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We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…

Machine Learning · Computer Science 2009-01-22 Francis Bach

We consider sparsity-based techniques for the approximation of high-dimensional functions from random pointwise evaluations. To date, almost all the works published in this field contain some a priori assumptions about the error corrupting…

Numerical Analysis · Mathematics 2019-05-10 Ben Adcock , Anyi Bao , Simone Brugiapaglia

In this paper, we recover sparse signals from their noisy linear measurements by solving nonlinear differential inclusions, which is based on the notion of inverse scale space (ISS) developed in applied mathematics. Our goal here is to…

Statistics Theory · Mathematics 2016-01-22 Stanley Osher , Feng Ruan , Jiechao Xiong , Yuan Yao , Wotao Yin

This paper investigates the theoretical guarantees of L1-analysis regularization when solving linear inverse problems. Most of previous works in the literature have mainly focused on the sparse synthesis prior where the sparsity is measured…

Information Theory · Computer Science 2012-10-03 Samuel Vaiter , Gabriel Peyré , Charles Dossal , Jalal Fadili

We present a detailed analysis of the unconstrained $\ell_1$-weighted LASSO method for recovery of sparse data from its observation by randomly generated matrices, satisfying the Restricted Isometry Property (RIP) with constant $\delta<1$,…

Information Theory · Computer Science 2022-03-16 Simon Foucart , Eitan Tadmor , Ming Zhong

A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…

Machine Learning · Computer Science 2018-08-23 Katsuyuki Hagiwara

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

In this paper, we study sparse spike deconvolution over the space of complex-valued measures when the input measure is a finite sum of Dirac masses. We introduce a modified version of the Beurling Lasso (BLasso), a semi-definite program…

Information Theory · Computer Science 2016-10-21 Claire Boyer , Yohann De Castro , Joseph Salmon

This paper studies well-posedness and parameter sensitivity of the Square Root LASSO (SR-LASSO), an optimization model for recovering sparse solutions to linear inverse problems in finite dimension. An advantage of the SR-LASSO (e.g., over…

Optimization and Control · Mathematics 2024-04-01 Aaron Berk , Simone Brugiapaglia , Tim Hoheisel

The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with…

Information Theory · Computer Science 2020-06-24 Youye Xie , Michael B. Wakin , Gongguo Tang

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…

Methodology · Statistics 2021-09-17 Himel Mallick , Rahim Alhamzawi , Erina Paul , Vladimir Svetnik

Sparse model selection is ubiquitous from linear regression to graphical models where regularization paths, as a family of estimators upon the regularization parameter varying, are computed when the regularization parameter is unknown or…

Machine Learning · Statistics 2018-10-10 Chendi Huang , Yuan Yao

This paper studies sparse spikes deconvolution over the space of measures. We focus our attention to the recovery properties of the support of the measure, i.e. the location of the Dirac masses. For non-degenerate sums of Diracs, we show…

Optimization and Control · Mathematics 2014-09-16 Vincent Duval , Gabriel Peyré

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

Conventional algorithms for sparse signal recovery and sparse representation rely on $l_1$-norm regularized variational methods. However, when applied to the reconstruction of $\textit{sparse images}$, i.e., images where only a few pixels…

Computer Vision and Pattern Recognition · Computer Science 2016-05-09 Sohil Shah , Tom Goldstein , Christoph Studer

Dantzig selector (DS) and LASSO problems have attracted plenty of attention in statistical learning, sparse data recovery and mathematical optimization. In this paper, we provide a theoretical analysis of the sparse recovery stability of…

Statistics Theory · Mathematics 2017-11-13 Yun-Bin Zhao , Duan Li

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

In this paper, we study the support recovery guarantees of underdetermined sparse regression using the $\ell_1$-norm as a regularizer and a non-smooth loss function for data fidelity. More precisely, we focus in detail on the cases of…

Information Theory · Computer Science 2016-11-04 Kévin Degraux , Gabriel Peyré , Jalal M. Fadili , Laurent Jacques

Sparse linear regression (SLR) is a well-studied problem in statistics where one is given a design matrix $X\in\mathbb{R}^{m\times n}$ and a response vector $y=X\theta^*+w$ for a $k$-sparse vector $\theta^*$ (that is, $\|\theta^*\|_0\leq…

Machine Learning · Computer Science 2025-02-06 Aparna Gupte , Neekon Vafa , Vinod Vaikuntanathan

A robust algorithm is proposed to reconstruct the spatial support and the Lam\'e parameters of multiple inclusions in a homogeneous background elastic material using a few measurements of the displacement field over a finite collection of…

Numerical Analysis · Mathematics 2017-02-27 Jaejun Yoo , Younghoon Jung , Mikyoung Lim , Jong Chul Ye , Abdul Wahab