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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

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

Sparse logistic regression, as an effective tool of classification, has been developed tremendously in recent two decades, from its origination the $\ell_1$-regularized version to the sparsity constrained models. This paper is carried out…

Optimization and Control · Mathematics 2021-11-23 Rui Wang , Naihua Xiu , Shenglong Zhou

We study sparse solutions of optimal control problems governed by PDEs with uncertain coefficients. We propose two formulations, one where the solution is a deterministic control optimizing the mean objective, and a formulation aiming at…

Numerical Analysis · Mathematics 2018-11-20 Chen Li , Georg Stadler

We study the properties of sparse reconstruction of transformed $\ell_1$ (TL1) minimization and present improved theoretical results about the recoverability and the accuracy of this reconstruction from undersampled measurements. We then…

Numerical Analysis · Mathematics 2018-05-31 Ling Guo , Jing Li , Yongle Liu

This article considers constrained $\ell_1$ minimization methods for the recovery of high dimensional sparse signals in three settings: noiseless, bounded error and Gaussian noise. A unified and elementary treatment is given in these noise…

Machine Learning · Computer Science 2008-05-05 T. Tony Cai , Guangwu Xu , Jun Zhang

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

It is now well understood that $\ell_1$ minimization algorithm is able to recover sparse signals from incomplete measurements [2], [1], [3] and sharp recoverable sparsity thresholds have also been obtained for the $\ell_1$ minimization…

Probability · Mathematics 2009-04-07 Weiyu Xu , M. Amin Khajehnejad , Salman Avestimehr , Babak Hassibi

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

The problem of finding sparse solutions to underdetermined systems of linear equations arises in several applications (e.g. signal and image processing, compressive sensing, statistical inference). A standard tool for dealing with sparse…

Optimization and Control · Mathematics 2016-08-03 Marianna De Santis , Stefano Lucidi , Francesco Rinaldi

Finding the sparse solution of an underdetermined system of linear equations has many applications, especially, it is used in Compressed Sensing (CS), Sparse Component Analysis (SCA), and sparse decomposition of signals on overcomplete…

Information Theory · Computer Science 2010-01-29 Hosein Mohimani , Massoud Babaie-Zadeh , Irina Gorodnitsky , Christian Jutten

Motivated by problems in optimization we study the sparsity of the solutions to systems of linear Diophantine equations and linear integer programs, i.e., the number of non-zero entries of a solution, which is often referred to as the…

Optimization and Control · Mathematics 2020-08-06 Iskander Aliev , Gennadiy Averkov , Jesús A. De Loera , Timm Oertel

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…

Information Theory · Computer Science 2016-06-29 Yoshinori Nakanishi-Ohno , Tomoyuki Obuchi , Masato Okada , Yoshiyuki Kabashima

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

Statistics Theory · Mathematics 2015-05-21 Shota Katayama , Hironori Fujisawa

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2010-04-06 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

Seminal works \cite{CRT,DonohoUnsigned,DonohoPol} generated a massive interest in studying linear under-determined systems with sparse solutions. In this paper we give a short mathematical overview of what was accomplished in last 10 years…

Information Theory · Computer Science 2015-07-17 Mihailo Stojnic

We study sparse recovery with structured random measurement matrices having independent, identically distributed, and uniformly bounded rows and with a nontrivial covariance structure. This class of matrices arises from random sampling of…

Information Theory · Computer Science 2020-05-15 Simone Brugiapaglia , Sjoerd Dirksen , Hans Christian Jung , Holger Rauhut

The optimization problem with sparsity arises in many areas of science and engineering such as compressed sensing, image processing, statistical learning and data sparse approximation. In this paper, we study the dual-density-based…

Optimization and Control · Mathematics 2021-01-08 Jialiang Xu , Yun-Bin Zhao

This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…

Numerical Analysis · Mathematics 2016-08-03 Kristian Bredies , Barbara Kaltenbacher , Elena Resmerita

In $\ell^1$-regularization, which is an important tool in signal and image processing, one usually is concerned with signals and images having a sparse representation in some suitable basis, e.g. in a wavelet basis. Many results on…

Optimization and Control · Mathematics 2018-09-28 Jens Flemming , Bernd Hofmann , Ivan Veselic