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Sparsity is a fundamental modeling principle in statistics, signal processing, and data science. However, optimization with sparsity constraints is notoriously difficult. We introduce a new convex relaxation framework for {sparse…

Optimization and Control · Mathematics 2026-03-20 Diego Cifuentes , Zhuorui Li

Sparse coding is a class of unsupervised methods for learning a sparse representation of the input data in the form of a linear combination of a dictionary and a sparse code. This learning framework has led to state-of-the-art results in…

Machine Learning · Computer Science 2021-09-01 Ye Xue , Vincent Lau , Songfu Cai

We consider the class of spatially decaying systems, where the underlying dynamics are spatially decaying and the sensing and controls are spatially distributed. This class of systems arise in various applications where there is a notion of…

Optimization and Control · Mathematics 2014-11-18 Nader Motee , Qiyu Sun

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

Machine Learning · Statistics 2012-07-19 Alekh Agarwal , Sahand Negahban , Martin J. Wainwright

This manuscript goes through the fundamental connections between statistical mechanics and estimation theory by focusing on the particular problem of compressive sensing. We first show that the asymptotic analysis of a sparse recovery…

Information Theory · Computer Science 2022-12-21 Ali Bereyhi , Ralf R. Müller , Hermann Schulz-Baldes

Most artificial networks today rely on dense representations, whereas biological networks rely on sparse representations. In this paper we show how sparse representations can be more robust to noise and interference, as long as the…

Machine Learning · Computer Science 2019-04-03 Subutai Ahmad , Luiz Scheinkman

Let A be an M by N matrix (M < N) which is an instance of a real random Gaussian ensemble. In compressed sensing we are interested in finding the sparsest solution to the system of equations A x = y for a given y. In general, whenever the…

Information Theory · Computer Science 2011-03-09 Mihailo Stojnic , Farzad Parvaresh , Babak Hassibi

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov

Linear algebraic expressions are the essence of many computationally intensive problems, including scientific simulations and machine learning applications. However, translating high-level formulations of these expressions to efficient…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-22 Dániel Berényi , András Leitereg , Gábor Lehel

Sparsity learning with known grouping structure has received considerable attention due to wide modern applications in high-dimensional data analysis. Although advantages of using group information have been well-studied by shrinkage-based…

Machine Learning · Statistics 2018-09-28 Wei Qian , Wending Li , Yasuhiro Sogawa , Ryohei Fujimaki , Xitong Yang , Ji Liu

Given labeled points in a high-dimensional vector space, we seek a low-dimensional subspace such that projecting onto this subspace maintains some prescribed distance between points of differing labels. Intended applications include…

Machine Learning · Statistics 2018-12-10 Culver McWhirter , Dustin G. Mixon , Soledad Villar

Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…

Machine Learning · Computer Science 2020-03-23 Luiz F. O. Chamon , Yonina C. Eldar , Alejandro Ribeiro

In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…

Optimization and Control · Mathematics 2023-09-06 Ryosuke Shimmura , Joe Suzuki

We produce approximation bounds on a semidefinite programming relaxation for sparse principal component analysis. These bounds control approximation ratios for tractable statistics in hypothesis testing problems where data points are…

Optimization and Control · Mathematics 2012-06-19 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

We consider clustering problems where the goal is to determine an optimal partition of a given point set in Euclidean space in terms of a collection of affine subspaces. While there is vast literature on heuristics for this kind of problem,…

Optimization and Control · Mathematics 2016-07-26 Francesco Silvestri , Gerhard Reinelt , Christoph Schnörr

We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…

Methodology · Statistics 2025-02-28 Samhita Pal , Subhashis Ghoshal

Optimization problems are considered in the framework of tropical algebra to minimize and maximize a nonlinear objective function defined on vectors over an idempotent semifield, and calculated using multiplicative conjugate transposition.…

Optimization and Control · Mathematics 2017-06-05 Nikolai Krivulin

This paper considers the sample-efficiency of preference learning, which models and predicts human choices based on comparative judgments. The minimax optimal estimation error rate $\Theta(d/n)$ in classical estimation theory requires that…

Machine Learning · Computer Science 2025-06-05 Yunzhen Yao , Lie He , Michael Gastpar

Sparse representations have emerged as a powerful tool in signal and information processing, culminated by the success of new acquisition and processing techniques such as Compressed Sensing (CS). Fusion frames are very rich new signal…

Information Theory · Computer Science 2011-06-20 Petros T. Boufounos , Gitta Kutyniok , Holger Rauhut

Expand-and-sparsify representations are a class of theoretical models that capture sparse representation phenomena observed in the sensory systems of many animals. At a high level, these representations map an input $x \in \mathbb{R}^d$ to…

Statistics Theory · Mathematics 2026-03-20 Kaushik Sinha , Christopher Tosh