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We tackle the problem of recovering an unknown signal observed in an ill-posed inverse problem framework. More precisely, we study a procedure commonly used in numerical analysis or image deblurring: minimizing an empirical loss function…

Statistics Theory · Mathematics 2007-09-18 J. M. Loubes

Graph signal processing (GSP) provides a powerful framework for analyzing signals arising in a variety of domains. In many applications of GSP, multiple network structures are available, each of which captures different aspects of the same…

Machine Learning · Statistics 2021-11-03 Michael Weylandt , George Michailidis , T. Mitchell Roddenberry

Sparse learning has recently received increasing attention in many areas including machine learning, statistics, and applied mathematics. The mixed-norm regularization based on the L1/Lq norm with q > 1 is attractive in many applications of…

Machine Learning · Computer Science 2010-09-27 Jun Liu , Jieping Ye

$\ell_1$ mean filtering is a conventional, optimization-based method to estimate the positions of jumps in a piecewise constant signal perturbed by additive noise. In this method, the $\ell_1$ norm penalizes sparsity of the first-order…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Cristian R. Rojas , Bo Wahlberg

Learning a graph with a specific structure is essential for interpretability and identification of the relationships among data. It is well known that structured graph learning from observed samples is an NP-hard combinatorial problem. In…

Machine Learning · Statistics 2019-09-26 Sandeep Kumar , Jiaxi Ying , Jos'e Vin'icius de M. Cardoso , Daniel P. Palomar

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

This paper studies how close random graphs are typically to their expectations. We interpret this question through the concentration of the adjacency and Laplacian matrices in the spectral norm. We study inhomogeneous Erd\"os-R\'enyi random…

Probability · Mathematics 2016-08-10 Can M. Le , Elizaveta Levina , Roman Vershynin

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

In this work we propose and analyze a novel approach for group sparse recovery. It is based on regularized least squares with an $\ell^0(\ell^2)$ penalty, which penalizes the number of nonzero groups. One distinct feature of the approach is…

Information Theory · Computer Science 2016-12-21 Yuling Jiao , Bangti Jin , Xiliang Lu

Spectral graph sparsification has emerged as a powerful tool in the analysis of large-scale networks by reducing the overall number of edges, while maintaining a comparable graph Laplacian matrix. In this paper, we present an efficient…

Data Structures and Algorithms · Computer Science 2014-12-16 David G. Anderson , Ming Gu , Christopher Melgaard

We consider the problem of matrix completion with graphs as side information depicting the interrelations between variables. The key challenge lies in leveraging the similarity structure of the graph to enhance matrix recovery. Existing…

Machine Learning · Computer Science 2025-02-13 Yao Wang , Yiyang Yang , Kaidong Wang , Shanxing Gao , Xiuwu Liao

We study inexact fixed-point proximity algorithms for solving a class of sparse regularization problems involving the $\ell_0$ norm. Specifically, the $\ell_0$ model has an objective function that is the sum of a convex fidelity term and a…

Optimization and Control · Mathematics 2024-04-30 Ronglong Fang , Yuesheng Xu , Mingsong Yan

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…

Methodology · Statistics 2014-06-10 Yuancheng Zhu , Rina Foygel Barber

Structured sparsity is an important part of the modern statistical toolkit. We say a set of model parameters has block diagonal sparsity up to permutations if its elements can be viewed as the edges of a graph that has multiple connected…

Statistics Theory · Mathematics 2021-10-12 Iain Carmichael

Recent work in signal processing and statistics have focused on defining new regularization functions, which not only induce sparsity of the solution, but also take into account the structure of the problem. We present in this paper a class…

Machine Learning · Computer Science 2011-10-21 Julien Mairal , Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

Gaussian graphical modeling has been widely used to explore various network structures, such as gene regulatory networks and social networks. We often use a penalized maximum likelihood approach with the $L_1$ penalty for learning a…

Methodology · Statistics 2017-06-13 Kei Hirose , Hironori Fujisawa , Jun Sese

Sparsity-constrained optimization is an important and challenging problem that has wide applicability in data mining, machine learning, and statistics. In this paper, we focus on sparsity-constrained optimization in cases where the cost…

Machine Learning · Computer Science 2016-12-19 Feng Chen , Baojian Zhou

Regularization is often used in high-dimensional regression settings to generate a sparse model, which can save tremendous computing resources and identify predictors that are most strongly associated with the response. When the predictors…

Machine Learning · Statistics 2026-05-07 Jia Wei He , R. Ayesha Ali , Gerarda Darlington

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim