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We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

We target the problem of sparse 3D reconstruction of dynamic objects observed by multiple unsynchronized video cameras with unknown temporal overlap. To this end, we develop a framework to recover the unknown structure without sequencing…

Computer Vision and Pattern Recognition · Computer Science 2016-05-24 Enliang Zheng , Dinghuang Ji , Enrique Dunn , Jan-Michael Frahm

Structured sparsity has recently emerged in statistics, machine learning and signal processing as a promising paradigm for learning in high-dimensional settings. All existing methods for learning under the assumption of structured sparsity…

Machine Learning · Statistics 2015-09-16 Nino Shervashidze , Francis Bach

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics…

Information Theory · Computer Science 2015-07-21 Anastasios Kyrillidis , Luca Baldassarre , Marwa El-Halabi , Quoc Tran-Dinh , Volkan Cevher

Sparse coding and dictionary learning are popular techniques for linear inverse problems such as denoising or inpainting. However in many cases, the measurement process is nonlinear, for example for clipped, quantized or 1-bit measurements.…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley

This paper addresses the problem of sparse phase retrieval, a fundamental inverse problem in applied mathematics, physics, and engineering, where a signal need to be reconstructed using only the magnitude of its transformation while phase…

Machine Learning · Statistics 2025-04-15 The Tien Mai

Dynamical systems are typically governed by a set of linear/nonlinear differential equations. Distilling the analytical form of these equations from very limited data remains intractable in many disciplines such as physics, biology, climate…

Machine Learning · Computer Science 2021-05-18 Fangzheng Sun , Yang Liu , Hao Sun

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness

Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Rupam Kalyan Chakraborty , Geethu Joseph , Chandra R. Murthy

Complex systems in physics, chemistry, and biology that evolve over time with inherent randomness are typically described by stochastic differential equations (SDEs). A fundamental challenge in science and engineering is to determine the…

Machine Learning · Computer Science 2024-10-23 Qunxi Zhu , Bolin Zhao , Jingdong Zhang , Peiyang Li , Wei Lin

In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO)…

Information Theory · Computer Science 2014-10-30 Chao-Kai Wen , Jun Zhang , Kai-Kit Wong , Jung-Chieh Chen , Chau Yuen

Sparse regression has emerged as a popular technique for learning dynamical systems from temporal data, beginning with the SINDy (Sparse Identification of Nonlinear Dynamics) framework proposed by arXiv:1509.03580. Quantifying the…

Methodology · Statistics 2023-08-21 Sara Venkatraman , Sumanta Basu , Martin T. Wells

We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of…

Machine Learning · Computer Science 2010-10-28 Laurent El Ghaoui , Vivian Viallon , Tarek Rabbani

This paper investigates a new learning formulation called structured sparsity, which is a natural extension of the standard sparsity concept in statistical learning and compressive sensing. By allowing arbitrary structures on the feature…

Methodology · Statistics 2009-05-05 Junzhou Huang , Tong Zhang , Dimitris Metaxas

Learning identifiable representations and models from low-level observations is helpful for an intelligent spacecraft to complete downstream tasks reliably. For temporal observations, to ensure that the data generating process is provably…

Machine Learning · Computer Science 2024-12-05 Congxi Zhang , Yongchun Xie

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

For compressive sensing of dynamic sparse signals, we develop an iterative pursuit algorithm. A dynamic sparse signal process is characterized by varying sparsity patterns over time/space. For such signals, the developed algorithm is able…

Statistics Theory · Mathematics 2012-10-15 Dave Zachariah , Saikat Chatterjee , Magnus Jansson

Sparse identification of nonlinear dynamics (SINDy) has been widely used to discover the governing equations of a dynamical system from data. It uses sparse regression techniques to identify parsimonious models of unknown systems from a…

Methodology · Statistics 2026-04-07 Kairui Ding

Data-driven discovery of model equations is a powerful approach for understanding the behavior of dynamical systems in many scientific fields. In particular, the ability to learn mathematical models from data would benefit systems biology,…

Machine Learning · Computer Science 2025-11-04 G. Pillonetto , A. Giaretta , A. Aravkin , M. Bisiacco , T. Elston
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