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Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

We consider the problem of direction-of-arrival (DOA) estimation in unknown partially correlated noise environments where the noise covariance matrix is sparse. A sparse noise covariance matrix is a common model for a sparse array of…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Magnus Jansson , Arash Owrang , Ali Koochakzadeh , Massoud Babaie-Zadeh

This paper presents a convex-analytic framework to learn sparse graphs from data. While our problem formulation is inspired by an extension of the graphical lasso using the so-called combinatorial graph Laplacian framework, a key difference…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Tatsuya Koyakumaru , Masahiro Yukawa , Eduardo Pavez , Antonio Ortega

Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…

Statistics Theory · Mathematics 2021-08-10 Ilsang Ohn , Yongdai Kim

We give an efficient algorithm for finding sparse approximate solutions to linear systems of equations with nonnegative coefficients. Unlike most known results for sparse recovery, we do not require {\em any} assumption on the matrix other…

Data Structures and Algorithms · Computer Science 2015-01-09 Aditya Bhaskara , Ananda Theertha Suresh , Morteza Zadimoghaddam

Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…

Methodology · Statistics 2017-08-16 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…

Optimization and Control · Mathematics 2022-08-26 Victor Magron , Jie Wang

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…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

Computer Vision and Pattern Recognition · Computer Science 2014-04-29 Can-Yi Lu , Hai Min , Zhong-Qiu Zhao , Lin Zhu , De-Shuang Huang , Shuicheng Yan

Least squares fitting is in general not useful for high-dimensional linear models, in which the number of predictors is of the same or even larger order of magnitude than the number of samples. Theory developed in recent years has coined a…

Statistics Theory · Mathematics 2014-02-13 Martin Slawski , Matthias Hein

This work investigates an efficient solution to two fundamental problems in topology optimization of frame structures. The first one involves minimizing structural compliance under linear-elastic equilibrium and weight constraint, while the…

Optimization and Control · Mathematics 2025-03-28 Marouan Handa , Marek Tyburec , Michal Kočvara

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

The low-rank matrix reconstruction (LRMR) approach is widely used in direction-of-arrival (DOA) estimation. As the rank norm penalty in an LRMR is NP-hard to compute, the nuclear norm (or the trace norm for a positive semidefinite (PSD)…

Information Theory · Computer Science 2017-12-07 Xiaohuan Wu , Wei-Ping Zhu , Jun Yan

Sparse dictionary coding represents signals as linear combinations of a few dictionary atoms. It has been applied to images, time series, graph signals and multi-way spatio-temporal data by jointly employing temporal and spatial…

Machine Learning · Computer Science 2025-09-15 Boya Ma , Abram Magner , Maxwell McNeil , Petko Bogdanov

The problem of finding the sparsest vector (direction) in a low dimensional subspace can be considered as a homogeneous variant of the sparse recovery problem, which finds applications in robust subspace recovery, dictionary learning,…

Machine Learning · Computer Science 2020-01-22 Qing Qu , Zhihui Zhu , Xiao Li , Manolis C. Tsakiris , John Wright , René Vidal

Convex optimization problems are common in hyperspectral unmixing. Examples include: the constrained least squares (CLS) and the fully constrained least squares (FCLS) problems, which are used to compute the fractional abundances in linear…

Optimization and Control · Mathematics 2012-05-10 José M. Bioucas-Dias , Mário A. T. Figueiredo

This paper presents a new Bayesian collaborative sparse regression method for linear unmixing of hyperspectral images. Our contribution is twofold; first, we propose a new Bayesian model for structured sparse regression in which the…

Computation · Statistics 2023-07-19 Yoann Altmann , Marcelo Pereyra , Jose Bioucas-Dias

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

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…

Information Theory · Computer Science 2010-03-02 Pablo Sprechmann , Ignacio Ramirez , Guillermo Sapiro , Yonina C. Eldar