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Indicator functions of taking values of zero or one are essential to numerous applications in machine learning and statistics. The corresponding primal optimization model has been researched in several recent works. However, its dual…

Optimization and Control · Mathematics 2025-06-11 Penghe Zhang , Naihua Xiu , Houduo Qi

This paper has two main goals: (a) establish several statistical properties---consistency, asymptotic distributions, and convergence rates---of stationary solutions and values of a class of coupled nonconvex and nonsmoothempirical risk…

Statistics Theory · Mathematics 2019-10-08 Zhengling Qi , Ying Cui , Yufeng Liu , Jong-Shi Pang

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…

Information Theory · Computer Science 2015-05-30 Zai Yang , Cishen Zhang , Jun Deng , Wenmiao Lu

Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…

Methodology · Statistics 2023-06-13 Sunpeng Duan , Guo Yu , Juntao Duan , Yuedong Wang

In many applications we seek to recover signals from linear measurements far fewer than the ambient dimension, given the signals have exploitable structures such as sparse vectors or low rank matrices. In this paper we work in a general…

Information Theory · Computer Science 2023-11-14 Xuemei Chen

Sparse feature selection has been demonstrated to be effective in handling high-dimensional data. While promising, most of the existing works use convex methods, which may be suboptimal in terms of the accuracy of feature selection and…

Machine Learning · Computer Science 2013-01-22 Shuo Xiang , Xiaotong Shen , Jieping Ye

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics…

Machine Learning · Statistics 2018-04-18 Lorenzo Boninsegna , Feliks Nüske , Cecilia Clementi

Most compressed sensing algorithms do not account for the effect of saturation in noisy compressed measurements, though saturation is an important consequence of the limited dynamic range of existing sensors. The few algorithms that handle…

Machine Learning · Computer Science 2021-02-09 Shuvayan Banerjee , Radhe Srivastava , Ajit Rajwade

In this work, we address three non-convex optimization problems associated with the training of shallow neural networks (NNs) for exact and approximate representation, as well as for regression tasks. Through a mean-field approach, we…

Machine Learning · Computer Science 2025-04-04 Kang Liu , Enrique Zuazua

The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…

Optimization and Control · Mathematics 2022-08-26 Victor Magron , Jie Wang

Compressed Sensing refers to extracting a low-dimensional structured signal of interest from its incomplete random linear observations. A line of recent work has studied that, with the extra prior information about the signal, one can…

Information Theory · Computer Science 2017-04-19 Sajad Daei , Farzan Haddadi

In this paper we initiate the study of whether or not sparse estimation tasks can be performed efficiently in high dimensions, in the robust setting where an $\eps$-fraction of samples are corrupted adversarially. We study the natural…

Machine Learning · Computer Science 2017-03-02 Jerry Li

The need of reconstructing discrete-valued sparse signals from few measurements, that is solving an undetermined system of linear equations, appears frequently in science and engineering. Whereas classical compressed sensing algorithms do…

Optimization and Control · Mathematics 2016-09-30 Sandra Keiper , Gitta Kutyniok , Dae Gwan Lee , Götz E. Pfander

In high-dimensional linear regression, the goal pursued here is to estimate an unknown regression function using linear combinations of a suitable set of covariates. One of the key assumptions for the success of any statistical procedure in…

Statistics Theory · Mathematics 2015-03-13 Philippe Rigollet , Alexandre Tsybakov

This paper develops new theory and algorithms to recover signals that are approximately sparse in some general dictionary (i.e., a basis, frame, or over-/incomplete matrix) but corrupted by a combination of interference having a sparse…

Information Theory · Computer Science 2013-09-06 Christoph Studer , Richard G. Baraniuk

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Statistical Mechanics · Physics 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

We propose a convex and fast signal reconstruction method for block sparsity under arbitrary linear transform with unknown block structure. The proposed method is a generalization of the similar existing method and can reconstruct signals…

Machine Learning · Computer Science 2024-02-14 Takanobu Furuhashi , Hidekata Hontani , Tatsuya Yokota

Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-smooth non-convex problem. In this paper, we investigate the dual forms of…

Machine Learning · Computer Science 2024-12-31 Shaogang Ren , Xiaoning Qian

In the past decade, sparse and low-rank recovery have drawn much attention in many areas such as signal/image processing, statistics, bioinformatics and machine learning. To achieve sparsity and/or low-rankness inducing, the $\ell_1$ norm…

Information Theory · Computer Science 2019-06-07 Fei Wen , Lei Chu , Peilin Liu , Robert C. Qiu

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
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