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Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework…

Systems and Control · Computer Science 2013-12-10 Dorsa Sadigh , Henrik Ohlsson , S. Shankar Sastry , Sanjit A. Seshia

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

Sparse canonical correlation analysis (CCA) is a useful statistical tool to detect latent information with sparse structures. However, sparse CCA works only for two datasets, i.e., there are only two views or two distinct objects. To…

Machine Learning · Computer Science 2020-04-24 Jia Cai , Kexin Lv , Junyi Huo , Xiaolin Huang , Jie Yang

Broadband frequency-selective fading channels usually have the inherent sparse nature. By exploiting the sparsity, adaptive sparse channel estimation (ASCE) algorithms, e.g., least mean square with reweighted L1-norm constraint (LMS-RL1)…

Information Theory · Computer Science 2015-04-29 Guan Gui , Li Xu

This paper presents new algorithms to solve the feature-sparsity constrained PCA problem (FSPCA), which performs feature selection and PCA simultaneously. Existing optimization methods for FSPCA require data distribution assumptions and are…

Machine Learning · Computer Science 2019-05-28 Lai Tian , Feiping Nie , Xuelong Li

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Jicheng Li , Pingfan Dai , Jiaofen Li

In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…

Computation · Statistics 2012-01-18 Hua Zhou , Artin Armagan , David B. Dunson

Optimization problems over discrete or quantized variables are very challenging in general due to the combinatorial nature of their search space. Piecewise-affine regularization (PAR) provides a flexible modeling and computational framework…

Machine Learning · Computer Science 2025-08-18 Jianhao Ma , Lin Xiao

A popular robust alternative of the classic principal component analysis (PCA) is the $\ell_1$-norm PCA (L1-PCA), which aims to find a subspace that captures the most variation in a dataset as measured by the $\ell_1$-norm. L1-PCA has shown…

Optimization and Control · Mathematics 2021-07-16 Peng Wang , Huikang Liu , Anthony Man-Cho So

Current sparse neural information retrieval (IR) methods, and to a lesser extent more traditional models such as BM25, do not take into account the document collection and the complex interplay between different term weights when…

Information Retrieval · Computer Science 2025-05-08 Arthur Satouf , Gabriel Ben Zenou , Benjamin Piwowarski , Habiboulaye Amadou Boubacar , Pablo Piantanida

The sparse linear reconstruction problem is a core problem in signal processing which aims to recover sparse solutions to linear systems. The original problem regularized by the total number of nonzero components (also known as $L_0$…

Optimization and Control · Mathematics 2025-11-19 Yuyuan Ouyang , Kyle Yates

The least-absolute shrinkage and selection operator (LASSO) is a regularization technique for estimating sparse signals of interest emerging in various applications and can be efficiently solved via the alternating direction method of…

Information Theory · Computer Science 2022-08-25 Huiyue Yi , Yan Xu , Wuxiong Zhang , Hui Xu

In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…

Machine Learning · Statistics 2020-07-09 Yiping Jiang , Tianshi Chen

We consider the problem of Robust PCA in the fully and partially observed settings. Without corruptions, this is the well-known matrix completion problem. From a statistical standpoint this problem has been recently well-studied, and…

Information Theory · Computer Science 2016-09-20 Xinyang Yi , Dohyung Park , Yudong Chen , Constantine Caramanis

For an ill-posed inverse problem, particularly with incomplete and limited measurement data, regularization is an essential tool for stabilizing the inverse problem. Among various forms of regularization, the lp penalty term provides a…

Numerical Analysis · Mathematics 2021-12-23 Jihun Han , Yoonsang Lee

Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…

Optimization and Control · Mathematics 2023-07-28 Sai Wang , Yi Gong

Inverse imaging problems that are ill-posed can be encountered across multiple domains of science and technology, ranging from medical diagnosis to astronomical studies. To reconstruct images from incomplete and distorted data, it is…

Image and Video Processing · Electrical Eng. & Systems 2023-11-30 Cesar F. Caiafa , Ramiro M. Irastorza

Sparse and outlier-robust Principal Component Analysis (PCA) has been a very active field of research recently. Yet, most existing methods apply PCA to a single dataset whereas multi-source data-i.e. multiple related datasets requiring…

Methodology · Statistics 2026-02-26 Patricia Puchhammer , Ines Wilms , Peter Filzmoser

Deep neural networks perform remarkably well on image classification tasks but remain vulnerable to carefully crafted adversarial perturbations. This work revisits linear dimensionality reduction as a simple, data-adapted defense. We…

Machine Learning · Computer Science 2025-10-08 Killian Steunou , Théo Druilhe , Sigurd Saue

This paper develops a novel Continuous-time Accelerated Proximal Point Algorithm (CAPPA) for $\ell_1$-minimization problems with provable fixed-time convergence guarantees. The problem of $\ell_1$-minimization appears in several contexts,…

Optimization and Control · Mathematics 2020-12-02 Kunal Garg , Mayank Baranwal
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