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Motivated by modern regression applications, in this paper, we study the convexification of a class of convex optimization problems with indicator variables and combinatorial constraints on the indicators. Unlike most of the previous work…

Optimization and Control · Mathematics 2021-06-17 Linchuan Wei , Andres Gomez , Simge Kucukyavuz

Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…

Optimization and Control · Mathematics 2025-05-30 Tran T. A. Nghia , Huy N. Pham , Nghia V. Vo

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

We study the Regularized A-optimal Design (RAOD) problem, which selects a subset of $k$ experiments to minimize the inverse of the Fisher information matrix, regularized with a scaled identity matrix. RAOD has broad applications in Bayesian…

Optimization and Control · Mathematics 2025-05-22 Yongchun Li

Deep Neural Networks have achieved remarkable success relying on the developing high computation capability of GPUs and large-scale datasets with increasing network depth and width in image recognition, object detection and many other…

Machine Learning · Computer Science 2020-01-08 E Zhenqian , Gao Weiguo

Sparse regularization such as $\ell_1$ regularization is a quite powerful and widely used strategy for high dimensional learning problems. The effectiveness of sparse regularization has been supported practically and theoretically by…

Machine Learning · Statistics 2018-02-23 Masaaki Takada , Taiji Suzuki , Hironori Fujisawa

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

Sparsity promoting regularization is an important technique for signal reconstruction and several other ill-posed problems. Theoretical investigation typically bases on the assumption that the unknown solution has a sparse representation…

Numerical Analysis · Mathematics 2013-11-11 Jens Flemming , Markus Hegland

The problem of identifying sparse solutions for the link structure and dynamics of an unknown linear, time-invariant network is posed as finding sparse solutions x to Ax=b. If the sensing matrix A satisfies a rank condition, this problem…

Dynamical Systems · Mathematics 2014-11-18 David Hayden , Young Hwan Chang , Jorge Goncalves , Claire Tomlin

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

In modern data analysis, one is frequently faced with statistical inference problems involving massive datasets. Processing such large datasets is usually viewed as a substantial computational challenge. However, if data are a…

Statistics Theory · Mathematics 2015-06-12 Venkat Chandrasekaran , Michael I. Jordan

Clustering high-dimensional data often requires some form of dimensionality reduction, where clustered variables are separated from "noise-looking" variables. We cast this problem as finding a low-dimensional projection of the data which is…

Machine Learning · Statistics 2016-08-30 Nicolas Flammarion , Balamurugan Palaniappan , Francis Bach

In the first part of the series papers, we set out to answer the following question: given specific restrictions on a set of samplers, what kind of signal can be uniquely represented by the corresponding samples attained, as the foundation…

Information Theory · Computer Science 2021-08-25 Hanshen Xiao , Yaowen Zhang , Guoqiang Xiao

Large-scale association analysis between multivariate responses and predictors is of great practical importance, as exemplified by modern business applications including social media marketing and crisis management. Despite the rapid…

Methodology · Statistics 2020-11-18 Zemin Zheng , Yang Li , Jie Wu , Yuchen Wang

In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…

Computation · Statistics 2012-01-18 Hua Zhou , Artin Armagan , David B. Dunson

We aim to compute lifted stationary points of a sparse optimization problem (P0) with complementarity constraints. We define a continuous relaxation problem (Rv) that has the same global minimizers and optimal value with problem (P0).…

Optimization and Control · Mathematics 2022-12-12 Shisen Liu , Xiaojun Chen

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…

Optimization and Control · Mathematics 2021-11-29 Nick Dexter , Hoang Tran , Clayton Webster

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…

Information Theory · Computer Science 2010-03-02 Pablo Sprechmann , Ignacio Ramirez , Guillermo Sapiro , Yonina C. Eldar

Estimating unknown rotations from noisy measurements is an important step in SfM and other 3D vision tasks. Typically, local optimization methods susceptible to returning suboptimal local minima are used to solve the rotation averaging…

Computer Vision and Pattern Recognition · Computer Science 2019-06-17 Matthew Giamou , Filip Maric , Valentin Peretroukhin , Jonathan Kelly

A new statistical model designed for regression analysis with a sparse design matrix is proposed. This new model utilizes the positions of the limited non-zero elements in the design matrix to decompose the regression model into…

Applications · Statistics 2022-01-17 Hsien-Wei Chen