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We discuss two new methods of recovery of sparse signals from noisy observation based on $\ell_1$- minimization. They are closely related to the well-known techniques such as Lasso and Dantzig Selector. However, these estimators come with…

Statistics Theory · Mathematics 2014-04-11 Anatoli Iouditski , Arkadii S. Nemirovski

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

Motivated by $\ell_p$-optimization arising from sparse optimization, high dimensional data analytics and statistics, this paper studies sparse properties of a wide range of $p$-norm based optimization problems with $p > 1$, including…

Optimization and Control · Mathematics 2017-08-22 Jinglai Shen , Seyedahmad Mousavi

Given an unknown signal $\mathbf{x}_0\in\mathbb{R}^n$ and linear noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\sigma\mathbf{v}\in\mathbb{R}^m$, the generalized $\ell_2^2$-LASSO solves…

Statistics Theory · Mathematics 2015-02-24 Christos Thrampoulidis , Ashkan Panahi , Babak Hassibi

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

We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative…

Optimization and Control · Mathematics 2012-03-15 Lin Xiao , Tong Zhang

In this note, we address the theoretical properties of $\Delta_p$, a class of compressed sensing decoders that rely on $\ell^p$ minimization with 0<p<1 to recover estimates of sparse and compressible signals from incomplete and inaccurate…

Information Theory · Computer Science 2009-08-10 Rayan Saab , Ozgur Yilmaz

We address the numerical solution of minimal norm residuals of {\it nonlinear} equations in finite dimensions. We take inspiration from the problem of finding a sparse vector solution by using greedy algorithms based on iterative residual…

Numerical Analysis · Mathematics 2015-04-28 Juliane Sigl

In this paper, we bring together two trends that have recently emerged in sparse signal recovery: the problem of sparse signals that stem from finite alphabets and the techniques that introduce concave penalties. Specifically, we show that…

Optimization and Control · Mathematics 2018-12-04 Sophie M. Fosson

The $\ell_p$ linear regression problem is to minimize $f(x)=||Ax-b||_p$ over $x\in\mathbb{R}^d$, where $A\in\mathbb{R}^{n\times d}$, $b\in \mathbb{R}^n$, and $p>0$. To avoid overfitting and bound $||x||_2$, the constrained $\ell_p$…

Machine Learning · Computer Science 2019-02-28 Ibrahim Jubran , David Cohn , Dan Feldman

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…

Information Theory · Computer Science 2015-05-30 Zai Yang , Cishen Zhang , Jun Deng , Wenmiao Lu

We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…

Information Theory · Computer Science 2015-05-27 Tomer Michaeli , Daniel Sigalov , Yonina C. Eldar

A classical problem that arises in numerous signal processing applications asks for the reconstruction of an unknown, $k$-sparse signal $x_0\in R^n$ from underdetermined, noisy, linear measurements $y=Ax_0+z\in R^m$. One standard approach…

Statistics Theory · Mathematics 2015-02-18 Christos Thrampoulidis , Ashkan Panahi , Daniel Guo , Babak Hassibi

The sparse linear reconstruction problem is a core problem in signal processing which aims to recover sparse solutions to linear systems. The original problem regularized by the total number of nonzero components (also known as $L_0$…

Optimization and Control · Mathematics 2025-11-19 Yuyuan Ouyang , Kyle Yates

It is well-known that the noise associated with the collection of an astronomical image by a CCD camera is, in large part, Poissonian. One would expect, therefore, that computational approaches that incorporate this a priori information…

Astrophysics · Physics 2009-11-10 R. Vio , J. Bardsley , W. Wamsteker

We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…

Numerical Analysis · Mathematics 2018-02-28 Christian Kümmerle , Juliane Sigl

The $\ell_1$ norm is the tight convex relaxation for the $\ell_0$ "norm" and has been successfully applied for recovering sparse signals. For problems with fewer samplings, one needs to enhance the sparsity by nonconvex penalties such as…

Optimization and Control · Mathematics 2016-01-05 Xiaolin Huang , Lei Shi , Ming Yan

Recovery error bounds of tail-minimization and the rate of convergence of an efficient proximal alternating algorithm for sparse signal recovery are considered in this article. Tail-minimization focuses on minimizing the energy in the…

Information Theory · Computer Science 2025-01-28 Meng Huang , Shidong Li

Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…

Systems and Control · Electrical Eng. & Systems 2020-03-10 Nursefa Zengin , Baris Fidan

We study the problem of recovering sparse signals from compressed linear measurements. This problem, often referred to as sparse recovery or sparse reconstruction, has generated a great deal of interest in recent years. To recover the…

Methodology · Statistics 2016-01-01 Jian Wang , Ping Li