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The problem of assessing the performance of algorithms used for the minimization of an $\ell_1$-penalized least-squares functional, for a range of penalty parameters, is investigated. A criterion that uses the idea of `approximation…

Numerical Analysis · Mathematics 2013-01-01 Ignace Loris

In this paper we extend results taken from compressed sensing to recover Hilbert-space valued vectors. This is an important problem in parametric function approximation in particular when the number of parameters is high. By expanding our…

Numerical Analysis · Mathematics 2020-06-09 Jean-Luc Bouchot

From a numerical analysis perspective, assessing the robustness of l1-minimization is a fundamental issue in compressed sensing and sparse regularization. Yet, the recovery guarantees available in the literature usually depend on a priori…

Numerical Analysis · Mathematics 2017-05-10 Simone Brugiapaglia , Ben Adcock , Richard K. Archibald

We consider the problem of estimating the $L_1$ distance between two discrete probability measures $P$ and $Q$ from empirical data in a nonasymptotic and large alphabet setting. When $Q$ is known and one obtains $n$ samples from $P$, we…

Statistics Theory · Mathematics 2018-06-26 Jiantao Jiao , Yanjun Han , Tsachy Weissman

In this paper, we focus on computing local minimizers of a multivariate polynomial optimization problem under certain genericity conditions. By using a technique in computer algebra and the second-order optimality condition, we provide a…

Optimization and Control · Mathematics 2024-05-10 Vu Trung Hieu , Akiko Takeda

This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…

Numerical Analysis · Mathematics 2007-12-17 Massimo Fornasier , Carola-Bibiane Schönlieb

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

The transformed $l_1$ penalty (TL1) functions are a one parameter family of bilinear transformations composed with the absolute value function. When acting on vectors, the TL1 penalty interpolates $l_0$ and $l_1$ similar to $l_p$ norm ($p…

Information Theory · Computer Science 2016-10-19 Shuai Zhang , Jack Xin

Compressed sensing (CS) demonstrates that a sparse, or compressible signal can be acquired using a low rate acquisition process below the Nyquist rate, which projects the signal onto a small set of vectors incoherent with the sparsity…

Information Theory · Computer Science 2014-02-25 Yuli Sun , Jinxu Tao

$L_1$ regularization is used for finding sparse solutions to an underdetermined linear system. As sparse signals are widely expected in remote sensing, this type of regularization scheme and its extensions have been widely employed in many…

Image and Video Processing · Electrical Eng. & Systems 2018-05-07 Yilei Shi , Xiao Xiang Zhu , Wotao Yin , Richard Bamler

Compressed sensing has a wide range of applications that include error correction, imaging, radar and many more. Given a sparse signal in a high dimensional space, one wishes to reconstruct that signal accurately and efficiently from a…

Numerical Analysis · Mathematics 2009-05-28 Deanna Needell

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

This note extends an attribute of the LASSO procedure to a whole class of related procedures, including square-root LASSO, square LASSO, LAD-LASSO, and an instance of generalized LASSO. Namely, under the assumption that the input matrix…

Information Theory · Computer Science 2022-09-13 Simon Foucart

Various $\ell_1$-penalised estimation methods such as graphical lasso and CLIME are widely used for sparse precision matrix estimation. Many of these methods have been shown to be consistent under various quantitative assumptions about the…

Machine Learning · Computer Science 2016-03-09 Otte Heinävaara , Janne Leppä-aho , Jukka Corander , Antti Honkela

We consider the problem of detecting the locations of targets in the far field by sending probing signals from an antenna array and recording the reflected echoes. Drawing on key concepts from the area of compressive sensing, we use an…

Information Theory · Computer Science 2013-04-25 Max Hügel , Holger Rauhut , Thomas Strohmer

We study approximation of the embedding $\ell_p^m \rightarrow \ell_{\infty}^m$, $1 \leq p \leq 2$, based on randomized adaptive algorithms that use arbitrary linear functionals as information on a problem instance. We show upper bounds for…

Numerical Analysis · Mathematics 2024-08-05 Robert J. Kunsch , Marcin Wnuk

We study the properties of sparse reconstruction of transformed $\ell_1$ (TL1) minimization and present improved theoretical results about the recoverability and the accuracy of this reconstruction from undersampled measurements. We then…

Numerical Analysis · Mathematics 2018-05-31 Ling Guo , Jing Li , Yongle Liu

The constrained $\ell_0$ regularization plays an important role in sparse reconstruction. A widely used approach for solving this problem is the penalty method, of which the least square penalty problem is a special case. However, the…

Optimization and Control · Mathematics 2017-02-01 Na Zhang , Qia Li

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required…

Numerical Analysis · Mathematics 2017-10-10 Abdul-Lateef Haji-Ali , Fabio Nobile , Raúl Tempone , Sören Wolfers

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

Information Theory · Computer Science 2011-08-17 Ulaş Ayaz , Holger Rauhut