Related papers: Density matrix minimization with $\ell_1$ regulari…
Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…
We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative…
We propose a sample efficient stochastic variance-reduced cubic regularization (Lite-SVRC) algorithm for finding the local minimum efficiently in nonconvex optimization. The proposed algorithm achieves a lower sample complexity of Hessian…
We study network loss tomography based on observing average loss rates over a set of paths forming a tree -- a severely underdetermined linear problem for the unknown link loss probabilities. We examine in detail the role of sparsity as a…
We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on numerical homogenization and finite element discretization and…
An algorithm for first-principles electronic structure calculations having a computational cost which scales linearly with the system size is presented. Our method exploits the real-space localization of the density matrix, and in this…
We propose an unrolled algorithm approach for learning spatially adaptive parameter maps in the framework of convolutional synthesis-based $\ell_1$ regularization. More precisely, we consider a family of pre-trained convolutional filters…
In this paper, the recursive least squares (RLS) algorithm is considered in the sparse system identification setting. The cost function of RLS algorithm is regularized by a $p$-norm-like ($0 \leq p \leq 1$) constraint of the estimated…
The current paper presents a novel machinery for studying non-asymptotic minimax estimation of high-dimensional matrices, which yields tight minimax rates for a large collection of loss functions in a variety of problems. Based on the…
Variational formulations of reconstruction in computed tomography have the notable drawback of requiring repeated evaluations of both the forward Radon transform and either its adjoint or an approximate inverse transform which are…
We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…
This work is about recovering an analysis-sparse vector, i.e. sparse vector in some transform domain, from under-sampled measurements. In real-world applications, there often exist random analysis-sparse vectors whose distribution in the…
Recht, Fazel, and Parrilo provided an analogy between rank minimization and $\ell_0$-norm minimization. Subject to the rank-restricted isometry property, nuclear norm minimization is a guaranteed algorithm for rank minimization. The…
We consider the problem of imaging sparse scenes from a few noisy data using an $l_1$-minimization approach. This problem can be cast as a linear system of the form $A \, \rho =b$, where $A$ is an $N\times K$ measurement matrix. We assume…
Deep neural networks (DNNs) have achieved extraordinary success in numerous areas. However, to attain this success, DNNs often carry a large number of weight parameters, leading to heavy costs of memory and computation resources.…
The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…
Novel sparse reconstruction algorithms are proposed for beamspace channel estimation in massive multiple-input multiple-output systems. The proposed algorithms minimize a least-squares objective having a nonconvex regularizer. This…
Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…
Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…
We study the robustness properties of $\ell_1$ norm minimization for the classical linear regression problem with a given design matrix and contamination restricted to the dependent variable. We perform a fine error analysis of the $\ell_1$…