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We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and…

Optimization and Control · Mathematics 2023-01-19 Arthur Marmin , Marc Castella , Jean-Christophe Pesquet , Laurent Duval

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Iterative sketching and sketch-and-precondition are well-established randomized algorithms for solving large-scale, over-determined linear least-squares problems. In this paper, we introduce a new perspective that interprets Iterative…

Numerical Analysis · Mathematics 2024-10-18 Ruihan Xu , Yiping Lu

This paper presents several new algorithms for the regularized reconstruction of a surface from its measured gradient field. By taking a matrix-algebraic approach, we establish general framework for the regularized reconstruction problem…

Numerical Analysis · Mathematics 2013-08-21 Matthew Harker , Paul O'Leary

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2010-04-06 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

Conventional compressed sensing theory assumes signals have sparse representations in a known, finite dictionary. Nevertheless, in many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the…

Information Theory · Computer Science 2014-12-19 Jun Fang , Huiping Duan , Jing Li , Hongbin Li , Rick S. Blum

l1 reweighting algorithms are very popular in sparse signal recovery and compressed sensing, since in the practice they have been observed to outperform classical l1 methods. Nevertheless, the theoretical analysis of their convergence is a…

Machine Learning · Computer Science 2018-12-10 Sophie M. Fosson

We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an…

Information Theory · Computer Science 2012-10-03 Tao Hu , Dmitri B. Chklovskii

Recent developments in Carrillo et al. (2012) and Carrillo et al. (2013) introduced a novel regularization method for compressive imaging in the context of compressed sensing with coherent redundant dictionaries. The approach relies on the…

Information Theory · Computer Science 2013-07-05 Rafael E. Carrillo , Jason D. McEwen , Yves Wiaux

In this paper, we study the problem of image recovery from given partial (corrupted) observations. Recovering an image using a low-rank model has been an active research area in data analysis and machine learning. But often, images are not…

Computer Vision and Pattern Recognition · Computer Science 2020-03-13 Pawan Goyal , Hussam Al Daas , Peter Benner

With the availability of more powerful computers, iterative reconstruction algorithms are the subject of an ongoing work in the design of more efficient reconstruction algorithms for X-ray computed tomography. In this work, we show how two…

Computer Vision and Pattern Recognition · Computer Science 2017-03-14 D. Trinca , Y. Zhong

This paper presents a multilevel algorithm specifically designed for radio-interferometric imaging in astronomy. The proposed algorithm is used to solve the uSARA (unconstrained Sparsity Averaging Reweighting Analysis) formulation of this…

Optimization and Control · Mathematics 2024-03-21 Guillaume Lauga , Audrey Repetti , Elisa Riccietti , Nelly Pustelnik , Paulo Gonçalves , Yves Wiaux

Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…

Numerical Analysis · Mathematics 2025-06-24 Chai Wah Wu , Mark S. Squillante , Vasileios Kalantzis , Lior Horesh

Partial Least Squares (PLS) methods have been heavily exploited to analyse the association between two blocs of data. These powerful approaches can be applied to data sets where the number of variables is greater than the number of…

Machine Learning · Statistics 2017-02-24 Pierre Lafaye de Micheaux , Benoit Liquet , Matthew Sutton

Sparse modeling is one of the efficient techniques for imaging that allows recovering lost information. In this paper, we present a novel iterative phase-retrieval algorithm using a sparse representation of the object amplitude and phase.…

Computer Vision and Pattern Recognition · Computer Science 2011-08-17 Artem Migukin , Vladimir Katkovnik , Jaakko Astola

We consider the inverse scattering problem for sparse scatterers. An image reconstruction algorithm is proposed that is based on a nonlinear generalization of iterative hard thresholding. The convergence and error of the method was analyzed…

Numerical Analysis · Mathematics 2019-03-27 Anna C. Gilbert , Howard W. Levinson , John C. Schotland

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

Analysis based reconstruction has recently been introduced as an alternative to the well-known synthesis sparsity model used in a variety of signal processing areas. In this paper we convert the analysis exact-sparse reconstruction problem…

Information Theory · Computer Science 2016-11-18 Nicolae Cleju , Maria G. Jafari , Mark D. Plumbley

We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to…

Machine Learning · Statistics 2015-03-17 Gui-Bo Ye , Jian-Feng Cai , Xiaohui Xie
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