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The cosparse analysis model has been introduced recently as an interesting alternative to the standard sparse synthesis approach. A prominent question brought up by this new construction is the analysis pursuit problem -- the need to find a…

Functional Analysis · Mathematics 2014-01-06 Raja Giryes , Sangnam Nam , Michael Elad , Rémi Gribonval , Mike E. Davies

This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…

Optimization and Control · Mathematics 2020-06-19 Lijun Ding , Alp Yurtsever , Volkan Cevher , Joel A. Tropp , Madeleine Udell

We investigate the problem of reconstructing sparse multivariate trigonometric polynomials from few randomly taken samples by Basis Pursuit and greedy algorithms such as Orthogonal Matching Pursuit (OMP) and Thresholding. While recovery by…

Classical Analysis and ODEs · Mathematics 2007-05-23 Stefan Kunis , Holger Rauhut

Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…

Machine Learning · Statistics 2026-05-13 Jin Zhu , Junxian Zhu , Zezhi Wang , Borui Tang , Hongmei Lin , Xueqin Wang

This paper presents a new analysis for the orthogonal matching pursuit (OMP) algorithm. It is shown that if the restricted isometry property (RIP) is satisfied at sparsity level $O(\bar{k})$, then OMP can recover a $\bar{k}$-sparse signal…

Information Theory · Computer Science 2011-06-06 Tong Zhang

The problem of finding the sparsest solution to a linear underdetermined system of equations, often appearing, e.g., in data analysis, optimal control, system identification, or sensor selection problems, is considered. This non-convex…

Optimization and Control · Mathematics 2026-03-17 Maya V. Marmary , Christian Grussler

Compressive Sensing (CS) is a new paradigm for the efficient acquisition of signals that have sparse representation in a certain domain. Traditionally, CS has provided numerous methods for signal recovery over an orthonormal basis. However,…

Information Theory · Computer Science 2019-05-08 Jianchen Zhu , Shengjie Zhao , Qingjiang Shi , Gonzalo R. Arce

Instance sparsification is well-known in the world of exact computation since it is very closely linked to the Exponential Time Hypothesis. In this paper, we extend the concept of sparsification in order to capture subexponential time…

Computational Complexity · Computer Science 2014-02-17 Edouard Bonnet , Vangelis Th. Paschos

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…

Optimization and Control · Mathematics 2019-10-25 Feng Guo , Xiaoxia Sun

The Orthogonal Matching Pursuit (OMP) for compressed sensing iterates over a scheme of support augmentation and signal estimation. We present two novel matching pursuit algorithms with intrinsic regularization of the signal estimation step…

Information Theory · Computer Science 2019-02-22 Robert Seidel

A reliable support detection is essential for a greedy algorithm to reconstruct a sparse signal accurately from compressed and noisy measurements. This paper proposes a novel support detection method for greedy algorithms, which is referred…

Information Theory · Computer Science 2016-08-24 Namyoon Lee

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

There have been many matching pursuit algorithms (MPAs) which handle the sparse signal recovery problem a.k.a. compressed sensing (CS). In the MPAs, the correlation computation step has a dominant computational complexity. In this letter,…

Information Theory · Computer Science 2012-05-21 Kee-Hoon Kim , Hosung Park , Seokbeom Hong , Jong-Seon No , Habong Chung

The convolutional sparse model has recently gained increasing attention in the signal and image processing communities, and several methods have been proposed for solving the pursuit problem emerging from it -- in particular its convex…

Information Theory · Computer Science 2017-02-23 Vardan Papyan , Jeremias Sulam , Michael Elad

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

Statistics Theory · Mathematics 2015-06-05 Ahmed A. Quadeer , Tareq Y. Al-Naffouri

Cooperative Greedy Pursuit Strategies are considered for approximating a signal partition subjected to a global constraint on sparsity. The approach aims at producing a high quality sparse approximation of the whole signal, using highly…

Data Structures and Algorithms · Computer Science 2015-12-15 Laura Rebollo-Neira

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

This paper deals with the design of a sensing matrix along with a sparse recovery algorithm by utilizing the probability-based prior information for compressed sensing system. With the knowledge of the probability for each atom of the…

Machine Learning · Computer Science 2019-10-29 Q. Jiang , S. Li , Z. Zhu , H. Bai , X. He , R. C. de Lamare

In this paper, we propose a new orthogonal matching pursuit algorithm called quasi-OMP algorithm which greatly enhances the performance of classical orthogonal matching pursuit (OMP) algorithm, at some cost of computational complexity. We…

Numerical Analysis · Mathematics 2020-07-21 Ming-Jun Lai , Zhaiming Shen
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