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In this paper we consider Basis Pursuit De-Noising (BPDN) problems in which the sparse original signal is drawn from a finite alphabet. To solve this problem we propose an iterative message passing algorithm, which capitalises not only on…

Information Theory · Computer Science 2016-11-17 Andreas Muller , Dino Sejdinovic , Robert Piechocki

We describe an apparatus for subgradient-following of the optimum of convex problems with variational penalties. In this setting, we receive a sequence $y_i,\ldots,y_n$ and seek a smooth sequence $x_1,\ldots,x_n$. The smooth sequence needs…

Machine Learning · Computer Science 2025-04-11 Kai-Chia Mo , Shai Shalev-Shwartz , Nisæl Shártov

In this article, we propose an algorithm, NESTA-LASSO, for the LASSO problem, i.e., an underdetermined linear least-squares problem with a 1-norm constraint on the solution. We prove under the assumption of the restricted isometry property…

Optimization and Control · Mathematics 2012-04-03 Ming Gu , Lek-Heng Lim , Cinna Julie Wu

In this paper, we study the problem of decomposing a superposition of a low-rank matrix and a sparse matrix when a relatively few linear measurements are available. This problem arises in many data processing tasks such as aligning multiple…

Information Theory · Computer Science 2012-03-01 Arvind Ganesh , Kerui Min , John Wright , Yi Ma

In this paper, we consider lasso problems with zero-sum constraint, commonly required for the analysis of compositional data in high-dimensional spaces. A novel algorithm is proposed to solve these problems, combining a tailored active-set…

Optimization and Control · Mathematics 2022-09-26 Andrea Cristofari

In this work, we study the problem of reconstructing a sparse signal from a limited number of linear 'incoherent' noisy measurements, when a part of its support is known. The known part of the support may be available from prior knowledge…

Information Theory · Computer Science 2009-10-12 Wei Lu , Namrata Vaswani

Semantic parsing from denotations faces two key challenges in model training: (1) given only the denotations (e.g., answers), search for good candidate semantic parses, and (2) choose the best model update algorithm. We propose effective…

Computation and Language · Computer Science 2018-09-06 Dipendra Misra , Ming-Wei Chang , Xiaodong He , Wen-tau Yih

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

Optimization and Control · Mathematics 2011-10-13 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

We consider list versions of sparse approximation problems, where unlike the existing results in sparse approximation that consider situations with unique solutions, we are interested in multiple solutions. We introduce these problems and…

Information Theory · Computer Science 2014-08-12 Mahmoud Abo Khamis , Anna C. Gilbert , Hung Q. Ngo , Atri Rudra

We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

We present a strategy for the recovery of a sparse solution of a common problem in acoustic engineering, which is the reconstruction of sound source levels and locations applying microphone array measurements. The considered task bears…

Optimization and Control · Mathematics 2016-07-04 Laurent Hoeltgen , Michael Breuß , Gert Herold , Ennes Sarradj

We adapt the alternating linearization method for proximal decomposition to structured regularization problems, in particular, to the generalized lasso problems. The method is related to two well-known operator splitting methods, the…

Computation · Statistics 2014-03-25 Xiaodong Lin , Minh Pham , Andrzej Ruszczynski

The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…

Optimization and Control · Mathematics 2025-01-22 Vito Cerone , Sophie M. Fosson , Diego Regruto

While research in robust optimization has attracted considerable interest over the last decades, its algorithmic development has been hindered by several factors. One of them is a missing set of benchmark instances that make algorithm…

Optimization and Control · Mathematics 2019-02-11 Marc Goerigk , Stephen J. Maher

The problem of Poisson denoising appears in various imaging applications, such as low-light photography, medical imaging and microscopy. In cases of high SNR, several transformations exist so as to convert the Poisson noise into an additive…

Computer Vision and Pattern Recognition · Computer Science 2015-06-17 Raja Giryes , Michael Elad

A host of problems involve the recovery of structured signals from a dimensionality reduced representation such as a random projection; examples include sparse signals (compressive sensing) and low-rank matrices (matrix completion). Given…

Information Theory · Computer Science 2012-05-22 Shirin Jalali , Arian Maleki , Richard Baraniuk

The development of algorithms for secure state estimation in vulnerable cyber-physical systems has been gaining attention in the last years. A consolidated assumption is that an adversary can tamper a relatively small number of sensors. In…

Optimization and Control · Mathematics 2024-05-31 Vito Cerone , Sophie M. Fosson , Diego Regruto , Francesco Ripa

Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collection of graphical models simultaneously have been derived by…

Optimization and Control · Mathematics 2021-04-23 Ning Zhang , Yangjing Zhang , Defeng Sun , Kim-Chuan Toh

The LASSO-Patternsearch algorithm is proposed to efficiently identify patterns of multiple dichotomous risk factors for outcomes of interest in demographic and genomic studies. The patterns considered are those that arise naturally from the…

Statistics Theory · Mathematics 2008-03-07 Weiliang Shi , Grace Wahba , Stephen Wright , Kristine Lee , Ronald Klein , Barbara Klein

In this paper, we denoise a given noisy image by minimizing a smoothness promoting function over a set of local similarity measures which compare the mean of the given image and some candidate image on a large collection of subboxes. The…

Optimization and Control · Mathematics 2024-06-24 Christian Kanzow , Fabius Krämer , Patrick Mehlitz , Gerd Wachsmuth , Frank Werner
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