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In this paper, we investigate a group sparse optimization problem via $\ell_{p,q}$ regularization in three aspects: theory, algorithm and application. In the theoretical aspect, by introducing a notion of group restricted eigenvalue…
The purpose of this paper is to prove a uniform convergence rate of the solutions of the $p$-Laplace equation $\Delta_p u = 0$ with Dirichlet boundary conditions to the solution of the infinity-Laplace equation $\Delta_\infty u = 0$ as…
We prove that any solution of a degenerate elliptic PDE is of class $C^1$, provided the inverse of the equation's degeneracy law satisfies an integrability criterium, viz. $\sigma^{-1} \in L^1\left (\frac{1}{\lambda} {\bf d}\lambda\right…
Choosing an appropriate regularization term is necessary to obtain a meaningful solution to an ill-posed linear inverse problem contaminated with measurement errors or noise. The $\ell_p$ norm covers a wide range of choices for the…
In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…
Designing and analyzing optimization methods via continuous-time models expressed as ordinary differential equations (ODEs) is a promising approach for its intuitiveness and simplicity. A key concern, however, is that the convergence rates…
In high-dimensional statistical inference, sparsity regularizations have shown advantages in consistency and convergence rates for coefficient estimation. We consider a generalized version of Sparse-Group Lasso which captures both…
Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic…
In compressed sensing sparse solutions are usually obtained by solving an $\ell^1$-minimization problem. Furthermore, the sparsity of the signal does need not be directly given. In fact, it is sufficient to have a signal that is sparse…
Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…
The success of compressed sensing relies essentially on the ability to efficiently find an approximately sparse solution to an under-determined linear system. In this paper, we developed an efficient algorithm for the sparsity promoting…
Compressed sensing shows that a sparse signal can stably be recovered from incomplete linear measurements. But, in practical applications, some signals have additional structure, where the nonzero elements arise in some blocks. We call such…
In this note, we address the theoretical properties of $\Delta_p$, a class of compressed sensing decoders that rely on $\ell^p$ minimization with 0<p<1 to recover estimates of sparse and compressible signals from incomplete and inaccurate…
Since many years characterization of distribution by linearity of regression of non-adjacent weak records E(W_{i+s}|W_i) = \beta_1 W_i+\beta_0 for discrete observations has been known to be a difficult question. Lopez- Blazquez (2004)…
A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…
We establish an optimal C^{1,\alpha}-regularity for viscosity solutions of degenerate/singular fully nonlinear elliptic equations by finding minimal regularity requirements on the associated operator.
The derivation of second-order ordinary differential equations (ODEs) as continuous-time limits of optimization algorithms has been shown to be an effective tool for the analysis of these algorithms. Additionally, discretizing…
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…
We present a simple and effective algorithm for the problem of \emph{sparse robust linear regression}. In this problem, one would like to estimate a sparse vector $w^* \in \mathbb{R}^n$ from linear measurements corrupted by sparse noise…
We propose two basic assumptions, under which the rate of convergence of the augmented Lagrange method for a class of composite optimization problems is estimated. We analyze the rate of local convergence of the augmented Lagrangian method…