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