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We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…

Machine Learning · Statistics 2016-11-08 Brian R. Gaines , Hua Zhou

Sparse representations with learned dictionaries have been successful in several image analysis applications. In this paper, we propose and analyze the framework of ensemble sparse models, and demonstrate their utility in image restoration…

Computer Vision and Pattern Recognition · Computer Science 2013-02-28 Karthikeyan Natesan Ramamurthy , Jayaraman J. Thiagarajan , Prasanna Sattigeri , Andreas Spanias

Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…

Optimization and Control · Mathematics 2022-11-01 Rahul Mazumder , Haoyue Wang

Many problems in signal processing require finding sparse solutions to under-determined, or ill-conditioned, linear systems of equations. When dealing with real-world data, the presence of outliers and impulsive noise must also be accounted…

Statistics Theory · Mathematics 2017-05-08 Jasin Machkour , Michael Muma , Bastian Alt , Abdelhak M. Zoubir

Sparse regularization such as $\ell_1$ regularization is a quite powerful and widely used strategy for high dimensional learning problems. The effectiveness of sparse regularization has been supported practically and theoretically by…

Machine Learning · Statistics 2018-02-23 Masaaki Takada , Taiji Suzuki , Hironori Fujisawa

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…

Methodology · Statistics 2021-09-17 Himel Mallick , Rahim Alhamzawi , Erina Paul , Vladimir Svetnik

This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…

Methodology · Statistics 2023-11-27 Ying Jin , Dominik Rothenhäusler

In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

Machine Learning · Statistics 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

In this paper we look at a well known linear inverse problem that is one of the mathematical cornerstones of the compressed sensing field. In seminal works \cite{CRT,DOnoho06CS} $\ell_1$ optimization and its success when used for recovering…

Information Theory · Computer Science 2015-07-17 Mihailo Stojnic

This work deals with the ill-posed inverse problem of reconstructing a function $f$ given implicitly as the solution of $g = Af$, where $A$ is a compact linear operator with unknown singular values and known eigenfunctions. We observe the…

Statistics Theory · Mathematics 2013-02-28 Jan Johannes , Maik Schwarz

We develop a fast and robust algorithm for solving large scale convex composite optimization models with an emphasis on the $\ell_1$-regularized least squares regression (Lasso) problems. Despite the fact that there exist a large number of…

Optimization and Control · Mathematics 2017-05-04 Xudong Li , Defeng Sun , Kim-Chuan Toh

We analyze the performance of the least absolute shrinkage and selection operator (Lasso) for the linear model when the number of regressors $N$ grows larger keeping the true support size $d$ finite, i.e., the ultra-sparse case. The result…

Disordered Systems and Neural Networks · Physics 2023-02-28 Koki Okajima , Xiangming Meng , Takashi Takahashi , Yoshiyuki Kabashima

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…

Statistics Theory · Mathematics 2023-06-01 Angelina Roche

This paper proposes a new approach for solving ill-posed nonlinear inverse problems. For ease of explanation of the proposed approach, we use the example of lung electrical impedance tomography (EIT), which is known to be a nonlinear and…

Numerical Analysis · Mathematics 2019-08-01 Jin Keun Seo , Kang Cheol Kim , Ariungerel Jargal , Kyounghun Lee , Bastian Harrach

A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the…

Numerical Analysis · Computer Science 2010-09-03 Adam C. Zelinski , Vivek K Goyal , Elfar Adalsteinsson

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

The lasso is a popular tool for sparse linear regression, especially for problems in which the number of variables p exceeds the number of observations n. But when p>n, the lasso criterion is not strictly convex, and hence it may not have a…

Statistics Theory · Mathematics 2012-11-06 Ryan J. Tibshirani

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by noise. A proper data fidelity term (log-likelihood) is introduced to reflect the statistics of the noise (e.g. Gaussian,…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Recent diffusion models provide a promising zero-shot solution to noisy linear inverse problems without retraining for specific inverse problems. In this paper, we reveal that recent methods can be uniformly interpreted as employing a…

Computer Vision and Pattern Recognition · Computer Science 2024-06-04 Xinyu Peng , Ziyang Zheng , Wenrui Dai , Nuoqian Xiao , Chenglin Li , Junni Zou , Hongkai Xiong