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The estimation of a precision matrix is a crucial problem in various research fields, particularly when working with high dimensional data. In such settings, the most common approach is to use the penalized maximum likelihood. The…

Methodology · Statistics 2025-01-10 Vahe Avagyan

This study presents a novel mixed-precision iterative refinement algorithm, GADI-IR, within the general alternating-direction implicit (GADI) framework, designed for efficiently solving large-scale sparse linear systems. By employing…

Numerical Analysis · Mathematics 2025-03-24 Jifeng Ge , Juan Zhang

The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…

Machine Learning · Computer Science 2020-10-27 Yuhai Song , Zhong Cao , Kailun Wu , Ziang Yan , Changshui Zhang

We study computational-statistical gaps for improper learning in sparse linear regression. More specifically, given $n$ samples from a $k$-sparse linear model in dimension $d$, we ask what is the minimum sample complexity to efficiently (in…

Machine Learning · Computer Science 2024-06-26 Rares-Darius Buhai , Jingqiu Ding , Stefan Tiegel

Cost-efficient compressive sensing is challenging when facing large-scale data, {\em i.e.}, data with large sizes. Conventional compressive sensing methods for large-scale data will suffer from low computational efficiency and massive…

Data Structures and Algorithms · Computer Science 2016-03-18 Sung-Hsien Hsieh , Chun-Shien Lu , Soo-Chang Pei

When data is stored, compressed, or communicated through a media such as cable or air, sources of noise and other parameters such as EMI, crosstalk, and distance can considerably affect the reliability of these data. Error detection and…

Information Theory · Computer Science 2016-11-18 Naima Kaabouch , Aparna Dhirde , Saleh Faruque

An approximate sparse recovery system in ell_1 norm formally consists of parameters N, k, epsilon an m-by-N measurement matrix, Phi, and a decoding algorithm, D. Given a vector, x, where x_k denotes the optimal k-term approximation to x,…

Data Structures and Algorithms · Computer Science 2011-07-15 Ely Porat , Martin J. Strauss

The channel estimation is one of important techniques to ensure reliable broadband signal transmission. Broadband channels are often modeled as a sparse channel. Comparing with traditional dense-assumption based linear channel estimation…

Information Theory · Computer Science 2014-07-24 Guan Gui , Li Xu , Fumiyuki Adachi

Many applications in data analysis rely on the decomposition of a data matrix into a low-rank and a sparse component. Existing methods that tackle this task use the nuclear norm and L1-cost functions as convex relaxations of the rank…

Machine Learning · Statistics 2013-01-18 Clemens Hage , Martin Kleinsteuber

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 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…

Statistics Theory · Mathematics 2013-11-05 Samuel Vaiter , Charles Deledalle , Gabriel Peyré , Charles Dossal , Jalal Fadili

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…

Statistics Theory · Mathematics 2016-11-15 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

In this paper, we propose a novel leaky least mean square (leaky LMS, LLMS) algorithm which employs a p-norm-like constraint to force the solution to be sparse in the application of system identification. As an extension of the LMS…

Systems and Control · Computer Science 2015-03-06 Yong Feng , Rui Zeng , Jiasong Wu

We study the use of very sparse random projections for compressed sensing (sparse signal recovery) when the signal entries can be either positive or negative. In our setting, the entries of a Gaussian design matrix are randomly sparsified…

Methodology · Statistics 2014-08-12 Ping Li , Cun-Hui Zhang

Sparsity plays a central role in recent developments in signal processing, linear algebra, statistics, optimization, and other fields. In these developments, sparsity is promoted through the addition of an $L^1$ norm (or related quantity)…

Analysis of PDEs · Mathematics 2014-08-04 Russel E. Caflisch , Stanley J. Osher , Hayden Schaeffer , Giang Tran

This short note proves the $\ell_2-\ell_1$ instance optimality of a $\ell_1/\ell_1$ solver, i.e a variant of \emph{basis pursuit denoising} with a $\ell_1$ fidelity constraint, when applied to the estimation of sparse (or compressible)…

Information Theory · Computer Science 2013-03-22 Laurent Jacques

This work proposes a research problem of finding sparse solution of undetermined Linear system with some applications. Two approaches how to solve the compressive sensing problem: using l_1 approach , the l_q approach with 0 < q < 1.…

Optimization and Control · Mathematics 2017-02-24 Maddullah Almerdasy

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known…

Information Theory · Computer Science 2015-06-11 Esa Ollila

This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

Polar codes are high density parity check codes and hence the sparse factor graph, instead of the parity check matrix, has been used to practically represent an LP polytope for LP decoding. Although LP decoding on this polytope has the…

Information Theory · Computer Science 2014-04-30 Veeresh Taranalli , Paul H. Siegel