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We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…

Methodology · Statistics 2013-03-18 Kei Hirose , Michio Yamamoto

We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of…

Optimization and Control · Mathematics 2011-02-25 Florian Bugarin , Didier Henrion , Jean-Bernard Lasserre

The sparse linear reconstruction problem is a core problem in signal processing which aims to recover sparse solutions to linear systems. The original problem regularized by the total number of nonzero components (also known as $L_0$…

Optimization and Control · Mathematics 2025-11-19 Yuyuan Ouyang , Kyle Yates

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

Optimization and Control · Mathematics 2016-04-08 Xiaojun Chen , Zhaosong Lu , Ting Kei Pong

We investigate the signal reconstruction performance of sparse linear regression in the presence of noise when piecewise continuous nonconvex penalties are used. Among such penalties, we focus on the SCAD penalty. The contributions of this…

Machine Learning · Statistics 2020-01-08 Tomoyuki Obuchi , Ayaka Sakata

In this paper we propose a second--order method for solving \emph{linear composite sparse optimization problems} consisting of minimizing the sum of a differentiable (possibly nonconvex function) and a nondifferentiable convex term. The…

Optimization and Control · Mathematics 2021-02-15 Pedro Merino , Juan Carlos De Los Reyes

Inspired by several recent developments in regularization theory, optimization, and signal processing, we present and analyze a numerical approach to multi-penalty regularization in spaces of sparsely represented functions. The sparsity…

Numerical Analysis · Mathematics 2014-11-25 Valeriya Naumova , Steffen Peter

Hypergraph matching is a fundamental problem in computer vision. Mathematically speaking, it maximizes a polynomial objective function, subject to assignment constraints. In this paper, we reformulate the hypergraph matching problem as a…

Optimization and Control · Mathematics 2017-11-15 Chunfeng Cui , Qingna Li , Liqun Qi , Hong Yan

The low-rank matrix reconstruction (LRMR) approach is widely used in direction-of-arrival (DOA) estimation. As the rank norm penalty in an LRMR is NP-hard to compute, the nuclear norm (or the trace norm for a positive semidefinite (PSD)…

Information Theory · Computer Science 2017-12-07 Xiaohuan Wu , Wei-Ping Zhu , Jun Yan

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

Methodology · Statistics 2013-11-25 Guang Cheng , Hao Helen Zhang , Zuofeng Shang

In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…

Optimization and Control · Mathematics 2024-12-02 Lahcen El Bourkhissi , Ion Necoara

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

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…

Numerical Analysis · Mathematics 2016-09-21 Markus Grasmair , Valeriya Naumova

We study sparse signal recovery from noisy linear observations using nonconvex log-sum regularization. The log-sum penalty reduces the shrinkage bias of $\ell_1$ regularization and more closely approximates the $\ell_0$ regularization, but…

Information Theory · Computer Science 2026-05-12 Keisuke Morita , Masayuki Ohzeki

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

In [1], the distributed linear-quadratic problem with fixed communication topology (DFT-LQ) and the sparse feedback LQ problem (SF-LQ) are formulated into a nonsmooth and nonconvex optimization problem with affine constraints. Moreover, a…

Optimization and Control · Mathematics 2025-08-14 Lechen Feng , Xun Li , Yuan-Hua Ni

Compared with digital methods, sparse recovery based on spiking neural networks has great advantages like high computational efficiency and low power-consumption. However, current spiking algorithms cannot guarantee more accurate estimates…

Signal Processing · Electrical Eng. & Systems 2020-09-22 Xiang Zhang , Lei Yu , Gang Zheng

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

Sparse approximate solutions to linear equations are classically obtained via L1 norm regularized least squares, but this method often underestimates the true solution. As an alternative to the L1 norm, this paper proposes a class of…

Optimization and Control · Mathematics 2018-03-20 Ivan Selesnick

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

Optimization and Control · Mathematics 2011-10-13 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett