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Sparsity regularized loss minimization problems play an important role in various fields including machine learning, data mining, and modern statistics. Proximal gradient descent method and coordinate descent method are the most popular…

Machine Learning · Computer Science 2023-11-13 Runxue Bao , Bin Gu , Heng Huang

Unbiased estimators are introduced for averaged Bregman divergences which generalize Stein's Unbiased (Predictive) Risk Estimator, and the minimization of these estimators is proposed as a regularization parameter selection method for…

Numerical Analysis · Mathematics 2021-11-22 Elias S. Helou , Sandra A. Santos , Lucas E. A. Simões

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…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

The recently developed data-driven eigenmatrix method shows very promising reconstruction accuracy in sparse recovery for a wide range of kernel functions and random sample locations. However, its current implementation can lead to…

Numerical Analysis · Mathematics 2024-05-15 Koung Hee Leem , Jun Liu , George Pelekanos

We consider the task of computing an approximate minimizer of the sum of a smooth and non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward-backward splitting method for the subgradients in Hilbert…

Numerical Analysis · Mathematics 2009-11-13 Kristian Bredies

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2010-04-06 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

This work is concerned with the optimization of nonconvex, nonsmooth composite optimization problems, whose objective is a composition of a nonlinear mapping and a nonsmooth nonconvex function, that can be written as an infimal convolution…

Optimization and Control · Mathematics 2018-03-28 Emanuel Laude , Daniel Cremers

Non-linear filtering approaches allow to obtain decompositions of images with respect to a non-classical notion of scale, induced by the choice of a convex, absolutely one-homogeneous regularizer. The associated inverse scale space flow can…

Numerical Analysis · Mathematics 2022-03-22 Danielle Bednarski , Jan Lellmann

We introduce an efficient implementation of sparse recovery methods for the problem of harmonic estimation with 2D sparse arrays using a single snapshot. By imposing a uniformity constraint on the harmonic grids of the subdictionaries used…

Signal Processing · Electrical Eng. & Systems 2025-09-18 Youval Klioui

In this paper, we account for approaches of sparse recovery from large underdetermined linear models with perturbation present in both the measurements and the dictionary matrix. Existing methods have high computation and low efficiency.…

Information Theory · Computer Science 2012-05-02 Xuebing Han , Hao Zhang , Gang Li

Machine learning has been successfully applied to various fields of scientific computing in recent years. In this work, we propose a sparse radial basis function neural network method to solve elliptic partial differential equations (PDEs)…

Numerical Analysis · Mathematics 2023-09-07 Zhiwen Wang , Minxin Chen , Jingrun Chen

We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a…

Machine Learning · Computer Science 2012-06-05 Jianhui Chen , Jieping Ye

We propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for $\ell_1$-constrained sparse recovery from noisy data, both in the compressed sensing and inverse problem frameworks.…

Numerical Analysis · Mathematics 2013-01-01 I. Loris , M. Bertero , C. De Mol , R. Zanella , L. Zanni

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

We introduce Bella, a locally superlinearly convergent Bregman forward backward splitting method for minimizing the sum of two nonconvex functions, one of which satisfying a relative smoothness condition and the other one possibly…

Optimization and Control · Mathematics 2024-04-17 Masoud Ahookhosh , Andreas Themelis , Panagiotis Patrinos

This work addresses the recovery and demixing problem of signals that are sparse in some general dictionary. Involved applications include source separation, image inpainting, super-resolution, and restoration of signals corrupted by…

Information Theory · Computer Science 2017-03-24 Fei Wen , Lasith Adhikari , Ling Pei , Roummel F. Marcia , Peilin Liu , Robert C. Qiu

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

Optimization and Control · Mathematics 2017-06-20 Quang Van Nguyen , Olivier Fercoq , Volkan Cevher

Natural images tend to mostly consist of smooth regions with individual pixels having highly correlated spectra. This information can be exploited to recover hyperspectral images of natural scenes from their incomplete and noisy…

Computer Vision and Pattern Recognition · Computer Science 2016-11-03 Reza Arablouei , Frank de Hoog

Separable multi-block convex optimization problem appears in many mathematical and engineering fields. In the first part of this paper, we propose an inertial proximal ADMM to solve a linearly constrained separable multi-block convex…

Numerical Analysis · Mathematics 2020-12-29 Peng Li , Wengu Chen , Qiyu Sun

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova