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In this paper, we consider the problem of recovering a sparse signal based on penalized least squares formulations. We develop a novel algorithm of primal-dual active set type for a class of nonconvex sparsity-promoting penalties, including…
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…
We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…
In this work we propose and analyze a novel approach for group sparse recovery. It is based on regularized least squares with an $\ell^0(\ell^2)$ penalty, which penalizes the number of nonzero groups. One distinct feature of the approach is…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
We present an active-set method for minimizing an objective that is the sum of a convex quadratic and $\ell_1$ regularization term. Unlike two-phase methods that combine a first-order active set identification step and a subspace phase…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…
The $L_0$-regularized least squares problem (a.k.a. best subsets) is central to sparse statistical learning and has attracted significant attention across the wider statistics, machine learning, and optimization communities. Recent work has…
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…
This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information…
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…
In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…
We develop a primal dual active set with continuation algorithm for solving the \ell^0-regularized least-squares problem that frequently arises in compressed sensing. The algorithm couples the the primal dual active set method with a…
This paper considers solving the unconstrained $\ell_q$-norm ($0\leq q<1$) regularized least squares ($\ell_q$-LS) problem for recovering sparse signals in compressive sensing. We propose two highly efficient first-order algorithms via…
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…
In this paper, we consider the $L_1/L_2 $ minimization for sparse recovery and study its relationship with the $L_1$-$ \alpha L_2 $ model. Based on this relationship, we propose three numerical algorithms to minimize this ratio model, two…
This paper presents a novel hybrid algorithm for minimizing the sum of a continuously differentiable loss function and a nonsmooth, possibly nonconvex, sparse regularization function. The proposed method alternates between solving a…
We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…
We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…