Related papers: Sparsest Error Detection via Sparsity Invariant Tr…

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…

We propose a sparse regularization model for inversion of incomplete Fourier transforms and apply it to seismic wavefield modeling. The objective function of the proposed model employs the Moreau envelope of the $\ell_0$ norm under a tight…

In this paper, the recursive least squares (RLS) algorithm is considered in the sparse system identification setting. The cost function of RLS algorithm is regularized by a $p$-norm-like ($0 \leq p \leq 1$) constraint of the estimated…

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…

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

We develop new stochastic gradient methods for efficiently solving sparse linear regression in a partial attribute observation setting, where learners are only allowed to observe a fixed number of actively chosen attributes per example at…

We conducted an extensive computational experiment, lasting multiple CPU-years, to optimally select parameters for two important classes of algorithms for finding sparse solutions of underdetermined systems of linear equations. We make the…

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

In the context of sparse recovery, it is known that most of existing regularizers such as $\ell_1$ suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class…

The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…

The most widely used form of convolutional sparse coding uses an $\ell_1$ regularization term. While this approach has been successful in a variety of applications, a limitation of the $\ell_1$ penalty is that it is homogeneous across the…

The sparse signal recovery in the standard compressed sensing (CS) problem requires that the sensing matrix be known a priori. Such an ideal assumption may not be met in practical applications where various errors and fluctuations exist in…

This paper introduces a novel approach to learning sparsity-promoting regularizers for solving linear inverse problems. We develop a bilevel optimization framework to select an optimal synthesis operator, denoted as $B$, which regularizes…

It is well-known that saturated output observations are prevalent in various practical systems and that the $\ell_1$-norm is more robust than the $\ell_2$-norm-based parameter estimation. Unfortunately, adaptive identification based on both…

We propose a new pivot selection technique for symmetric indefinite factorization of sparse matrices. Such factorization should maintain both sparsity and numerical stability of the factors, both of which depend solely on the choices of the…

We present a novel statistically-based discretization paradigm and derive a class of maximum a posteriori (MAP) estimators for solving ill-conditioned linear inverse problems. We are guided by the theory of sparse stochastic processes,…

We present a framework which incorporates three aspects of the estimation problem, namely, sparse sensor configuration, optimal precision, and robustness in the presence of model uncertainty. The problem is formulated in the…

The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…

Regularized methods have been widely applied to system identification problems without known model structures. This paper proposes an infinite-dimensional sparse learning algorithm based on atomic norm regularization. Atomic norm…

This paper considers sparsity in linear regression under the restriction that the regression weights sum to one. We propose an approach that combines $\ell_0$- and $\ell_1$-regularization. We compute its solution by adapting a recent…