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Inspired by several real-life applications in audio processing and medical image analysis, where the quantity of interest is generated by several sources to be accurately modeled and separated, as well as by recent advances in…

Numerical Analysis · Mathematics 2016-09-21 Markus Grasmair , Valeriya Naumova

For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…

Machine Learning · Statistics 2017-10-12 Markus Grasmair , Timo Klock , Valeriya Naumova

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…

Numerical Analysis · Mathematics 2020-04-15 Abinash Nayak

We study a regularization framework that combines a convex fidelity term with multiple $\ell_1$-based regularizers, each linked to a distinct linear transform. This multi-penalty model enhances flexibility in promoting structured sparsity.…

Numerical Analysis · Mathematics 2026-02-02 Qianru Liu , Rui Wang , Yuesheng Xu

Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…

Computer Vision and Pattern Recognition · Computer Science 2015-03-18 Dai-Qiang Chen , Li-Zhi Cheng

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding…

Machine Learning · Computer Science 2015-06-15 Ivan W. Selesnick , Ilker Bayram

This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

Statistics Theory · Mathematics 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

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…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

In a plethora of applications dealing with inverse problems, e.g. in image processing, social networks, compressive sensing, biological data processing etc., the signal of interest is known to be structured in several ways at the same time.…

Computer Vision and Pattern Recognition · Computer Science 2016-08-24 Paris Giampouras , Konstantinos Themelis , Athanasios Rontogiannis , Konstantinos Koutroumbas

We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized sparsity promoting functional. The algorithm is based on the…

Numerical Analysis · Mathematics 2016-12-30 Sergey Voronin , Ingrid Daubechies

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Registration of multivariate functional data involves handling of both cross-component and cross-observation phase variations. Allowing for the two phase variations to be modelled as general diffeomorphic time warpings, in this work we…

Methodology · Statistics 2022-07-25 Xiaohan Guo , Sebastian Kurtek , Karthik Bharath

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Computation · Statistics 2020-12-16 Sander Devriendt , Katrien Antonio , Tom Reynkens , Roel Verbelen

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

We introduce a general framework for the reconstruction of periodic multivariate functions from finitely many and possibly noisy linear measurements. The reconstruction task is formulated as a penalized convex optimization problem, taking…

Optimization and Control · Mathematics 2020-12-02 Julien Fageot , Matthieu Simeoni

In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…

Machine Learning · Statistics 2017-03-30 Jean Feng , Noah Simon
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