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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

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Methodology · Statistics 2022-08-19 Nan Zhang , Muye Nanshan , Jiguo Cao

This article considers constrained $\ell_1$ minimization methods for the recovery of high dimensional sparse signals in three settings: noiseless, bounded error and Gaussian noise. A unified and elementary treatment is given in these noise…

Machine Learning · Computer Science 2008-05-05 T. Tony Cai , Guangwu Xu , Jun Zhang

We discuss a strategy of sparse approximation that is based on the use of an overcomplete basis, and evaluate its performance when a random matrix is used as this basis. A small combination of basis vectors is chosen from a given…

Information Theory · Computer Science 2016-06-29 Yoshinori Nakanishi-Ohno , Tomoyuki Obuchi , Masato Okada , Yoshiyuki Kabashima

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 this paper, we discuss the statistical properties of the $\ell_q$ optimization methods $(0<q\leq 1)$, including the $\ell_q$ minimization method and the $\ell_q$ regularization method, for estimating a sparse parameter from noisy…

Machine Learning · Statistics 2019-11-14 Xin Li , Yaohua Hu , Chong Li , Xiaoqi Yang , Tianzi Jiang

Sparsity plays a central role in recent developments in signal processing, linear algebra, statistics, optimization, and other fields. In these developments, sparsity is promoted through the addition of an $L^1$ norm (or related quantity)…

Analysis of PDEs · Mathematics 2014-08-04 Russel E. Caflisch , Stanley J. Osher , Hayden Schaeffer , Giang Tran

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

Compressed sensing with sparse frame representations is seen to have much greater range of practical applications than that with orthonormal bases. In such settings, one approach to recover the signal is known as $\ell_1$-analysis. We…

Information Theory · Computer Science 2015-03-19 Yulong Liu , Tiebin Mi , Shidong Li

We consider the general nonlinear optimization problem where the objective function has an additional term defined by the $ \ell_0 $-quasi-norm in order to promote sparsity of a solution. This problem is highly difficult due to its…

Optimization and Control · Mathematics 2023-12-27 Christian Kanzow , Felix Weiß

This work addresses the recovery and demixing problem of signals that are sparse in some general dictionary. Involved applications include source separation, image inpainting, super-resolution, and restoration of signals corrupted by…

Information Theory · Computer Science 2017-03-24 Fei Wen , Lasith Adhikari , Ling Pei , Roummel F. Marcia , Peilin Liu , Robert C. Qiu

For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…

Machine Learning · Statistics 2017-10-12 Markus Grasmair , Timo Klock , Valeriya Naumova

In recent years, the use of sparse recovery techniques in the approximation of high-dimensional functions has garnered increasing interest. In this work we present a survey of recent progress in this emerging topic. Our main focus is on the…

Numerical Analysis · Mathematics 2017-06-12 Ben Adcock , Simone Brugiapaglia , Clayton G. Webster

We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative…

Optimization and Control · Mathematics 2012-03-15 Lin Xiao , Tong Zhang

We present a new method for solving parametrized linear systems. Under certain assumptions on the parametrization, solutions to the linear systems for all parameters can be accurately approximated by linear combinations of solutions to…

Numerical Analysis · Mathematics 2014-06-03 Anil Damle , Lin Lin , Lexing Ying

We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defined by the $ \ell_0 $-quasi-norm. This term is used to obtain…

Optimization and Control · Mathematics 2022-10-19 Christian Kanzow , Alexandra Schwarz , Felix Weiß

Sparse representation learning has recently gained a great success in signal and image processing, thanks to recent advances in dictionary learning. To this end, the $\ell_0$-norm is often used to control the sparsity level. Nevertheless,…

Computer Vision and Pattern Recognition · Computer Science 2017-09-19 Yuan Liu , Stéphane Canu , Paul Honeine , Su Ruan

We present a strategy for the recovery of a sparse solution of a common problem in acoustic engineering, which is the reconstruction of sound source levels and locations applying microphone array measurements. The considered task bears…

Optimization and Control · Mathematics 2016-07-04 Laurent Hoeltgen , Michael Breuß , Gert Herold , Ennes Sarradj