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This paper considers sparsity in linear regression under the restriction that the regression weights sum to one. We propose an approach that combines $\ell_0$- and $\ell_1$-regularization. We compute its solution by adapting a recent…

Methodology · Statistics 2019-07-11 Nick Koning , Paul Bekker

Nonlinear adaptive filters often show some sparse behavior due to the fact that not all the coefficients are equally useful for the modeling of any nonlinearity. Recently, a class of proportionate algorithms has been proposed for nonlinear…

Signal Processing · Electrical Eng. & Systems 2022-12-16 Danilo Comminiello , Michele Scarpiniti , Simone Scardapane , Luis A. Azpicueta-Ruiz , Aurelio Uncini

This paper addresses signal denoising when large-amplitude coefficients form clusters (groups). The L1-norm and other separable sparsity models do not capture the tendency of coefficients to cluster (group sparsity). This work develops an…

Computer Vision and Pattern Recognition · Computer Science 2017-02-21 Po-Yu Chen , Ivan W. Selesnick

The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…

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

Subspace clustering methods based on $\ell_1$, $\ell_2$ or nuclear norm regularization have become very popular due to their simplicity, theoretical guarantees and empirical success. However, the choice of the regularizer can greatly impact…

Computer Vision and Pattern Recognition · Computer Science 2016-05-09 Chong You , Daniel P. Robinson , Rene Vidal

We consider the general nonlinear optimization problem where the objective function has an additional term defined by the $ \ell_0 $-quasi-norm in order to promote sparsity of a solution. This problem is highly difficult due to its…

Optimization and Control · Mathematics 2023-12-27 Christian Kanzow , Felix Weiß

In sparse optimization, enforcing hard constraints using the $\ell_0$ pseudo-norm offers advantages like controlled sparsity compared to convex relaxations. However, many real-world applications demand not only sparsity constraints but also…

Optimization and Control · Mathematics 2025-06-12 William de Vazelhes , Xiao-Tong Yuan , Bin Gu

Feature selection in learning to rank has recently emerged as a crucial issue. Whereas several preprocessing approaches have been proposed, only a few works have been focused on integrating the feature selection into the learning process.…

Machine Learning · Computer Science 2015-07-03 Léa Laporte , Rémi Flamary , Stephane Canu , Sébastien Déjean , Josiane Mothe

Convex optimization with sparsity-promoting convex regularization is a standard approach for estimating sparse signals in noise. In order to promote sparsity more strongly than convex regularization, it is also standard practice to employ…

Computer Vision and Pattern Recognition · Computer Science 2015-06-17 Po-Yu Chen , Ivan W. Selesnick

In representation learning, Convolutional Sparse Coding (CSC) enables unsupervised learning of features by jointly optimising both an \(\ell_2\)-norm fidelity term and a sparsity enforcing penalty. This work investigates using a…

Image and Video Processing · Electrical Eng. & Systems 2021-07-15 Perla Mayo , Oktay Karakuş , Robin Holmes , Alin Achim

Consider the regularized sparse minimization problem, which involves empirical sums of loss functions for $n$ data points (each of dimension $d$) and a nonconvex sparsity penalty. We prove that finding an…

Optimization and Control · Mathematics 2017-06-20 Yichen Chen , Dongdong Ge , Mengdi Wang , Zizhuo Wang , Yinyu Ye , Hao Yin

We study high-dimensional estimators with the trimmed $\ell_1$ penalty, which leaves the $h$ largest parameter entries penalty-free. While optimization techniques for this nonconvex penalty have been studied, the statistical properties have…

Statistics Theory · Mathematics 2019-05-14 Jihun Yun , Peng Zheng , Eunho Yang , Aurelie Lozano , Aleksandr Aravkin

We investigate the difference between using an $\ell_1$ penalty versus an $\ell_1$ constraint in generalized eigenvalue problems, such as principal component analysis and discriminant analysis. Our main finding is that an $\ell_1$ penalty…

Computation · Statistics 2021-04-01 Irina Gaynanova , James Booth , Martin T. Wells

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

This paper presents a regularization technique incorporating a non-convex and non-smooth term, $\ell_{1}^{2}-\eta\ell_{2}^{2}$, with parameters $0<\eta\leq 1$ designed to address ill-posed linear problems that yield sparse solutions. We…

Optimization and Control · Mathematics 2025-06-16 Long Li , Liang Ding

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…

Functional Analysis · Mathematics 2025-10-20 Ingrid Daubechies , Michel Defrise , Christine De Mol

Sparsity plays a central role in recent developments in signal processing, linear algebra, statistics, optimization, and other fields. In these developments, sparsity is promoted through the addition of an $L^1$ norm (or related quantity)…

Analysis of PDEs · Mathematics 2014-08-04 Russel E. Caflisch , Stanley J. Osher , Hayden Schaeffer , Giang Tran

Sparse learning has recently received increasing attention in many areas including machine learning, statistics, and applied mathematics. The mixed-norm regularization based on the l1q norm with q>1 is attractive in many applications of…

Machine Learning · Computer Science 2013-07-17 Jie Wang , Jun Liu , Jieping Ye

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…

Optimization and Control · Mathematics 2019-04-23 Jialiang Xu , Yun-Bin Zhao

We consider the group lasso penalty for the linear model. We note that the standard algorithm for solving the problem assumes that the model matrices in each group are orthonormal. Here we consider a more general penalty that blends the…

Statistics Theory · Mathematics 2010-01-06 J. Friedman , T. Hastie , R. Tibshirani