Related papers: Meshes that trap random subspaces
Polynomial meshes (called sometimes "norming sets") allow us to estimate the supremum norm of polynomials on a fixed compact set by the norm on its discrete subset. We give a general construction of polynomial weakly admissible meshes on…
In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how one can obtain such solutions efficiently and in polynomial…
We first propose a novel criterion that guarantees that an $s$-sparse signal is the local minimizer of the $\ell_1/\ell_2$ objective; our criterion is interpretable and useful in practice. We also give the first uniform recovery condition…
Motivated by $\ell_p$-optimization arising from sparse optimization, high dimensional data analytics and statistics, this paper studies sparse properties of a wide range of $p$-norm based optimization problems with $p > 1$, including…
PDE-constrained optimization aims at finding optimal setups for partial differential equations so that relevant quantities are minimized. Including sparsity promoting terms in the formulation of such problems results in more practically…
We consider the problem of jointly estimating the parameters as well as the structure of binary valued Markov Random Fields, in contrast to earlier work that focus on one of the two problems. We formulate the problem as a maximization of…
In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…
Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…
We study the convergence of a random iterative sequence of a family of operators on infinite dimensional Hilbert spaces, inspired by the Stochastic Gradient Descent (SGD) algorithm in the case of the noiseless regression, as studied in [1].…
We study the problem of recovering a block-sparse signal from under-sampled observations. The non-zero values of such signals appear in few blocks, and their recovery is often accomplished using a $\ell_{1,2}$ optimization problem. In…
Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well as a number of other applications. Recently, several techniques were proposed, that utilize the particular…
The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…
We compute a \emph{sparse} solution to the classical least-squares problem $\min_x||A x -b||,$ where $A$ is an arbitrary matrix. We describe a novel algorithm for this sparse least-squares problem. The algorithm operates as follows: first,…
This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…
Global polynomial optimization is an important tool across applied mathematics, with many applications in operations research, engineering, and physical sciences. In various settings, the polynomials depend on external parameters that may…
This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear…
Subspace clustering methods based on expressing each data point as a linear combination of all other points in a dataset are popular unsupervised learning techniques. However, existing methods incur high computational complexity on…
For several computational procedures such as finding radicals and Noether normalizations, it is important to choose as sparse as possible a system of parameters in a polynomial ideal or modulo a polynomial ideal. We describe new strategies…
We show how to construct sparse polynomial systems that have non-trivial lower bounds on their numbers of real solutions. These are unmixed systems associated to certain polytopes. For the order polytope of a poset P this lower bound is the…
Carleson and sparse collections of sets play a central role in dyadic harmonic analysis. We employ methods from optimization theory to study such collections. First, we present a strongly polynomial algorithm to compute the Carleson…