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Finding the sparset solution of an underdetermined system of linear equations $y=Ax$ has attracted considerable attention in recent years. Among a large number of algorithms, iterative thresholding algorithms are recognized as one of the…

Information Theory · Computer Science 2013-10-16 Jinshan Zeng , Shaobo Lin , Zongben Xu

We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…

Machine Learning · Statistics 2023-11-15 Dimitris Bertsimas , Ryan Cory-Wright , Nicholas A. G. Johnson

An algorithmic framework, based on the difference of convex functions algorithm (DCA), is proposed for minimizing a class of concave sparse metrics for compressed sensing problems. The resulting algorithm iterates a sequence of $\ell_1$…

Information Theory · Computer Science 2016-11-02 Penghang Yin , Jack Xin

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

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

Strong gravitational lensing offers a wealth of astrophysical information on the background source it affects, provided the lensed source can be reconstructed as if it was seen in the absence of lensing. In the present work, we illustrate…

Instrumentation and Methods for Astrophysics · Physics 2019-02-27 R. Joseph , F. Courbin , J. -L. Starck , S. Birrer

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Information Theory · Computer Science 2015-06-15 Yuantao Gu , Jian Jin , Shunliang Mei

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

Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true label, and incurs the…

Machine Learning · Computer Science 2020-07-27 Satyen Kale , Zohar Karnin , Tengyuan Liang , Dávid Pál

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

Many problems in classification involve huge numbers of irrelevant features. Model selection reveals the crucial features, reduces the dimensionality of feature space, and improves model interpretation. In the support vector machine…

Methodology · Statistics 2021-10-18 Alfonso Landeros , Kenneth Lange

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

Numerical Analysis · Mathematics 2013-01-01 I. Daubechies , M. Fornasier , I. Loris

This paper studies the problem of recovering a non-negative sparse signal $\x \in \Re^n$ from highly corrupted linear measurements $\y = A\x + \e \in \Re^m$, where $\e$ is an unknown error vector whose nonzero entries may be unbounded.…

Information Theory · Computer Science 2008-09-02 John Wright , Yi Ma

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

Efficient algorithms for the sparse solution of under-determined linear systems $Ax = b$ are known for matrices $A$ satisfying suitable assumptions like the restricted isometry property (RIP). Without such assumptions little is known and…

Machine Learning · Computer Science 2021-01-22 G. Welper

In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state…

Systems and Control · Computer Science 2018-08-28 Salar Fattahi , Somayeh Sojoudi

In this paper we revisit one of the classical problems of compressed sensing. Namely, we consider linear under-determined systems with sparse solutions. A substantial success in mathematical characterization of an $\ell_1$ optimization…

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

In this paper, the sparse sensor placement problem for least-squares estimation is considered, and the previous novel approach of the sparse sensor selection algorithm is extended. The maximization of the determinant of the matrix which…

Signal Processing · Electrical Eng. & Systems 2021-05-18 Yuji Saito , Taku Nonomura , Keigo Yamada , Kumi Nakai , Takayuki Nagata , Keisuke Asai , Yasuo Sasaki , Daisuke Tsubakino

This paper deals with the error processing problem of sparse identification of nonlinear dynamical systems(SINDy) through introducing the $L_\infty$ approximation to take place of the former $L_2$ approximation. The motivation is that the…

Systems and Control · Electrical Eng. & Systems 2022-05-09 Yuqiang Wu

Recent research has focused on weight sparsity in deep neural network training to reduce FLOPs, aiming for improved efficiency (test accuracy w.r.t training FLOPs). However, sparse weight training often compromises accuracy, requiring…

Machine Learning · Computer Science 2024-07-19 Vithursan Thangarasa , Shreyas Saxena , Abhay Gupta , Sean Lie