Related papers: Convergence rates in $\mathbf{\ell^1}$-regularizat…
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…
Sparse optimization is a fundamental challenge in various practical applications. A popular approach to sparse optimization is $\ell_p$ regularization. However, it may encounter optimization instability due to the unbounded gradients when…
Statistical inverse learning theory, a field that lies at the intersection of inverse problems and statistical learning, has lately gained more and more attention. In an effort to steer this interplay more towards the variational…
Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…
The effectiveness of using model sparsity as a priori information when solving linear inverse problems is studied. We investigate the reconstruction quality of such a method in the non-idealized case and compute some typical recovery errors…
This paper studies ordered weighted L1 (OWL) norm regularization for sparse estimation problems with strongly correlated variables. We prove sufficient conditions for clustering based on the correlation/colinearity of variables using the…
The seminal paper of Daubechies, Defrise, DeMol made clear that $\ell^p$ spaces with $p\in [1,2)$ and $p$-powers of the corresponding norms are appropriate settings for dealing with reconstruction of sparse solutions of ill-posed problems…
In this paper we introduce a nonuniform sparsity model and analyze the performance of an optimized weighted $\ell_1$ minimization over that sparsity model. In particular, we focus on a model where the entries of the unknown vector fall into…
Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an…
We construct a classifier which attains the rate of convergence $\log n/n$ under sparsity and margin assumptions. An approach close to the one met in approximation theory for the estimation of function is used to obtain this result. The…
In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…
In this paper, we aim at recovering an unknown signal x0 from noisy L1measurements y=Phi*x0+w, where Phi is an ill-conditioned or singular linear operator and w accounts for some noise. To regularize such an ill-posed inverse problem, we…
This paper deals with Tikhonov regularization for linear and nonlinear ill-posed operator equations with wavelet Besov norm penalties. We show order optimal rates of convergence for finitely smoothing operators and for the backwards heat…
An increasing number of applications is concerned with recovering a sparse matrix from noisy observations. In this paper, we consider the setting where each row of the unknown matrix is sparse. We establish minimax optimal rates of…
The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…
Reconstructing lens potentials and lensed sources can easily become an underconstrained problem, even when the degrees of freedom are low, due to degeneracies, particularly when potential perturbations superimposed on a smooth lens are…
We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…
This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A major focus is on the derivation of a rate sharp minimax…
This paper considers sparsity in linear regression under the restriction that the regression weights sum to one. We propose an approach that combines $\ell_0$- and $\ell_1$-regularization. We compute its solution by adapting a recent…
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…