Related papers: Iterative $\ell_1$ minimization for non-convex com…
We propose a new algorithmic framework for constrained compressed sensing models that admit nonconvex sparsity-inducing regularizers including the log-penalty function as objectives, and nonconvex loss functions such as the Cauchy loss…
$\ell_1$ minimization is often used for finding the sparse solutions of an under-determined linear system. In this paper we focus on finding sharp performance bounds on recovering approximately sparse signals using $\ell_1$ minimization,…
Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC…
Radio interferometry has always faced the problem of incomplete sampling of the Fourier plane. A possible remedy can be found in the promising new theory of compressed sensing (CS), which allows for the accurate recovery of sparse signals…
Motivated by the question of optimal functional approximation via compressed sensing, we propose generalizations of the Iterative Hard Thresholding and the Compressive Sampling Matching Pursuit algorithms able to promote sparse in levels…
We analyze an Iteratively Re-weighted Least Squares (IRLS) algorithm for promoting l1-minimization in sparse and compressible vector recovery. We prove its convergence and we estimate its local rate. We show how the algorithm can be…
We consider the problem of imaging sparse scenes from a few noisy data using an $l_1$-minimization approach. This problem can be cast as a linear system of the form $A \, \rho =b$, where $A$ is an $N\times K$ measurement matrix. We assume…
Phase retrieval refers to a classical nonconvex problem of recovering a signal from its Fourier magnitude measurements. Inspired by the compressed sensing technique, signal sparsity is exploited in recent studies of phase retrieval to…
In this work, we consider the problem of recovering analysis-sparse signals from under-sampled measurements when some prior information about the support is available. We incorporate such information in the recovery stage by suitably tuning…
There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations $y = \Phi x$. In many applications, extremely large problem sizes are envisioned, with at least tens of…
Extracting information from nonlinear measurements is a fundamental challenge in data analysis. In this work, we consider separable inverse problems, where the data are modeled as a linear combination of functions that depend nonlinearly on…
Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core…
Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of…
In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…
We propose a compressive sensing algorithm that exploits geometric properties of images to recover images of high quality from few measurements. The image reconstruction is done by iterating the two following steps: 1) estimation of normal…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
An explicit algorithm for the minimization of an $\ell_1$ penalized least squares functional, with non-separable $\ell_1$ term, is proposed. Each step in the iterative algorithm requires four matrix vector multiplications and a single…
Compressed sensing is a recent set of mathematical results showing that sparse signals can be exactly reconstructed from a small number of linear measurements. Interestingly, for ideal sparse signals with no measurement noise, random…
The theory of Compressed Sensing, the emerging sampling paradigm 'that goes against the common wisdom', asserts that 'one can recover signals in Rn from far fewer samples or measurements, if the signal has a sparse representation in some…
This paper is intended to solve the nonconvex $\ell_{p}$-ball constrained nonlinear optimization problems. An iteratively reweighted method is proposed, which solves a sequence of weighted $\ell_{1}$-ball projection subproblems. At each…