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Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

Methodology · Statistics 2025-10-07 Jan O. Bauer

In this paper, we study the problem of image recovery from given partial (corrupted) observations. Recovering an image using a low-rank model has been an active research area in data analysis and machine learning. But often, images are not…

Computer Vision and Pattern Recognition · Computer Science 2020-03-13 Pawan Goyal , Hussam Al Daas , Peter Benner

In this paper, we consider a squared $L_1/L_2$ regularized model for sparse signal recovery from noisy measurements. We first establish the existence of optimal solutions to the model under mild conditions. Next, we propose a proximal…

Optimization and Control · Mathematics 2025-11-10 Na Zhang , Hong Chen , Qia Li , Junpeng Zhou

The joint sparse recovery problem is a generalization of the single measurement vector problem which is widely studied in Compressed Sensing and it aims to recovery a set of jointly sparse vectors. i.e. have nonzero entries concentrated at…

Information Theory · Computer Science 2017-01-10 Changlong Wang , Jigen Peng

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

Machine Learning · Statistics 2019-08-21 Genevera I. Allen , Michael Weylandt

The 1-norm was proven to be a good convex regularizer for the recovery of sparse vectors from under-determined linear measurements. It has been shown that with an appropriate measurement operator, a number of measurements of the order of…

Information Theory · Computer Science 2018-12-05 Yann Traonmilin , Samuel Vaiter

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,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

For the linear inverse problem with sparsity constraints, the $l_0$ regularized problem is NP-hard, and existing approaches either utilize greedy algorithms to find almost-optimal solutions or to approximate the $l_0$ regularization with…

Machine Learning · Computer Science 2024-02-14 Qinghua Tao , Xiangming Xi , Jun Xu , Johan A. K. Suykens

In this paper we characterize sparse solutions for variational problems of the form $\min_{u\in X} \phi(u) + F(\mathcal{A} u)$, where $X$ is a locally convex space, $\mathcal{A}$ is a linear continuous operator that maps into a finite…

Optimization and Control · Mathematics 2019-12-04 Kristian Bredies , Marcello Carioni

In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…

Computation · Statistics 2012-01-18 Hua Zhou , Artin Armagan , David B. Dunson

Recent work in signal processing and statistics have focused on defining new regularization functions, which not only induce sparsity of the solution, but also take into account the structure of the problem. We present in this paper a class…

Machine Learning · Computer Science 2011-10-21 Julien Mairal , Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

This paper develops a general theoretical framework to analyze structured sparse recovery problems using the notation of dual certificate. Although certain aspects of the dual certificate idea have already been used in some previous work,…

Machine Learning · Statistics 2012-04-05 Cun-Hui Zhang , Tong Zhang

In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…

Optimization and Control · Mathematics 2021-12-28 Guiyun Xiao , Zheng-Jian Bai

We consider the problem of minimizing an objective function that is the sum of a convex function and a group sparsity-inducing regularizer. Problems that integrate such regularizers arise in modern machine learning applications, often for…

Optimization and Control · Mathematics 2020-07-30 Frank E. Curtis , Yutong Dai , Daniel P. Robinson

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic…

Machine Learning · Computer Science 2023-10-13 Mengyuan Zhang , Kai Liu

Sparse neural networks are highly desirable in deep learning in reducing its complexity. The goal of this paper is to study how choices of regularization parameters influence the sparsity level of learned neural networks. We first derive…

Machine Learning · Computer Science 2024-08-07 Lixin Shen , Rui Wang , Yuesheng Xu , Mingsong Yan

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

Statistics Theory · Mathematics 2013-03-13 Sahand N. Negahban , Pradeep Ravikumar , Martin J. Wainwright , Bin Yu

We propose in this contribution a method for l one regularization in prototype based relevance learning vector quantization (LVQ) for sparse relevance profiles. Sparse relevance profiles in hyperspectral data analysis fade down those…

Machine Learning · Statistics 2013-10-21 Martin Riedel , Marika Kästner , Fabrice Rossi , Thomas Villmann

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang