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This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…

Systems and Control · Computer Science 2014-05-27 Liang Dai , Kristiaan Pelckmans

Iteratively reweighted least square (IRLS) is a popular approach to solve sparsity-enforcing regression problems in machine learning. State of the art approaches are more efficient but typically rely on specific coordinate pruning schemes.…

Machine Learning · Statistics 2022-10-03 Clarice Poon , Gabriel Peyré

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

From many fewer acquired measurements than suggested by the Nyquist sampling theory, compressive sensing (CS) theory demonstrates that, a signal can be reconstructed with high probability when it exhibits sparsity in some domain. Most of…

Computer Vision and Pattern Recognition · Computer Science 2014-05-01 Jian Zhang , Chen Zhao , Debin Zhao , Wen Gao

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

Spare representation of signals has received significant attention in recent years. Based on these developments, a sparse representation-based classification (SRC) has been proposed for a variety of classification and related tasks,…

Computer Vision and Pattern Recognition · Computer Science 2016-07-19 Minshan Cui , Saurabh Prasad

In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…

Machine Learning · Statistics 2020-07-09 Yiping Jiang , Tianshi Chen

In the linear minimum mean square error (LMMSE) estimation for orthogonal frequency division multiplexing (OFDM) systems, the problem about the determination of the algorithm's parameters, especially those related with channel frequency…

Signal Processing · Electrical Eng. & Systems 2021-07-13 Kai Mei , Jun Liu , Xiaoran Liu , Jun Xiong , Xiaoying Zhang , Jibo Wei

The $L_1/L_2$ norm ratio arose as a sparseness measure and attracted a considerable amount of attention due to three merits: (i) sharper approximations of $L_0$ compared to the $L_1$; (ii) parameter-free and scale-invariant; (iii) more…

Optimization and Control · Mathematics 2024-01-30 Min Tao , Xiao-Ping Zhang , Zi-Hao Xia

This paper introduces a novel approach for recovering sparse signals using sorted L1/L2 minimization. The proposed method assigns higher weights to indices with smaller absolute values and lower weights to larger values, effectively…

Numerical Analysis · Mathematics 2023-08-09 Chao Wang , Ming Yan , Junjie Yu

Feature selection and regularization are becoming increasingly prominent tools in the efforts of the reinforcement learning (RL) community to expand the reach and applicability of RL. One approach to the problem of feature selection is to…

Machine Learning · Computer Science 2012-07-03 Christopher Painter-Wakefield , Ronald Parr

When the input signal is correlated input signals, and the input and output signal is contaminated by Gaussian noise, the total least squares normalized subband adaptive filter (TLS-NSAF) algorithm shows good performance. However, when it…

Signal Processing · Electrical Eng. & Systems 2023-07-21 Haiquan Zhao , Zian Cao , Yida Chen

Despite the efficacy of network sparsity in alleviating the deployment strain of Large Language Models (LLMs), it endures significant performance degradation. Applying Low-Rank Adaptation (LoRA) to fine-tune the sparse LLMs offers an…

Machine Learning · Computer Science 2025-02-21 Weizhong Huang , Yuxin Zhang , Xiawu Zheng , Yang Liu , Jing Lin , Yiwu Yao , Rongrong Ji

We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

This paper investigates the optimality analysis of the recursive least-squares (RLS) algorithm for autoregressive systems with exogenous inputs (ARX systems). A key challenge in analyzing is managing the potential unboundedness of the…

Optimization and Control · Mathematics 2025-05-27 Xingrui Liu , Jieming Ke , Yanlong Zhao

In this paper, based on a successively accuracy-increasing approximation of the $\ell_0$ norm, we propose a new algorithm for recovery of sparse vectors from underdetermined measurements. The approximations are realized with a certain class…

Information Theory · Computer Science 2016-11-03 Mohammadreza Malek-Mohammadi , Ali Koochakzadeh , Massoud Babaie-Zadeh , Magnus Jansson , Cristian R. Rojas

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…

Applications · Statistics 2025-02-03 Andreas Alfons , Christophe Croux , Sarah Gelper

Recently, there has been focus on penalized log-likelihood covariance estimation for sparse inverse covariance (precision) matrices. The penalty is responsible for inducing sparsity, and a very common choice is the convex $l_1$ norm.…

Machine Learning · Statistics 2023-07-19 Goran Marjanovic , Alfred O. Hero

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

Methodology · Statistics 2013-11-25 Guang Cheng , Hao Helen Zhang , Zuofeng Shang