English
Related papers

Related papers: Alternating Direction Algorithms for $\ell_1$-Prob…

200 papers

We present theoretical guarantees for an alternating minimization algorithm for the dictionary learning/sparse coding problem. The dictionary learning problem is to factorize vector samples $y^{1},y^{2},\ldots, y^{n}$ into an appropriate…

Machine Learning · Statistics 2019-08-01 Niladri S. Chatterji , Peter L. Bartlett

We develop a primal dual active set with continuation algorithm for solving the \ell^0-regularized least-squares problem that frequently arises in compressed sensing. The algorithm couples the the primal dual active set method with a…

Optimization and Control · Mathematics 2014-03-04 Yuling Jiao , Bangti Jin , Xiliang Lu

We propose a novel differentiable reformulation of the linearly-constrained $\ell_1$ minimization problem, also known as the basis pursuit problem. The reformulation is inspired by the Laplacian paradigm of network theory and leads to a new…

Data Structures and Algorithms · Computer Science 2023-05-16 Vincenzo Bonifaci

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2011-11-08 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

We first propose a novel criterion that guarantees that an $s$-sparse signal is the local minimizer of the $\ell_1/\ell_2$ objective; our criterion is interpretable and useful in practice. We also give the first uniform recovery condition…

Numerical Analysis · Mathematics 2021-01-29 Yiming Xu , Akil Narayan , Hoang Tran , Clayton G. Webster

This paper presents a novel hybrid algorithm for minimizing the sum of a continuously differentiable loss function and a nonsmooth, possibly nonconvex, sparse regularization function. The proposed method alternates between solving a…

Optimization and Control · Mathematics 2025-04-01 Hao Wang , Xiangyu Yang , Yichen Zhu

We consider a convex relaxation of sparse principal component analysis proposed by d'Aspremont et al. in (d'Aspremont et al. SIAM Rev 49:434-448, 2007). This convex relaxation is a nonsmooth semidefinite programming problem in which the…

Optimization and Control · Mathematics 2011-11-30 Shiqian Ma

Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-convex and NP-hard problem. In this paper, we investigate the dual forms…

Methodology · Statistics 2022-07-06 Shaogang Ren , Guanhua Fang , Ping Li

This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…

Numerical Analysis · Mathematics 2016-08-03 Kristian Bredies , Barbara Kaltenbacher , Elena Resmerita

Convex optimization problems are common in hyperspectral unmixing. Examples include: the constrained least squares (CLS) and the fully constrained least squares (FCLS) problems, which are used to compute the fractional abundances in linear…

Optimization and Control · Mathematics 2012-05-10 José M. Bioucas-Dias , Mário A. T. Figueiredo

Methods exploiting sparsity have been popular in imaging and signal processing applications including compression, denoising, and imaging inverse problems. Data-driven approaches such as dictionary learning and transform learning enable one…

Machine Learning · Computer Science 2018-02-05 Saiprasad Ravishankar , Anna Ma , Deanna Needell

Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-smooth non-convex problem. In this paper, we investigate the dual forms of…

Machine Learning · Computer Science 2024-12-31 Shaogang Ren , Xiaoning Qian

We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

Optimization and Control · Mathematics 2014-02-11 Zhiwei Qin , Donald Goldfarb

In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

Sparsity-based models and techniques have been exploited in many signal processing and imaging applications. Data-driven methods based on dictionary and sparsifying transform learning enable learning rich image features from data, and can…

Machine Learning · Computer Science 2019-09-25 Saiprasad Ravishankar , Anna Ma , Deanna Needell

In this paper we look at a well known linear inverse problem that is one of the mathematical cornerstones of the compressed sensing field. In seminal works \cite{CRT,DOnoho06CS} $\ell_1$ optimization and its success when used for recovering…

Information Theory · Computer Science 2015-07-17 Mihailo Stojnic

We discuss a strategy of sparse approximation that is based on the use of an overcomplete basis, and evaluate its performance when a random matrix is used as this basis. A small combination of basis vectors is chosen from a given…

Information Theory · Computer Science 2016-06-29 Yoshinori Nakanishi-Ohno , Tomoyuki Obuchi , Masato Okada , Yoshiyuki Kabashima

The theory behind compressive sampling pre-supposes that a given sequence of observations may be exactly represented by a linear combination of a small number of basis vectors. In practice, however, even small deviations from an exact…

Optimization and Control · Mathematics 2014-06-30 Jonathan M. Nichols , Albert K. Oh , Rebecca M. Willett

This paper is devoted to minimizing the sum of a smooth function and a nonsmooth $\ell_1$-regularized term. This problem as a special cases includes the $\ell_1$-regularized convex minimization problem in signal processing, compressive…

Optimization and Control · Mathematics 2017-10-23 Yunhai Xiao , Soon-Yi Wu , Liqun Qi

In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model…

Information Theory · Computer Science 2013-02-12 Henrik Ohlsson , Allen Y. Yang , Roy Dong , Michel Verhaegen , S. Shankar Sastry