Related papers: Gradient-based methods for sparse recovery

Iterative phase retrieval algorithms typically employ projections onto constraint subspaces to recover the unknown phases in the Fourier transform of an image, or, in the case of x-ray crystallography, the electron density of a molecule.…

This work addresses the recovery and demixing problem of signals that are sparse in some general dictionary. Involved applications include source separation, image inpainting, super-resolution, and restoration of signals corrupted by…

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

In this paper, we study high-dimensional sparse Quadratic Discriminant Analysis (QDA) and aim to establish the optimal convergence rates for the classification error. Minimax lower bounds are established to demonstrate the necessity of…

Sparse Principal Component Analysis (SPCA) is a fundamental technique for dimensionality reduction, and is NP-hard. In this paper, we introduce a randomized approximation algorithm for SPCA, which is based on the basic SDP relaxation. Our…

In sparse recovery, the unique sparsest solution to an under-determined system of linear equations is of main interest. This scheme is commonly proposed to be applied to signal acquisition. In most cases, the signals are not sparse…

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional constraints are considered. It is shown that the methods are…

We consider the problem of minimizing a sum of $n$ functions over a convex parameter set $\mathcal{C} \subset \mathbb{R}^p$ where $n\gg p\gg 1$. In this regime, algorithms which utilize sub-sampling techniques are known to be effective. In…

Sparse recovery is widely applied in many fields, since many signals or vectors can be sparsely represented under some frames or dictionaries. Most of fast algorithms at present are based on solving $l^0$ or $l^1$ minimization problems and…

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…

We investigate the Randomized Stochastic Accelerated Gradient (RSAG) method, utilizing either constant or adaptive step sizes, for stochastic optimization problems with generalized smooth objective functions. Under relaxed affine variance…

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

We present the experimental reconstruction of sub-wavelength features from the far-field intensity of sparse optical objects: sparsity-based sub-wavelength imaging combined with phase-retrieval. As examples, we demonstrate the recovery of…

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

The boom of non-uniform sampling and compressed sensing techniques dramatically alleviates the lengthy data acquisition problem of magnetic resonance imaging. Sparse reconstruction, thanks to its fast computation and promising performance,…

Sparse signal recovery deals with finding the sparsest solution of an under-determined linear system $\vx = \mQ\vs$. In this paper, we propose a novel greedy approach to addressing the challenges from such a problem. Such an approach is…

The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…