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We conducted an extensive computational experiment, lasting multiple CPU-years, to optimally select parameters for two important classes of algorithms for finding sparse solutions of underdetermined systems of linear equations. We make the…

Numerical Analysis · Computer Science 2015-05-14 Arian Maleki , David L. Donoho

We provide another framework of iterative algorithms based on thresholding, feedback and null space tuning for sparse signal recovery arising in sparse representations and compressed sensing. Several thresholding algorithms with various…

Information Theory · Computer Science 2012-11-13 Shidong Li , Yulong Liu , Tiebin Mi

We describe a fast approximation algorithm for the $\Delta$-separated sparsity projection problem. The $\Delta$-separated sparsity model was introduced by Hegde, Duarte and Cevher (2009) to capture the firing process of a single Poisson…

Data Structures and Algorithms · Computer Science 2017-12-20 Henning Bruhn , Oliver Schaudt

This paper investigates a new learning formulation called structured sparsity, which is a natural extension of the standard sparsity concept in statistical learning and compressive sensing. By allowing arbitrary structures on the feature…

Methodology · Statistics 2009-05-05 Junzhou Huang , Tong Zhang , Dimitris Metaxas

Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely…

Numerical Analysis · Mathematics 2017-11-08 Ningning Han , Shidong Li , Zhanjie Song , Hong Wang

The Kaczmarz method (KZ) and its variants, which are types of stochastic gradient descent (SGD) methods, have been extensively studied due to their simplicity and efficiency in solving linear equation systems. The iterative thresholding…

Machine Learning · Statistics 2023-04-21 Halyun Jeong , Deanna Needell

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

The Hop-Constrained Steiner Tree problem (HCST) is challenging NP-hard problem arising in the design of centralized telecommunication networks where the reliability constraints matter. In this paper three iterative greedy algorithms are…

Data Structures and Algorithms · Computer Science 2018-08-22 Farzane Yahyanejad , Bahram Sadeghi Bigham

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

This paper is a follow up to the previous author's paper on convex optimization. In that paper we began the process of adjusting greedy-type algorithms from nonlinear approximation for finding sparse solutions of convex optimization…

Machine Learning · Statistics 2012-06-05 V. N. Temlyakov

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 is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…

Optimization and Control · Mathematics 2024-09-17 Zheng Zhou , Bing Tan , Songxiao Li

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

Precision matrix estimation is an important problem in statistical data analysis. This paper introduces a fast sparse precision matrix estimation algorithm, namely GISS$^{{\rho}}$, which is originally introduced for compressive sensing. The…

Statistics Theory · Mathematics 2019-07-02 Didi Lv , Xiaoqun Zhang

In recent studies on sparse modeling, non-convex penalties have received considerable attentions due to their superiorities on sparsity-inducing over the convex counterparts. Compared with the convex optimization approaches, however, the…

Optimization and Control · Mathematics 2015-07-28 Jinshan Zeng , Shaobo Lin , Zongben Xu

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

Algorithms based on the hard thresholding principle have been well studied with sounding theoretical guarantees in the compressed sensing and more general sparsity-constrained optimization. It is widely observed in existing empirical…

Optimization and Control · Mathematics 2021-11-17 Shenglong Zhou , Naihua Xiu , Hou-Duo Qi

We develop a highly scalable optimization method called "hierarchical group-thresholding" for solving a multi-task regression model with complex structured sparsity constraints on both input and output spaces. Despite the recent emergence…

Machine Learning · Statistics 2012-08-16 Seunghak Lee , Eric P. Xing

Sparse signals can be possibly reconstructed by an algorithm which merges a traditional nonlinear optimization method and a certain thresholding technique. Different from existing thresholding methods, a novel thresholding technique…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Nan Meng , Yun-Bin Zhao

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

Machine Learning · Computer Science 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis