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Related papers: Partial $\ell_1$ optimization in random linear sys…

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In this paper we provide a complementary set of results to those we present in our companion work \cite{Stojnicl1HidParasymldp} regarding the behavior of the so-called partial $\ell_1$ (a variant of the standard $\ell_1$ heuristic often…

Optimization and Control · Mathematics 2016-12-23 Mihailo Stojnic

In this paper we consider box constrained adaptations of $\ell_1$ optimization heuristic when applied for solving random linear systems. These are typically employed when on top of being sparse the systems' solutions are also known to be…

Probability · Mathematics 2016-12-21 Mihailo Stojnic

In this paper we revisit random linear under-determined systems with sparse solutions. We consider $\ell_1$ optimization heuristic known to work very well when used to solve these systems. A collection of fundamental results that relate to…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

In our companion work \cite{Stojnicl1RegPosasymldp} we revisited random under-determined linear systems with sparse solutions. The main emphasis was on the performance analysis of the $\ell_1$ heuristic in the so-called asymptotic regime,…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

Our companion work \cite{Stojnicl1BnBxasymldp} considers random under-determined linear systems with box-constrained sparse solutions and provides an asymptotic analysis of a couple of modified $\ell_1$ heuristics adjusted to handle such…

Optimization and Control · Mathematics 2016-12-21 Mihailo Stojnic

In this paper we look at a particular problem related to under-determined linear systems of equations with sparse solutions. $\ell_1$-minimization is a fairly successful polynomial technique that can in certain statistical scenarios find…

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

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

Recent research indicates that many convex optimization problems with random constraints exhibit a phase transition as the number of constraints increases. For example, this phenomenon emerges in the $\ell_1$ minimization method for…

Information Theory · Computer Science 2014-04-29 Dennis Amelunxen , Martin Lotz , Michael B. McCoy , Joel A. Tropp

In this paper we look at a connection between the $\ell_q,0\leq q\leq 1$, optimization and under-determined linear systems of equations with sparse solutions. The case $q=1$, or in other words $\ell_1$ optimization and its a connection with…

Information Theory · Computer Science 2013-06-19 Mihailo Stojnic

In this paper we revisit under-determined linear systems of equations with sparse solutions. As is well known, these systems are among core mathematical problems of a very popular compressed sensing field. The popularity of the field as…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

In this paper we consider random linear under-determined systems with block-sparse solutions. A standard subvariant of such systems, namely, precisely the same type of systems without additional block structuring requirement, gained a lot…

Optimization and Control · Mathematics 2016-12-21 Mihailo Stojnic

Consider the use of $\ell_{1}/\ell_{\infty}$-regularized regression for joint estimation of a $\pdim \times \numreg$ matrix of regression coefficients. We analyze the high-dimensional scaling of $\ell_1/\ell_\infty$-regularized quadratic…

Statistics Theory · Mathematics 2009-05-12 S. Negahban , M. J. Wainwright

Sufficient conditions characterizing the asymptotic stability and the hybrid $L_1/\ell_1$-gain of linear positive impulsive systems under minimum and range dwell-time constraints are obtained. These conditions are stated as…

Optimization and Control · Mathematics 2018-10-16 Corentin Briat

We study the theoretical limits of the $\ell_0$ (quasi) norm based optimization algorithms when employed for solving classical compressed sensing or sparse regression problems. Considering standard contexts with deterministic signals and…

Machine Learning · Statistics 2024-10-11 Mihailo Stojnic

In our recent work \cite{StojnicCSetam09,StojnicUpper10} we considered solving under-determined systems of linear equations with sparse solutions. In a large dimensional and statistical context we proved results related to performance of a…

Information Theory · Computer Science 2013-04-02 Mihailo Stojnic

Recently, \cite{CRT,DonohoPol} theoretically analyzed the success of a polynomial $\ell_1$-optimization algorithm in solving an under-determined system of linear equations. In a large dimensional and statistical context \cite{CRT,DonohoPol}…

Information Theory · Computer Science 2009-07-22 Mihailo Stojnic

This paper deals with the existence of solutions for an elliptic system of partial differential equations. The solution method is based on the sub- and super-solutions approach. An application to a stochastic control problem is presented.…

Analysis of PDEs · Mathematics 2020-01-01 Dragos-Patru Covei , Traian A. Pirvu

In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…

Optimization and Control · Mathematics 2020-07-10 El Hassene Osmani , Mounir Haddou , Naceurdine Bensalem

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu
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