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This work considers methods for imposing sparsity in Bayesian regression with applications in nonlinear system identification. We first review automatic relevance determination (ARD) and analytically demonstrate the need to additional…

Machine Learning · Statistics 2021-02-24 Samuel H. Rudy , Themistoklis P. Sapsis

This paper considers sparsity in linear regression under the restriction that the regression weights sum to one. We propose an approach that combines $\ell_0$- and $\ell_1$-regularization. We compute its solution by adapting a recent…

Methodology · Statistics 2019-07-11 Nick Koning , Paul Bekker

We know that compressive sensing can establish stable sparse recovery results from highly undersampled data under a restricted isometry property condition. In reality, however, numerous problems are coherent, and vast majority conventional…

Optimization and Control · Mathematics 2021-11-25 Yanyun Ding , Haibin Zhang , Peili Li , Yunhai Xiao

The seminal paper of Daubechies, Defrise, DeMol made clear that $\ell^p$ spaces with $p\in [1,2)$ and $p$-powers of the corresponding norms are appropriate settings for dealing with reconstruction of sparse solutions of ill-posed problems…

Numerical Analysis · Mathematics 2016-12-21 Dirk A. Lorenz , Elena Resmerita

We propose a convex variational principle to find sparse representation of low-lying eigenspace of symmetric matrices. In the context of electronic structure calculation, this corresponds to a sparse density matrix minimization algorithm…

Mathematical Physics · Physics 2014-03-11 Rongjie Lai , Jianfeng Lu , Stanley Osher

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

Functions of interest are often smooth and sparse in some sense, and both priors should be taken into account when interpolating sampled data. Classical linear interpolation methods are effective under strong regularity assumptions, but…

Functional Analysis · Mathematics 2015-03-27 Holger Rauhut , Rachel Ward

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

Compressed sensing has a wide range of applications that include error correction, imaging, radar and many more. Given a sparse signal in a high dimensional space, one wishes to reconstruct that signal accurately and efficiently from a…

Numerical Analysis · Mathematics 2009-05-28 Deanna Needell

The analysis of neural network training beyond their linearization regime remains an outstanding open question, even in the simplest setup of a single hidden-layer. The limit of infinitely wide networks provides an appealing route forward…

Machine Learning · Computer Science 2020-06-19 Jaume de Dios , Joan Bruna

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with…

Information Theory · Computer Science 2020-06-24 Youye Xie , Michael B. Wakin , Gongguo Tang

The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…

Statistics Theory · Mathematics 2009-03-02 Nicolai Meinshausen , Bin Yu

We propose a novel regularization method for compressive imaging in the context of the compressed sensing (CS) theory with coherent and redundant dictionaries. Natural images are often complicated and several types of structures can be…

Instrumentation and Methods for Astrophysics · Physics 2014-02-12 Rafael E. Carrillo , Jason D. McEwen , Yves Wiaux

For high-dimensional sparse parameter estimation problems, Log-Sum Penalty (LSP) regularization effectively reduces the sampling sizes in practice. However, it still lacks theoretical analysis to support the experience from previous…

Information Theory · Computer Science 2014-02-25 Zheng Pan , Guangdong Hou , Changshui Zhang

In this paper, we present a practical algorithm based on sparsity regularization to effectively solve nonlinear dynamic inverse problems that are encountered in subsurface model calibration. We use an iteratively reweighted algorithm that…

Numerical Analysis · Computer Science 2009-11-13 Lianlin Li , B. Jafarpour

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

This article introduces a new signal analysis method, which can be interpreted as a principal component analysis in sparse decomposition of the signal. The method, called principal basis analysis, is based on a novel criterion:…

Computer Vision and Pattern Recognition · Computer Science 2015-11-26 Hong Sun , Cheng-Wei Sang , Chen-Guang Liu

The standard approach for dealing with the ill-posedness of the training problem in machine learning and/or the reconstruction of a signal from a limited number of measurements is regularization. The method is applicable whenever the…

Optimization and Control · Mathematics 2020-07-13 Michael Unser

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic