Related papers: Injectivity and weak*-to-weak continuity suffice f…
This short note proves the $\ell_2-\ell_1$ instance optimality of a $\ell_1/\ell_1$ solver, i.e a variant of \emph{basis pursuit denoising} with a $\ell_1$ fidelity constraint, when applied to the estimation of sparse (or compressible)…
We consider the rate of convergence of the expected loss of empirically optimal vector quantizers. Earlier results show that the mean-squared expected distortion for any fixed distribution supported on a bounded set and satisfying some…
The sparse optimization problems arise in many areas of science and engineering, such as compressed sensing, image processing, statistical and machine learning. The $\ell_{0}$-minimization problem is one of such optimization problems, which…
SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…
We propose a convex variational principle to find sparse representation of low-lying eigenspace of symmetric matrices. In the context of electronic structure calculation, this corresponds to a sparse density matrix minimization algorithm…
The paper concerns $L^1$- convergence to equilibrium for weak solutions of the spatially homogeneous Boltzmann Equation for soft potentials $(-4\le \gm<0$), with and without angular cutoff. We prove the time-averaged $L^1$-convergence to…
We present a detailed analysis of the unconstrained $\ell_1$-weighted LASSO method for recovery of sparse data from its observation by randomly generated matrices, satisfying the Restricted Isometry Property (RIP) with constant $\delta<1$,…
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…
This paper studies $\ell_1$ regularization with high-dimensional features for support vector machines with a built-in reject option (meaning that the decision of classifying an observation can be withheld at a cost lower than that of…
Finding the sparse solution of an underdetermined system of linear equations has many applications, especially, it is used in Compressed Sensing (CS), Sparse Component Analysis (SCA), and sparse decomposition of signals on overcomplete…
This paper deals with Tikhonov regularization for linear and nonlinear ill-posed operator equations with wavelet Besov norm penalties. We focus on $B^0_{p,1}$ penalty terms which yield estimators that are sparse with respect to a wavelet…
In many linear regression problems, including ill-posed inverse problems in image restoration, the data exhibit some sparse structures that can be used to regularize the inversion. To this end, a classical path is to use $\ell_{12}$ block…
We consider median regression and, more generally, a possibly infinite collection of quantile regressions in high-dimensional sparse models. In these models the overall number of regressors $p$ is very large, possibly larger than the sample…
Some continuous optimization methods can be connected to ordinary differential equations (ODEs) by taking continuous limits, and their convergence rates can be explained by the ODEs. However, since such ODEs can achieve any convergence rate…
In our recent work \cite{StojnicCSetam09} we considered solving under-determined systems of linear equations with sparse solutions. In a large dimensional and statistical context we proved that if the number of equations in the system is…
The $\ell_1$-synthesis model and the $\ell_1$-analysis model recover structured signals from their undersampled measurements. The solution of former is a sparse sum of dictionary atoms, and that of the latter makes sparse correlations with…
This paper discusses the incorporation of local sparsity information, e.g. in each pixel of an image, via minimization of the $\ell^{1,\infty}$-norm. We discuss the basic properties of this norm when used as a regularization functional and…
The seminal paper of Daubechies, Defrise, DeMol made clear that $\ell^p$ spaces with $p\in [1,2)$ and $p$-powers of the corresponding norms are appropriate settings for dealing with reconstruction of sparse solutions of ill-posed problems…
In this paper, the continuity of solutions for elliptic equations in divergence form with distributional coefficients is considered. Inspired by the discussion on necessary and sufficient conditions for the form boundedness of elliptic…
In this paper we consider under-determined systems of linear equations that have sparse solutions. This subject attracted enormous amount of interest in recent years primarily due to influential works \cite{CRT,DonohoPol}. In a statistical…