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In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Qian Zhao , Deyu Meng , Zongben Xu

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

Computation · Statistics 2022-02-04 Sang-Yun Oh , Onkar Dalal , Kshitij Khare , Bala Rajaratnam

Sequential Compressive Sensing, which may be widely used in sensing devices, is a popular topic of recent research. This paper proposes an online recovery algorithm for sparse approximation of sequential compressive sensing. Several…

Information Theory · Computer Science 2013-03-12 Yang You , Jian Jin , Wei Duan , Ningning Liu , Yuantao Gu , Jian Yang

Sparse PCA (SPCA) is a fundamental model in machine learning and data analytics, which has witnessed a variety of application areas such as finance, manufacturing, biology, healthcare. To select a prespecified-size principal submatrix from…

Machine Learning · Statistics 2020-08-31 Yongchun Li , Weijun Xie

We introduce a class of specially structured linear programming (LP) problems, which has favorable modeling capability for important application problems in different areas such as optimal transport, discrete tomography and economics. To…

Optimization and Control · Mathematics 2022-04-26 Hong T. M. Chu , Ling Liang , Kim-Chuan Toh , Lei Yang

Compressed sensing has a wide range of applications that include error correction, imaging, radar and many more. Given a sparse signal in a high dimensional space, one wishes to reconstruct that signal accurately and efficiently from a…

Numerical Analysis · Mathematics 2009-05-28 Deanna Needell

The stability of sparse signal reconstruction is investigated in this paper. We design efficient algorithms to verify the sufficient condition for unique $\ell_1$ sparse recovery. One of our algorithm produces comparable results with the…

Information Theory · Computer Science 2015-05-18 Gongguo Tang , Arye Nehorai

The reconstruction of sparse signals from a limited set of measurements poses a significant challenge as it necessitates a solution to an underdetermined system of linear equations. Compressed sensing (CS) deals with sparse signal…

Information Theory · Computer Science 2025-05-22 Salman Habib , Remi Chou , Taejoon Kim

Sparse learning is an important topic in many areas such as machine learning, statistical estimation, signal processing, etc. Recently, there emerges a growing interest on structured sparse learning. In this paper we focus on the…

Information Theory · Computer Science 2015-03-10 Shubao Zhang , Hui Qian , Zhihua Zhang

Gammachirp filterbank has been used to approximate the cochlea in sparse coding algorithms. An oriented grid search optimization was applied to adapt the gammachirp's parameters and improve the Matching Pursuit (MP) algorithm's sparsity…

Sound · Computer Science 2022-04-08 Soufiyan Bahadi , Jean Rouat , Éric Plourde

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Recovery error bounds of tail-minimization and the rate of convergence of an efficient proximal alternating algorithm for sparse signal recovery are considered in this article. Tail-minimization focuses on minimizing the energy in the…

Information Theory · Computer Science 2025-01-28 Meng Huang , Shidong Li

Many real world practical problems can be formulated as $\ell_{0}$-minimization problems with nonnegativity constraints, which seek the sparsest nonnegative signals to underdetermined linear systems. They have been widely applied in signal…

Optimization and Control · Mathematics 2017-08-29 Angang Cui , Haiyang Li , Meng Wen , Jigen Peng

Recently, the worse-case analysis, probabilistic analysis and empirical justification have been employed to address the fundamental question: When does $\ell_1$-minimization find the sparsest solution to an underdetermined linear system? In…

Information Theory · Computer Science 2015-06-16 Yunbin Zhao

Compressive sensing (CS) has recently emerged as a powerful framework for acquiring sparse signals. The bulk of the CS literature has focused on the case where the acquired signal has a sparse or compressible representation in an…

Information Theory · Computer Science 2013-06-24 Mark A. Davenport , Deanna Needell , Michael B. Wakin

The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…

Information Theory · Computer Science 2018-10-23 Ali Çivril

We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative…

Optimization and Control · Mathematics 2012-03-15 Lin Xiao , Tong Zhang

Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical…

Statistics Theory · Mathematics 2013-11-26 Mengjie Chen , Chao Gao , Zhao Ren , Harrison H. Zhou

Sparsity is a fundamental modeling principle in statistics, signal processing, and data science. However, optimization with sparsity constraints is notoriously difficult. We introduce a new convex relaxation framework for {sparse…

Optimization and Control · Mathematics 2026-03-20 Diego Cifuentes , Zhuorui Li

Optimizing the acquisition matrix is useful for compressed sensing of signals that are sparse in overcomplete dictionaries, because the acquisition matrix can be adapted to the particular correlations of the dictionary atoms. In this paper…

Information Theory · Computer Science 2013-09-17 Nicolae Cleju