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Efficient and robust online processing technique of irregularly structured data is crucial in the current era of data abundance. In this paper, we propose a graph/network version of the classical adaptive Sign algorithm for online graph…
We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of…
This paper studies regularized least square recovery of signals whose samples' prior distributions are nonidentical, e.g., signals with time-variant sparsity. For this model, Bayesian framework suggests to regularize the least squares term…
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…
We address the problem of sparse recovery in an online setting, where random linear measurements of a sparse signal are revealed sequentially and the objective is to recover the underlying signal. We propose a reweighted least squares (RLS)…
This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…
In this paper, we consider the $L_1/L_2 $ minimization for sparse recovery and study its relationship with the $L_1$-$ \alpha L_2 $ model. Based on this relationship, we propose three numerical algorithms to minimize this ratio model, two…
The problem of the distributed recovery of jointly sparse signals has attracted much attention recently. Let us assume that the nodes of a network observe different sparse signals with common support; starting from linear, compressed…
The Gridding algorithm has shown great utility for reconstructing images from non-uniformly spaced samples in the Fourier domain in several imaging modalities. Due to the non-uniform spacing, some correction for the variable density of the…
We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…
We study estimation of piecewise smooth signals over a graph. We propose a $\ell_{2,0}$-norm penalized Graph Trend Filtering (GTF) model to estimate piecewise smooth graph signals that exhibit inhomogeneous levels of smoothness across the…
Penalized Least Squares are widely used in signal and image processing. Yet, it suffers from a major limitation since it requires fine-tuning of the regularization parameters. Under assumptions on the noise probability distribution,…
The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph…
Many traditional signal recovery approaches can behave well basing on the penalized likelihood. However, they have to meet with the difficulty in the selection of hyperparameters or tuning parameters in the penalties. In this article, we…
The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…
We address the problem of recovering a sparse signal from clipped or quantized measurements. We show how these two problems can be formulated as minimizing the distance to a convex feasibility set, which provides a convex and differentiable…
We consider sparse matrix estimation where the goal is to estimate an $n\times n$ matrix from noisy observations of a small subset of its entries. We analyze the estimation error of the popularly utilized collaborative filtering algorithm…
Several approximate inference algorithms have been proposed to minimize an alpha-divergence between an approximating distribution and a target distribution. Many of these algorithms introduce bias, the magnitude of which becomes problematic…
We propose a Multi-step Screening Procedure (MSP) for the recovery of sparse linear models in high-dimensional data. This method is based on a repeated small penalty strategy that quickly converges to an estimate within a few iterations.…
This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…