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We demonstrate a simple greedy algorithm that can reliably recover a d-dimensional vector v from incomplete and inaccurate measurements x. Here our measurement matrix is an N by d matrix with N much smaller than d. Our algorithm,…

Numerical Analysis · Mathematics 2007-12-11 Deanna Needell , Roman Vershynin

It is essential for a robot to be able to detect revisits or loop closures for long-term visual navigation.A key insight explored in this work is that the loop-closing event inherently occurs sparsely, that is, the image currently being…

Robotics · Computer Science 2017-02-01 Yasir Latif , Guoquan Huang , John Leonard , Jose Neira

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

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 $L_1/L_2$ norm ratio arose as a sparseness measure and attracted a considerable amount of attention due to three merits: (i) sharper approximations of $L_0$ compared to the $L_1$; (ii) parameter-free and scale-invariant; (iii) more…

Optimization and Control · Mathematics 2024-01-30 Min Tao , Xiao-Ping Zhang , Zi-Hao Xia

We propose a convex optimization formulation with the nuclear norm and $\ell_1$-norm to find a large approximately rank-one submatrix of a given nonnegative matrix. We develop optimality conditions for the formulation and characterize the…

Optimization and Control · Mathematics 2010-11-09 Xuan Vinh Doan , Stephen A. Vavasis

In this paper, we consider the $L_1/L_2 $ minimization for sparse recovery and study its relationship with the $L_1$-$ \alpha L_2 $ model. Based on this relationship, we propose three numerical algorithms to minimize this ratio model, two…

Numerical Analysis · Mathematics 2020-05-07 Chao Wang , Ming Yan , Yaghoub Rahimi , Yifei Lou

We present several algorithms aimed at constructing sparse and structured sparse (row-sparse) generalized inverses, with application to the efficient computation of least-squares solutions, for inconsistent systems of linear equations, in…

Optimization and Control · Mathematics 2025-07-09 Gabriel Ponte , Marcia Fampa , Jon Lee , Luze Xu

Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for sparse approximation. In this paper we demonstrate that the restricted isometry property (RIP) can be used for a very straightforward analysis of OMP. Our main…

Numerical Analysis · Mathematics 2009-09-02 Mark A. Davenport , Michael B. Wakin

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang

Our aim of this article is to reconstruct a signal from undersampled data in the situation that the signal is sparse in terms of a tight frame. We present a condition, which is independent of the coherence of the tight frame, to guarantee…

Numerical Analysis · Mathematics 2011-05-24 Song Li , Junhong Lin

In the context of compressed sensing (CS), both Subspace Pursuit (SP) and Compressive Sampling Matching Pursuit (CoSaMP) are very important iterative greedy recovery algorithms which could reduce the recovery complexity greatly comparing…

Information Theory · Computer Science 2015-06-17 Chao-Bing Song , Shu-Tao Xia , Xin-ji Liu

The $p$-regularized subproblem (p-RS) is a regularisation technique in computing a Newton-like step for unconstrained optimization, which globally minimizes a local quadratic approximation of the objective function while incorporating with…

Optimization and Control · Mathematics 2018-05-01 Yong Hsia , Ruey-Lin Sheu , Ya-xiang Yuan

This paper investigates the effect of the design matrix on the ability (or inability) to estimate a sparse parameter in linear regression. More specifically, we characterize the optimal rate of estimation when the smallest singular value of…

Statistics Theory · Mathematics 2024-02-02 Reese Pathak , Cong Ma

When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…

Numerical Analysis · Mathematics 2024-08-27 Zhu Xuanru , Lai Jun

In this paper, we study the ratio of the $L_1 $ and $L_2 $ norms, denoted as $L_1/L_2$, to promote sparsity. Due to the non-convexity and non-linearity, there has been little attention to this scale-invariant model. Compared to popular…

Numerical Analysis · Mathematics 2019-08-19 Yaghoub Rahimi , Chao Wang , Hongbo Dong , Yifei Lou

The problem of finding sparse solutions to underdetermined systems of linear equations arises in several applications (e.g. signal and image processing, compressive sensing, statistical inference). A standard tool for dealing with sparse…

Optimization and Control · Mathematics 2016-08-03 Marianna De Santis , Stefano Lucidi , Francesco Rinaldi

We study minimisation problems in $L^\infty$ for general quasiconvex first order functionals, where the class of admissible mappings is constrained by the sublevel sets of another supremal functional and by the zero set of a nonlinear…

Analysis of PDEs · Mathematics 2022-02-25 Ed Clark , Nikos Katzourakis

Sparse PCA (SPCA) is a fundamental model in machine learning and data analytics, which has witnessed a variety of application areas such as finance, manufacturing, biology, healthcare. To select a prespecified-size principal submatrix from…

Machine Learning · Statistics 2020-08-31 Yongchun Li , Weijun Xie

We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…

Data Structures and Algorithms · Computer Science 2016-11-24 Kimon Fountoulakis , Abhisek Kundu , Eugenia-Maria Kontopoulou , Petros Drineas
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