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In the past decade, sparse and low-rank recovery have drawn much attention in many areas such as signal/image processing, statistics, bioinformatics and machine learning. To achieve sparsity and/or low-rankness inducing, the $\ell_1$ norm…

Information Theory · Computer Science 2019-06-07 Fei Wen , Lei Chu , Peilin Liu , Robert C. Qiu

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

In this paper, we consider a class of sparse group $\ell_0$ regularized optimization problems. Firstly, we give a continuous relaxation model of the considered problem and establish the equivalence of these two problems in the sense of…

Optimization and Control · Mathematics 2022-05-06 Wenjing Li , Wei Bian , Kim-Chuan Toh

In compressed sensing a sparse vector is approximately retrieved from an under-determined equation system $Ax=b$. Exact retrieval would mean solving a large combinatorial problem which is well known to be NP-hard. For $b$ of the form…

Optimization and Control · Mathematics 2021-04-06 Marcus Carlsson , Daniele Gerosa , Carl Olsson

In this paper, we consider a class of non-convex and non-smooth sparse optimization problems, which encompass most existing nonconvex sparsity-inducing terms. We show the second-order optimality conditions only depend on the nonzeros of the…

Optimization and Control · Mathematics 2024-12-13 Luwei Bai , Yaohua Hu , Hao Wang , Xiaoqi Yang

Compressed sensing (sparse signal recovery) has been a popular and important research topic in recent years. By observing that natural signals are often nonnegative, we propose a new framework for nonnegative signal recovery using…

Methodology · Statistics 2013-10-04 Ping Li , Cun-Hui Zhang , Tong Zhang

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

Information Theory · Computer Science 2011-08-17 Ulaş Ayaz , Holger Rauhut

The recently proposed modified-compressive sensing (modified-CS), which utilizes the partially known support as prior knowledge, significantly improves the performance of recovering sparse signals. However, modified-CS depends heavily on…

Information Theory · Computer Science 2012-07-10 Jun Zhang , Yuanqing Li , Zhu Liang Yu , Zhenghui Gu

Convergence to a saddle point for convex-concave functions has been studied for decades, while recent years has seen a surge of interest in non-convex (zero-sum) smooth games, motivated by their recent wide applications. It remains an…

Machine Learning · Computer Science 2022-02-04 Guojun Zhang , Pascal Poupart , Yaoliang Yu

The problem of multiple sensors simultaneously acquiring measurements of a single object can be found in many applications. In this paper, we present the optimal recovery guarantees for the recovery of compressible signals from multi-sensor…

Information Theory · Computer Science 2023-08-31 Il Yong Chun , Chen Li , Ben Adcock

Sparse signal recovery based on nonconvex and nonsmooth optimization problems has significant applications and demonstrates superior performance in signal processing and machine learning. This work deals with a scale-invariant…

Optimization and Control · Mathematics 2025-09-29 Lang Yu , Nanjing Huang

Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…

Optimization and Control · Mathematics 2021-08-17 Marcus Carlsson , Daniele Gerosa , Carl Olsson

The sparse modeling is an evident manifestation capturing the parsimony principle just described, and sparse models are widespread in statistics, physics, information sciences, neuroscience, computational mathematics, and so on. In…

Machine Learning · Computer Science 2023-08-29 Jianyi Lin

Finding the sparse solution of an underdetermined system of linear equations has many applications, especially, it is used in Compressed Sensing (CS), Sparse Component Analysis (SCA), and sparse decomposition of signals on overcomplete…

Information Theory · Computer Science 2010-01-29 Hosein Mohimani , Massoud Babaie-Zadeh , Irina Gorodnitsky , Christian Jutten

This work examines the multi-view compressive phase retrieval problem in a distributed sensor network, where each sensor device, limited by storage and sensing capabilities, can access only intensity measurements from an unknown part of the…

Information Theory · Computer Science 2025-06-02 Ming-Hsun Yang

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

Machine Learning · Computer Science 2016-11-04 P Balamurugan , Francis Bach

We study a sample complexity vs. conditioning tradeoff in modern signal recovery problems (including sparse recovery, low-rank matrix sensing, covariance estimation, and abstract phase retrieval), where convex optimization problems are…

Optimization and Control · Mathematics 2024-07-19 Lijun Ding , Alex L. Wang

Dantzig selector (DS) and LASSO problems have attracted plenty of attention in statistical learning, sparse data recovery and mathematical optimization. In this paper, we provide a theoretical analysis of the sparse recovery stability of…

Statistics Theory · Mathematics 2017-11-13 Yun-Bin Zhao , Duan Li

In this paper, we consider the problem of sparse signal detection based on partial support set estimation with compressive measurements in a distributed network. Multiple nodes in the network are assumed to observe sparse signals which…

Applications · Statistics 2016-08-10 Thakshila Wimalajeewa , Pramod K. Varshney

Tensor decomposition is a powerful tool for extracting physically meaningful latent factors from multi-dimensional nonnegative data, and has been an increasing interest in a variety of fields such as image processing, machine learning, and…

Machine Learning · Computer Science 2024-12-03 Xiongjun Zhang , Michael K. Ng
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