Learning · Statistics 2020-08-24 Jing Liu , Aditya Deshmukh , Venugopal V. Veeravalli

We present a second order algorithm, based on orthantwise directions, for solving optimization problems involving the sparsity enhancing $\ell_1$-norm. The main idea of our method consists in modifying the descent orthantwise directions by…

Optimization and Control · Mathematics 2016-07-05 J. C. De los Reyes , E. Loayza , P. Merino

The recovery of approximately sparse or compressible coefficients in a Polynomial Chaos Expansion is a common goal in modern parametric uncertainty quantification (UQ). However, relatively little effort in UQ has been directed toward…

Numerical Analysis · Mathematics 2021-05-04 Ben Adcock , Anyi Bao , John D. Jakeman , Akil Narayan

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

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…

Information Theory · Computer Science 2015-05-30 Zai Yang , Cishen Zhang , Jun Deng , Wenmiao Lu

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

We introduce and analyze a framework for function interpolation using compressed sensing. This framework - which is based on weighted $\ell^1$ minimization - does not require a priori bounds on the expansion tail in either its…

Numerical Analysis · Mathematics 2017-01-24 Ben Adcock

In this paper we extend results taken from compressed sensing to recover Hilbert-space valued vectors. This is an important problem in parametric function approximation in particular when the number of parameters is high. By expanding our…

Numerical Analysis · Mathematics 2020-06-09 Jean-Luc Bouchot

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

In this paper, we propose and study the use of alternating direction algorithms for several $\ell_1$-norm minimization problems arising from sparse solution recovery in compressive sensing, including the basis pursuit problem, the…

Optimization and Control · Mathematics 2009-12-08 Junfeng Yang , Yin Zhang

In this work, we consider the problem of recovering analysis-sparse signals from under-sampled measurements when some prior information about the support is available. We incorporate such information in the recovery stage by suitably tuning…

Information Theory · Computer Science 2019-01-30 Sajad Daei , Farzan Haddadi , Arash Amini

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

Sparse logistic regression, as an effective tool of classification, has been developed tremendously in recent two decades, from its origination the $\ell_1$-regularized version to the sparsity constrained models. This paper is carried out…

Optimization and Control · Mathematics 2021-11-23 Rui Wang , Naihua Xiu , Shenglong Zhou

Based on the powerful tool of variational inequalities, in recent papers convergence rates results on $\ell^1$-regularization for ill-posed inverse problems have been formulated in infinite dimensional spaces under the condition that the…

Functional Analysis · Mathematics 2015-05-18 Jens Flemming , Bernd Hofmann , Ivan Veselic

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…

Statistics Theory · Mathematics 2019-05-14 Jihun Yun , Peng Zheng , Eunho Yang , Aurelie Lozano , Aleksandr Aravkin

Despite many applications, dimensionality reduction in the $\ell_1$-norm is much less understood than in the Euclidean norm. We give two new oblivious dimensionality reduction techniques for the $\ell_1$-norm which improve exponentially…

Data Structures and Algorithms · Computer Science 2021-08-09 Yi Li , David P. Woodruff , Taisuke Yasuda

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell
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