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In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…

Optimization and Control · Mathematics 2012-10-30 Venkat Chandrasekaran , Benjamin Recht , Pablo A. Parrilo , Alan S. Willsky

To address the challenges of reliable statistical inference in high-dimensional models, we introduce the Synthetic-data Regularized Estimator (SRE). Unlike traditional regularization methods, the SRE regularizes the complex target model via…

Statistics Theory · Mathematics 2025-03-18 Weihao Li , Dongming Huang

This paper studies sparse super-resolution in arbitrary dimensions. More precisely, it develops a theoretical analysis of support recovery for the so-called BLASSO method, which is an off-the-grid generalisation of l1 regularization (also…

Numerical Analysis · Mathematics 2017-09-12 Clarice Poon , Gabriel Peyré

Fast accumulation of large amounts of complex data has created a need for more sophisticated statistical methodologies to discover interesting patterns and better extract information from these data. The large scale of the data often…

Methodology · Statistics 2014-09-09 Yuliya Marchetti , Qing Zhou

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

In many applications of tomography, the acquired projections are either limited in number or contain a significant amount of noise. In these cases, standard reconstruction methods tend to produce artifacts that can make further analysis…

Numerical Analysis · Mathematics 2016-04-11 D. M. Pelt , K. J. Batenburg

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

We consider the inverse problem of recovering a continuous-domain function from a finite number of noisy linear measurements. The unknown signal is modeled as the sum of a slowly varying trend and a periodic or quasi-periodic seasonal…

Functional Analysis · Mathematics 2025-05-16 Julien Fageot

We propose an adaptive regularization scheme in a variational framework where a convex composite energy functional is optimized. We consider a number of imaging problems including denoising, segmentation and motion estimation, which are…

Computer Vision and Pattern Recognition · Computer Science 2017-03-01 Byung-Woo Hong , Ja-Keoung Koo , Hendrik Dirks , Martin Burger

In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…

Optimization and Control · Mathematics 2021-12-28 Guiyun Xiao , Zheng-Jian Bai

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

Low-rank tensor completion problem aims to recover a tensor from limited observations, which has many real-world applications. Due to the easy optimization, the convex overlapping nuclear norm has been popularly used for tensor completion.…

Machine Learning · Computer Science 2019-01-24 Quanming Yao , James T Kwok , Bo Han

Natural images tend to mostly consist of smooth regions with individual pixels having highly correlated spectra. This information can be exploited to recover hyperspectral images of natural scenes from their incomplete and noisy…

Computer Vision and Pattern Recognition · Computer Science 2016-11-03 Reza Arablouei , Frank de Hoog

This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

Statistics Theory · Mathematics 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

Over the past decade, the celebrated sparse representation model has achieved impressive results in various signal and image processing tasks. A convolutional version of this model, termed convolutional sparse coding (CSC), has been…

Signal Processing · Electrical Eng. & Systems 2018-10-03 Ives Rey-Otero , Jeremias Sulam , Michael Elad

Regularization is widely used in statistics and machine learning to prevent overfitting and gear solution towards prior information. In general, a regularized estimation problem minimizes the sum of a loss function and a penalty term. The…

Computation · Statistics 2012-01-18 Hua Zhou , Yichao Wu

Sparse generalized eigenvalue problem (GEP) plays a pivotal role in a large family of high-dimensional statistical models, including sparse Fisher's discriminant analysis, canonical correlation analysis, and sufficient dimension reduction.…

Machine Learning · Statistics 2018-09-05 Kean Ming Tan , Zhaoran Wang , Han Liu , Tong Zhang
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