Related papers: Sparse estimation via $\ell_q$ optimization method…

Motivated by re-weighted $\ell_1$ approaches for sparse recovery, we propose a lifted $\ell_1$ (LL1) regularization which is a generalized form of several popular regularizations in the literature. By exploring such connections, we discover…

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…

An l0-regularized linear regression for a sparse signal reconstruction is implemented based on the quadratic unconstrained binary optimization (QUBO) formulation. In this method, the signal values are quantized and expressed as bit…

Two important goals of high-dimensional modeling are prediction and variable selection. In this article, we consider regularization with combined $L_1$ and concave penalties, and study the sampling properties of the global optimum of the…

We propose a sparse regression method based on the non-concave penalized density power divergence loss function which is robust against infinitesimal contamination in very high dimensionality. Present methods of sparse and robust regression…

$\ell_1$-penalized quantile regression is widely used for analyzing high-dimensional data with heterogeneity. It is now recognized that the $\ell_1$-penalty introduces non-negligible estimation bias, while a proper use of concave…

We show that two polynomial time methods, a Lasso estimator with adaptively chosen tuning parameter and a Slope estimator, adaptively achieve the exact minimax prediction and $\ell_2$ estimation rate $(s/n)\log (p/s)$ in high-dimensional…

We consider the decomposition of a signal over an overcomplete set of vectors. Minimization of the $\ell^1$-norm of the coefficient vector can often retrieve the sparsest solution (so-called "$\ell^1/\ell^0$-equivalence"), a generally…

In this paper we look at a particular problem related to under-determined linear systems of equations with sparse solutions. $\ell_1$-minimization is a fairly successful polynomial technique that can in certain statistical scenarios find…

Sparse training reduces the memory and computational costs of deep neural networks. However, sparse optimization methods, e.g., those adding an $\ell_1$ penalty, often control sparsity only indirectly through a regularization parameter…

Consider the use of $\ell_{1}/\ell_{\infty}$-regularized regression for joint estimation of a $\pdim \times \numreg$ matrix of regression coefficients. We analyze the high-dimensional scaling of $\ell_1/\ell_\infty$-regularized quadratic…

We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter $\lambda$ multiple of the $\ell_0$ norm composed…

In this paper we discuss the variable selection method from \ell0-norm constrained regression, which is equivalent to the problem of finding the best subset of a fixed size. Our study focuses on two aspects, consistency and computation. We…

We consider the problem of estimating the parameters of a linear univariate autoregressive model with sub-Gaussian innovations from a limited sequence of consecutive observations. Assuming that the parameters are compressible, we analyze…

$\ell_1$ minimization is often used for finding the sparse solutions of an under-determined linear system. In this paper we focus on finding sharp performance bounds on recovering approximately sparse signals using $\ell_1$ minimization,…

Our aim of this article is to reconstruct a signal from undersampled data in the situation that the signal is sparse in terms of a tight frame. We present a condition, which is independent of the coherence of the tight frame, to guarantee…

Sparse clustering, which aims to find a proper partition of an extremely high-dimensional data set with redundant noise features, has been attracted more and more interests in recent years. The existing studies commonly solve the problem in…

We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Statistical methods with empirical likelihood (EL) are appealing and effective especially in conjunction with estimating equations through which useful data information can be adaptively and flexibly incorporated. It is also known in the…

Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…