Related papers: Nonconvex penalties with analytical solutions for …
In the theory of compressed sensing (CS), the sparsity $\|x\|_0$ of the unknown signal $\mathbf{x} \in \mathcal{R}^n$ is of prime importance and the focus of reconstruction algorithms has mainly been either $\|x\|_0$ or its convex…
One-bit compressive sensing has extended the scope of sparse recovery by showing that sparse signals can be accurately reconstructed even when their linear measurements are subject to the extreme quantization scenario of binary…
This paper proposes a new interpretation of sparse penalties such as the elastic-net and the group-lasso. Beyond providing a new viewpoint on these penalization schemes, our approach results in a unified optimization strategy. Our…
We consider a general decomposable convex optimization problem. By using right-hand side allocation technique, it can be transformed into a collection of small dimensional optimization problems. The master problem is a convex non-smooth…
We present a novel algorithm that allows us to gain detailed insight into the effects of sparsity in linear and nonlinear optimization, which is of great importance in many scientific areas such as image and signal processing, medical…
Sparse learning is an important topic in many areas such as machine learning, statistical estimation, signal processing, etc. Recently, there emerges a growing interest on structured sparse learning. In this paper we focus on the…
In this paper, the problem of one-bit compressed sensing (OBCS) is formulated as a problem in probably approximately correct (PAC) learning. It is shown that the Vapnik-Chervonenkis (VC-) dimension of the set of half-spaces in…
Inspired by several real-life applications in audio processing and medical image analysis, where the quantity of interest is generated by several sources to be accurately modeled and separated, as well as by recent advances in…
Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…
This paper studies a formulation of 1-bit Compressed Sensing (CS) problem based on the maximum likelihood estimation framework. In order to solve the problem we apply the recently proposed Gradient Support Pursuit algorithm, with a minor…
The problems of Lasso regression and optimal design of experiments share a critical property: their optimal solutions are typically \emph{sparse}, i.e., only a small fraction of the optimal variables are non-zero. Therefore, the…
We give the first computationally tractable and almost optimal solution to the problem of one-bit compressed sensing, showing how to accurately recover an s-sparse vector x in R^n from the signs of O(s log^2(n/s)) random linear measurements…
We study an extreme scenario in multi-label learning where each training instance is endowed with a single one-bit label out of multiple labels. We formulate this problem as a non-trivial special case of one-bit rank-one matrix sensing and…
In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…
Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a…
Recently, there has been focus on penalized log-likelihood covariance estimation for sparse inverse covariance (precision) matrices. The penalty is responsible for inducing sparsity, and a very common choice is the convex $l_1$ norm.…
We consider a general class of constrained optimization problems with an additional $\ell_0$- sparsity term in the objective function. Based on a recent reformulation of this difficult $\ell_0$-term, we consider a nonsmooth penalty approach…
We reformulate the zero-norm minimization problem as an equivalent mathematical program with equilibrium constraints and establish that its penalty problem, induced by adding the complementarity constraint to the objective, is exact. Then,…
The theory of compressive sensing (CS) suggests that under certain conditions, a sparse signal can be recovered from a small number of linear incoherent measurements. An effective class of reconstruction algorithms involve solving a convex…
Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…