Related papers: Sparse recovery by reduced variance stochastic app…
Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…
We study the problem of recovering the sparsity pattern of block-sparse signals from noise-corrupted measurements. A simple, efficient recovery method, namely, a block-version of the orthogonal matching pursuit (OMP) method, is considered…
We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded $(1+\kappa)$-th moment, for some $\kappa \in (0,1]$, we quantify the convergence rate of…
Sparse signal recovery or compressed sensing can be formulated as certain sparse optimization problems. The classic optimization theory indicates that the Newton-like method often has a numerical advantage over the gradient method for…
This paper presents an adaptive and intelligent sparse model for digital image sampling and recovery. In the proposed sampler, we adaptively determine the number of required samples for retrieving image based on space-frequency-gradient…
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,…
We study sparse signal recovery from noisy linear observations using nonconvex log-sum regularization. The log-sum penalty reduces the shrinkage bias of $\ell_1$ regularization and more closely approximates the $\ell_0$ regularization, but…
In this paper we study the reconstruction of binary sparse signals from partial random circulant measurements. We show that the reconstruction via the least-squares algorithm is as good as the reconstruction via the usually used program…
We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…
We provide another framework of iterative algorithms based on thresholding, feedback and null space tuning for sparse signal recovery arising in sparse representations and compressed sensing. Several thresholding algorithms with various…
Subsampled blind deconvolution is the recovery of two unknown signals from samples of their convolution. To overcome the ill-posedness of this problem, solutions based on priors tailored to specific application have been developed in…
The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…
In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…
In this paper, we consider the problem of collaboratively estimating the sparsity pattern of a sparse signal with multiple measurement data in distributed networks. We assume that each node makes Compressive Sensing (CS) based measurements…
Signals sparse in a transformation domain can be recovered from a reduced set of randomly positioned samples by using compressive sensing algorithms. Simple re- construction algorithms are presented in the first part of the paper. The…
In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…
We consider sparse matrix estimation where the goal is to estimate an $n\times n$ matrix from noisy observations of a small subset of its entries. We analyze the estimation error of the popularly utilized collaborative filtering algorithm…
An open problem in optimization with noisy information is the computation of an exact minimizer that is independent of the amount of noise. A standard practice in stochastic approximation algorithms is to use a decreasing step-size. This…
In the area of sparse recovery, numerous researches hint that non-convex penalties might induce better sparsity than convex ones, but up until now those corresponding non-convex algorithms lack convergence guarantees from the initial…
In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…