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Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…

Optimization and Control · Mathematics 2022-07-18 Xianpeng Mao , Yuning Yang

We present and analyze a novel sparse polynomial technique for the simultaneous approximation of parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our approach treats the numerical solution as a…

Numerical Analysis · Mathematics 2020-01-22 Nick Dexter , Hoang Tran , Clayton Webster

In this paper we address the problem of recovering a matrix, with inherent low rank structure, from its lower dimensional projections. This problem is frequently encountered in wide range of areas including pattern recognition, wireless…

Numerical Analysis · Computer Science 2013-12-25 Anupriya Gogna , Ankita Shukla , Angshul Majumdar

The stability of sparse signal reconstruction is investigated in this paper. We design efficient algorithms to verify the sufficient condition for unique $\ell_1$ sparse recovery. One of our algorithm produces comparable results with the…

Information Theory · Computer Science 2015-05-18 Gongguo Tang , Arye Nehorai

We introduce a general framework to handle structured models (sparse and block-sparse with possibly overlapping blocks). We discuss new methods for their recovery from incomplete observation, corrupted with deterministic and stochastic…

Statistics Theory · Mathematics 2013-02-28 Anatoli Juditsky , Fatma Kılınç Karzan , Arkadi Nemirovski , Boris Polyak

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

Systems and Control · Computer Science 2015-09-09 Adams Wei Yu , Wanli Ma , Yaoliang Yu , Jaime G. Carbonell , Suvrit Sra

The success of compressed sensing relies essentially on the ability to efficiently find an approximately sparse solution to an under-determined linear system. In this paper, we developed an efficient algorithm for the sparsity promoting…

Information Theory · Computer Science 2015-06-18 Qibin Fan , Yuling Jiao , Xiliang Lu

We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…

Optimization and Control · Mathematics 2017-09-06 Yingzhen Yang , Jiashi Feng , Nebojsa Jojic , Jianchao Yang , Thomas S. Huang

This paper discusses the incorporation of local sparsity information, e.g. in each pixel of an image, via minimization of the $\ell^{1,\infty}$-norm. We discuss the basic properties of this norm when used as a regularization functional and…

Optimization and Control · Mathematics 2015-06-12 Pia Heins , Michael Moeller , Martin Burger

The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…

Machine Learning · Statistics 2016-11-03 Konstantinos Benidis , Ying Sun , Prabhu Babu , Daniel P. Palomar

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

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

In this short article we present the theory of sparse representations recovery in convex regularized optimization problems introduced in (Carioni and Del Grande, arXiv:2311.08072, 2023). We focus on the scenario where the unknowns belong to…

Optimization and Control · Mathematics 2024-06-17 Marcello Carioni , Leonardo Del Grande

A class of algorithms for the solution of discrete material optimization problems in electromagnetic applications is discussed. The idea behind the algorithm is similar to that of the sequential programming. However, in each major iteration…

Optimization and Control · Mathematics 2017-07-14 Johannes Semmler , Lukas Pflug , Michael Stingl

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

Numerical Analysis · Mathematics 2013-01-01 I. Daubechies , M. Fornasier , I. Loris

We present a detailed analysis of the unconstrained $\ell_1$-weighted LASSO method for recovery of sparse data from its observation by randomly generated matrices, satisfying the Restricted Isometry Property (RIP) with constant $\delta<1$,…

Information Theory · Computer Science 2022-03-16 Simon Foucart , Eitan Tadmor , Ming Zhong

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

In this work, we consider a class of differentiable criteria for sparse image computing problems, where a nonconvex regularization is applied to an arbitrary linear transform of the target image. As special cases, it includes…

Optimization and Control · Mathematics 2013-08-27 Emilie Chouzenoux , Anna Jezierska , Jean-Christophe Pesquet , Hugues Talbot

We study discrete-time mirror descent applied to the unregularized empirical risk in matrix sensing. In both the general case of rectangular matrices and the particular case of positive semidefinite matrices, a simple potential-based…

Machine Learning · Statistics 2021-10-28 Fan Wu , Patrick Rebeschini

In $\ell^1$-regularization, which is an important tool in signal and image processing, one usually is concerned with signals and images having a sparse representation in some suitable basis, e.g. in a wavelet basis. Many results on…

Optimization and Control · Mathematics 2018-09-28 Jens Flemming , Bernd Hofmann , Ivan Veselic
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