Related papers: Constructing test instances for Basis Pursuit Deno…

In Part I, we defined a LASSO condition number and developed an algorithm -- for computing support sets (feature selection) of the LASSO minimisation problem -- that runs in polynomial time in the number of variables and the logarithm of…

In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to…

Sparse tensor best rank-1 approximation (BR1Approx), which is a sparsity generalization of the dense tensor BR1Approx, and is a higher-order extension of the sparse matrix BR1Approx, is one of the most important problems in sparse tensor…

Benchmark experiments are required to test, compare, tune, and understand optimization algorithms. Ideally, benchmark problems closely reflect real-world problem behavior. Yet, real-world problems are not always readily available for…

We consider the least-square linear regression problem with regularization by the l1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptotic analysis of model consistency of the Lasso. For various…

We introduce a novel scheme for choosing the regularization parameter in high-dimensional linear regression with Lasso. This scheme, inspired by Lepski's method for bandwidth selection in non-parametric regression, is equipped with both…

Spike sorting is a class of algorithms used in neuroscience to attribute the time occurences of particular electric signals, called action potential or spike, to neurons. We rephrase this problem as a particular optimization problem : Lasso…

The chase procedure is a fundamental algorithmic tool in databases that allows us to reason with constraints, such as existential rules, with a plethora of applications. It takes as input a database and a set of constraints, and iteratively…

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

We investigate the methods that simultaneously enforce sparsity and low-rank structure in a matrix as often employed for sparse phase retrieval problems or phase calibration problems in compressive sensing. We propose a new approach for…

We develop techniques to solve ill-posed inverse problems on the sphere by sparse regularisation, exploiting sparsity in both axisymmetric and directional scale-discretised wavelet space. Denoising, inpainting, and deconvolution problems,…

In this work, we consider learning sparse models in large scale settings, where the number of samples and the feature dimension can grow as large as millions or billions. Two immediate issues occur under such challenging scenario: (i)…

Motivated by $\ell_p$-optimization arising from sparse optimization, high dimensional data analytics and statistics, this paper studies sparse properties of a wide range of $p$-norm based optimization problems with $p > 1$, including…

The use of generalized LASSO is a common technique for recovery of structured high-dimensional signals. Each generalized LASSO program has a governing parameter whose optimal value depends on properties of the data. At this optimal value,…

We study the problem of few-shot learning-based denoising where the training set contains just a handful of clean and noisy samples. A solution to mitigate the small training set issue is to pre-train a denoising model with small training…

The success of ptychographic imaging experiments strongly depends on achieving high signal-to-noise ratio. This is particularly important in nanoscale imaging experiments when diffraction signals are very weak and the experiments are…

Existing distantly supervised relation extractors usually rely on noisy data for both model training and evaluation, which may lead to garbage-in-garbage-out systems. To alleviate the problem, we study whether a small clean dataset could…

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…

This paper develops column partition based distributed schemes for a class of large-scale convex sparse optimization problems, e.g., basis pursuit (BP), LASSO, basis pursuit denosing (BPDN), and their extensions, e.g., fused LASSO. We are…

Many important problems in science and engineering involve inferring a signal from noisy and/or incomplete observations, where the observation process is known. Historically, this problem has been tackled using hand-crafted regularization…