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We present estimators for a well studied statistical estimation problem: the estimation for the linear regression model with soft sparsity constraints ($\ell_q$ constraint with $0<q\leq1$) in the high-dimensional setting. We first present a…

Statistics Theory · Mathematics 2013-11-11 Li Zhang

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

Compressed Sensing using $\ell_1$ regularization is among the most powerful and popular sparsification technique in many applications, but why has it not been used to obtain sparse deep learning model such as convolutional neural network…

Machine Learning · Computer Science 2021-10-06 Juncai He , Xiaodong Jia , Jinchao Xu , Lian Zhang , Liang Zhao

The recovery of approximately sparse or compressible coefficients in a Polynomial Chaos Expansion is a common goal in modern parametric uncertainty quantification (UQ). However, relatively little effort in UQ has been directed toward…

Numerical Analysis · Mathematics 2021-05-04 Ben Adcock , Anyi Bao , John D. Jakeman , Akil Narayan

Growing evidence indicates that only a sparse subset from a pool of sensory neurons is active for the encoding of visual stimuli at any instant in time. Traditionally, to replicate such biological sparsity, generative models have been using…

Neurons and Cognition · Quantitative Biology 2023-01-26 Ilias Rentzeperis , Luca Calatroni , Laurent Perrinet , Dario Prandi

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

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…

Optimization and Control · Mathematics 2015-04-27 Wei Pan , Ye Yuan , Jorge Gonçalves , Guy-Bart Stan

We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

Recent research indicates that many convex optimization problems with random constraints exhibit a phase transition as the number of constraints increases. For example, this phenomenon emerges in the $\ell_1$ minimization method for…

Information Theory · Computer Science 2014-04-29 Dennis Amelunxen , Martin Lotz , Michael B. McCoy , Joel A. Tropp

Factor Analysis is a widely used modeling technique for stationary time series which achieves dimensionality reduction by revealing a hidden low-rank plus sparse structure of the covariance matrix. Such an idea of parsimonious modeling has…

Optimization and Control · Mathematics 2025-01-30 Linyang Wang , Bin Zhu , Wanquan Liu

Recently, in a series of papers [32,38,39,41], the ratio of $\ell_1$ and $\ell_2$ norms was proposed as a sparsity inducing function for noiseless compressed sensing. In this paper, we further study properties of such model in the noiseless…

Optimization and Control · Mathematics 2021-02-12 Liaoyuan Zeng , Peiran Yu , Ting Kei Pong

In this paper we present an active-set method for the solution of $\ell_1$-regularized convex quadratic optimization problems. It is derived by combining a proximal method of multipliers (PMM) strategy with a standard semismooth Newton…

Optimization and Control · Mathematics 2023-03-01 Spyridon Pougkakiotis , Jacek Gondzio , Dionysios S. Kalogerias

We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…

Optimization and Control · Mathematics 2024-03-07 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

The goal of compressed sensing is to reconstruct a sparse signal under a few linear measurements far less than the dimension of the ambient space of the signal. However, many real-life applications in physics and biomedical sciences carry…

Optimization and Control · Mathematics 2017-08-29 Angang Cui , Jigen Peng , Haiyang Li

In this paper, we consider the $\alpha\| \cdot\|_{\ell_1}-\beta\| \cdot\|_{\ell_2}$ sparsity regularization with parameter $\alpha\geq\beta\geq0$ for nonlinear ill-posed inverse problems. We investigate the well-posedness of the…

Numerical Analysis · Mathematics 2020-07-23 Liang Ding , Weimin Han

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…

Numerical Analysis · Mathematics 2020-01-22 Abdellah Chkifa , Nick Dexter , Hoang Tran , Clayton G. Webster

The most widely used form of convolutional sparse coding uses an $\ell_1$ regularization term. While this approach has been successful in a variety of applications, a limitation of the $\ell_1$ penalty is that it is homogeneous across the…

Computer Vision and Pattern Recognition · Computer Science 2017-11-09 Brendt Wohlberg

We consider the analysis operator and synthesis dictionary learning problems based on the the $\ell_1$ regularized sparse representation model. We reveal the internal relations between the $\ell_1$-based analysis model and synthesis model.…

Computer Vision and Pattern Recognition · Computer Science 2014-01-17 Yunjin Chen , Thomas Pock , Horst Bischof

The sparse signal recovery in the standard compressed sensing (CS) problem requires that the sensing matrix be known a priori. Such an ideal assumption may not be met in practical applications where various errors and fluctuations exist in…

Information Theory · Computer Science 2015-06-03 Zai Yang , Cishen Zhang , Lihua Xie

This work proposes an iterative sparse-regularized regression method to recover governing equations of nonlinear dynamical systems from noisy state measurements. The method is inspired by the Sparse Identification of Nonlinear Dynamics…

Machine Learning · Statistics 2021-02-24 Alexandre Cortiella , Kwang-Chun Park , Alireza Doostan