English
Related papers

Related papers: Using the LASSO's Dual for Regularization in Spars…

200 papers

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

Optimization and Control · Mathematics 2014-02-11 Zhiwei Qin , Donald Goldfarb

In traditional compressed sensing theory, the dictionary matrix is given a priori, whereas in real applications this matrix suffers from random noise and fluctuations. In this paper we consider a signal model where each column in the…

Information Theory · Computer Science 2015-06-17 Zhao Tan , Peng Yang , Arye Nehorai

The use of generalized LASSO is a common technique for recovery of structured high-dimensional signals. Each generalized LASSO program has a governing parameter whose optimal value depends on properties of the data. At this optimal value,…

Information Theory · Computer Science 2022-08-25 Aaron Berk , Yaniv Plan , Özgür Yilmaz

The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…

Statistics Theory · Mathematics 2009-03-02 Nicolai Meinshausen , Bin Yu

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

In this work, we explore the problems of detecting the number of narrow-band, far-field targets and estimating their corresponding directions from single snapshot measurements. The principles of sparse signal recovery (SSR) are used for the…

Applications · Statistics 2017-05-23 Rakshith Jagannath

We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Statistics Theory · Mathematics 2022-05-10 T. Tony Cai , Anru R. Zhang , Yuchen Zhou

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

The Lasso is a computationally efficient regression regularization procedure that can produce sparse estimators when the number of predictors (p) is large. Oracle inequalities provide probability loss bounds for the Lasso estimator at a…

Machine Learning · Statistics 2017-07-21 Cheryl J. Flynn , Clifford M. Hurvich , Jeffrey S. Simonoff

We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Statistics Theory · Mathematics 2016-11-17 D. Motamedvaziri , M. H. Rohban , V. Saligrama

$L_1$ regularization is used for finding sparse solutions to an underdetermined linear system. As sparse signals are widely expected in remote sensing, this type of regularization scheme and its extensions have been widely employed in many…

Image and Video Processing · Electrical Eng. & Systems 2018-05-07 Yilei Shi , Xiao Xiang Zhu , Wotao Yin , Richard Bamler

High-dimensional predictive models, those with more measurements than observations, require regularization to be well defined, perform well empirically, and possess theoretical guarantees. The amount of regularization, often determined by…

Methodology · Statistics 2019-07-16 Darren Homrighausen , Daniel J. McDonald

Recovering complex-valued image recovery from noisy indirect data is important in applications such as ultrasound imaging and synthetic aperture radar. While there are many effective algorithms to recover point estimates of the magnitude,…

Numerical Analysis · Mathematics 2024-03-26 Dylan Green , Jonathan Lindbloom , Anne Gelb

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…

Information Theory · Computer Science 2010-03-02 Pablo Sprechmann , Ignacio Ramirez , Guillermo Sapiro , Yonina C. Eldar

Various compositions of sparsely polarized antenna arrays are proposed in this paper to estimate the direction-of-arrivals (DOAs) and polarizations of multiple coherent sources. These polarized antenna arrays are composed of one of the…

Instrumentation and Detectors · Physics 2014-05-21 Xin Yuan

We apply classical and Bayesian lasso regularizations to a family of models with the presence of mixture and process variables. We analyse the performance of these estimates with respect to ordinary least squares estimators by a simulation…

We present a novel framework for the reconstruction of 1D composite signals assumed to be a mixture of two additive components, one sparse and the other smooth, given a finite number of linear measurements. We formulate the reconstruction…

Signal Processing · Electrical Eng. & Systems 2021-03-25 Thomas Debarre , Shayan Aziznejad , Michael Unser