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Quantile regression is studied in combination with a penalty which promotes structured (or group) sparsity. A mixed $\ell_{1,\infty}$-norm on the parameter vector is used to impose structured sparsity on the traditional quantile regression…

Methodology · Statistics 2013-02-26 Vahid Nassiri , Ignace Loris

We propose in this contribution a method for l one regularization in prototype based relevance learning vector quantization (LVQ) for sparse relevance profiles. Sparse relevance profiles in hyperspectral data analysis fade down those…

Machine Learning · Statistics 2013-10-21 Martin Riedel , Marika Kästner , Fabrice Rossi , Thomas Villmann

In this paper, we propose $\ell_p$-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the…

Portfolio Management · Quantitative Finance 2013-12-24 Caihua Chen , Xindan Li , Caleb Tolman , Suyang Wang , Yinyu Ye

Sparsity is a highly desired feature in deep neural networks (DNNs) since it ensures numerical efficiency, improves the interpretability of models (due to the smaller number of relevant features), and robustness. For linear models, it is…

Machine Learning · Computer Science 2024-04-01 Augustina C. Amakor , Konstantin Sonntag , Sebastian Peitz

In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…

Computer Vision and Pattern Recognition · Computer Science 2023-08-11 Iaroslav Koshelev , Stamatios Lefkimmiatis

In electrical impedance tomography the electrical conductivity inside a physical body is computed from electro-static boundary measurements. The focus of this paper is to extend recent result for the 2D problem to 3D. Prior information…

Numerical Analysis · Mathematics 2016-01-20 Henrik Garde , Kim Knudsen

We develop a new statistical model for photographic images, in which the local responses of a bank of linear filters are described as jointly Gaussian, with zero mean and a covariance that varies slowly over spatial position. We optimize…

Computer Vision and Pattern Recognition · Computer Science 2015-03-25 Olivier J. Hénaff , Johannes Ballé , Neil C. Rabinowitz , Eero P. Simoncelli

Sparse optimization has seen its advances in recent decades. For scenarios where the true sparsity is unknown, regularization turns out to be a promising solution. Two popular non-convex regularizations are the so-called $L_0$ norm and…

Optimization and Control · Mathematics 2024-07-08 Shenglong Zhou , Xianchao Xiu , Yingnan Wang , Dingtao Peng

This work considers recovery of signals that are sparse over two bases. For instance, a signal might be sparse in both time and frequency, or a matrix can be low rank and sparse simultaneously. To facilitate recovery, we consider minimizing…

Information Theory · Computer Science 2012-02-17 Samet Oymak , Babak Hassibi

We investigate the reconstruction problem of limited angle tomography. Such problems arise naturally in applications like digital breast tomosynthesis, dental tomography, electron microscopy etc. Since the acquired tomographic data is…

Numerical Analysis · Mathematics 2011-09-05 Jürgen Frikel

We present a novel algorithm that allows us to gain detailed insight into the effects of sparsity in linear and nonlinear optimization, which is of great importance in many scientific areas such as image and signal processing, medical…

Optimization and Control · Mathematics 2021-09-23 Katharina Bieker , Bennet Gebken , Sebastian Peitz

Many regression and classification procedures fit a parameterized function $f(x;w)$ of predictor variables $x$ to data $\{x_{i},y_{i}\}_1^N$ based on some loss criterion $L(y,f)$. Often, regularization is applied to improve accuracy by…

Machine Learning · Computer Science 2021-07-16 Gilmer Valdes , Wilmer Arbelo , Yannet Interian , Jerome H. Friedman

High-dimensional data common in genomics, proteomics, and chemometrics often contains complicated correlation structures. Recently, partial least squares (PLS) and Sparse PLS methods have gained attention in these areas as dimension…

Machine Learning · Statistics 2012-04-19 Genevera I. Allen , Christine Peterson , Marina Vannucci , Mirjana Maletic-Savatic

We propose and analyze an efficient algorithm for solving the joint sparse recovery problem using a new regularization-based method, named orthogonally weighted $\ell_{2,1}$ ($\mathit{ow}\ell_{2,1}$), which is specifically designed to take…

Numerical Analysis · Mathematics 2023-11-22 Armenak Petrosyan , Konstantin Pieper , Hoang Tran

The method of superposition is proposed in combination with a sparse $\ell_1$ optimisation algorithm with the aim of finding a sparse basis to accurately reconstruct the structural vibrations of a radiating object from a set of acoustic…

Computational Physics · Physics 2016-01-20 Nadia M. Abusag , David J. Chappell

Choosing an appropriate regularization term is necessary to obtain a meaningful solution to an ill-posed linear inverse problem contaminated with measurement errors or noise. The $\ell_p$ norm covers a wide range of choices for the…

Numerical Analysis · Mathematics 2020-12-30 Jeffrey Cornelis , Wim Vanroose

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

Optimization and Control · Mathematics 2011-10-13 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

Sparse learning has recently received increasing attention in many areas including machine learning, statistics, and applied mathematics. The mixed-norm regularization based on the L1/Lq norm with q > 1 is attractive in many applications of…

Machine Learning · Computer Science 2010-09-27 Jun Liu , Jieping Ye

We consider the decomposition of a signal over an overcomplete set of vectors. Minimization of the $\ell^1$-norm of the coefficient vector can often retrieve the sparsest solution (so-called "$\ell^1/\ell^0$-equivalence"), a generally…

Computer Vision and Pattern Recognition · Computer Science 2019-01-10 Chelsea Weaver , Naoki Saito

In this paper we show the use of the focal underdetermined system solver to recover sparse empirical quadrature rules for parametrized integrals from existing data, consisting of the values of given parametric functions sampled on a…

Numerical Analysis · Mathematics 2021-06-24 Mattia Manucci , Jose Vicente Aguado , Domenico Borzacchiello