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The problem of identifying sparse solutions for the link structure and dynamics of an unknown linear, time-invariant network is posed as finding sparse solutions x to Ax=b. If the sensing matrix A satisfies a rank condition, this problem…

Dynamical Systems · Mathematics 2014-11-18 David Hayden , Young Hwan Chang , Jorge Goncalves , Claire Tomlin

Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…

Optimization and Control · Mathematics 2021-06-08 Sebatian Ament , Carla Gomes

Pre-trained large models attract widespread attention in recent years, but they face challenges in applications that require high interpretability or have limited resources, such as physical sensing, medical imaging, and bioinformatics.…

Machine Learning · Computer Science 2025-01-24 Chaoqing Tang , Huanze Zhuang , Guiyun Tian , Zhenli Zeng , Yi Ding , Wenzhong Liu , Xiang Bai

Advances in compressive sensing provided reconstruction algorithms of sparse signals from linear measurements with optimal sample complexity, but natural extensions of this methodology to nonlinear inverse problems have been met with…

Information Theory · Computer Science 2020-08-25 Paul Hand , Oscar Leong , Vladislav Voroninski

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

Sparse principal component analysis (PCA) involves nonconvex optimization for which the global solution is hard to obtain. To address this issue, one popular approach is convex relaxation. However, such an approach may produce suboptimal…

Machine Learning · Statistics 2014-08-25 Zhaoran Wang , Huanran Lu , Han Liu

We consider the problem of compressed sensing and of (real-valued) phase retrieval with random measurement matrix. We derive sharp asymptotics for the information-theoretically optimal performance and for the best known polynomial algorithm…

Statistics Theory · Mathematics 2020-09-04 Benjamin Aubin , Bruno Loureiro , Antoine Baker , Florent Krzakala , Lenka Zdeborová

Various iterative reconstruction algorithms for inverse problems can be unfolded as neural networks. Empirically, this approach has often led to improved results, but theoretical guarantees are still scarce. While some progress on…

Statistics Theory · Mathematics 2021-08-16 Arash Behboodi , Holger Rauhut , Ekkehard Schnoor

We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

Optimization and Control · Mathematics 2019-06-12 Danylo Malyuta , Behcet Acikmese

One of the key challenges in sensor networks is the extraction of information by fusing data from a multitude of distinct, but possibly unreliable sensors. Recovering information from the maximum number of dependable sensors while…

Machine Learning · Statistics 2015-05-20 Vassilis Kekatos , Georgios B. Giannakis

We present a new recovery analysis for a standard compressed sensing algorithm, Iterative Hard Thresholding (IHT) (Blumensath and Davies, 2008), which considers the fixed points of the algorithm. In the context of arbitrary measurement…

Numerical Analysis · Mathematics 2014-11-10 Coralia Cartis , Andrew Thompson

We study sparse solutions of optimal control problems governed by PDEs with uncertain coefficients. We propose two formulations, one where the solution is a deterministic control optimizing the mean objective, and a formulation aiming at…

Numerical Analysis · Mathematics 2018-11-20 Chen Li , Georg Stadler

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

Iterative shrinkage/thresholding algorithm (ISTA) is a well-studied method for finding sparse solutions to ill-posed inverse problems. In this letter, we present a data-driven scheme for learning optimal thresholding functions for ISTA. The…

Machine Learning · Computer Science 2016-05-04 Ulugbek S. Kamilov , Hassan Mansour

Deep neural networks (DNNs) frequently contain far more weights, represented at a higher precision, than are required for the specific task which they are trained to perform. Consequently, they can often be compressed using techniques such…

Machine Learning · Computer Science 2020-12-03 Vinu Joseph , Saurav Muralidharan , Animesh Garg , Michael Garland , Ganesh Gopalakrishnan

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

Optimization and Control · Mathematics 2019-12-30 Thomas Zhang

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…

Signal Processing · Electrical Eng. & Systems 2024-04-18 Geethu Joseph

Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples.…

Numerical Analysis · Mathematics 2014-04-29 D. Needell , J. A. Tropp
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