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We demonstrate that the primal-dual witness proof method may be used to establish variable selection consistency and $\ell_\infty$-bounds for sparse regression problems, even when the loss function and/or regularizer are nonconvex. Using…

Statistics Theory · Mathematics 2014-12-19 Po-Ling Loh , Martin J. Wainwright

We study the problem of recovering Gaussian data under adversarial corruptions when the noises are low-rank and the corruptions are on the coordinate level. Concretely, we assume that the Gaussian noises lie in an unknown $k$-dimensional…

Data Structures and Algorithms · Computer Science 2023-11-29 Weihao Kong , Mingda Qiao , Rajat Sen

In this paper, we aim to reconstruct an n-dimensional real vector from m phaseless measurements corrupted by an additive noise. We extend the noiseless framework developed in [15], based on mirror descent (or Bregman gradient descent), to…

Optimization and Control · Mathematics 2024-06-21 Jean-Jacques Godeme , Jalal Fadili , Claude Amra , Myriam Zerrad

We investigate the recovery of signals exhibiting a sparse representation in a general (i.e., possibly redundant or incomplete) dictionary that are corrupted by additive noise admitting a sparse representation in another general dictionary.…

Information Theory · Computer Science 2011-12-08 Christoph Studer , Patrick Kuppinger , Graeme Pope , Helmut Bölcskei

This paper studies the recovery of a superposition of point sources from noisy bandlimited data. In the fewest possible words, we only have information about the spectrum of an object in a low-frequency band bounded by a certain cut-off…

Information Theory · Computer Science 2013-07-11 Emmanuel Candes , Carlos Fernandez-Granda

We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary…

Numerical Analysis · Mathematics 2023-02-14 Bastian Harrach , Tim Jahn , Roland Potthast

Proximal operators with affine constraints arise in numerous models in nonconvex projection, composite optimization, and structured regularization. However, their efficient computation remains challenging due to the simultaneous presence of…

Optimization and Control · Mathematics 2026-03-02 Di Hou , Tianyun Tang , Kim-Chuan Toh , Shiwei Wang

We propose a novel Bayesian approach to solve stochastic optimization problems that involve finding extrema of noisy, nonlinear functions. Previous work has focused on representing possible functions explicitly, which leads to a two-step…

Machine Learning · Statistics 2012-11-13 Pedro A. Ortega , Jordi Grau-Moya , Tim Genewein , David Balduzzi , Daniel A. Braun

Spectral estimation can be preformed using the so called THREE-like approach. Such method leads to a convex optimization problem whose solution is characterized through its dual problem. In this paper, we show that the dual problem can be…

Optimization and Control · Mathematics 2015-08-26 Mattia Zorzi

The idea of adaptive perturbation theory is to divide a Hamiltonian into a solvable part and a perturbation part. The solvable part contains the non-interacting sector and the diagonal elements of Fock space from the interacting terms. The…

Quantum Physics · Physics 2021-06-14 Xin Guo

In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

Optimization and Control · Mathematics 2017-01-23 Yosra Marnissi , Yuling Zheng , Emilie Chouzenoux , Jean-Christophe Pesquet

This paper develops a discrete data-driven approach for solving the inverse source problem of the wave equation with final time measurements. Focusing on the $L^2$-Tikhonov regularization method, we analyze its convergence under two…

Numerical Analysis · Mathematics 2026-01-01 Qiling Gu , Wenlong Zhang , Zhidong Zhang

The solution of linear inverse problems arising, for example, in signal and image processing is a challenging problem since the ill-conditioning amplifies, in the solution, the noise present in the data. Recently introduced algorithms based…

Numerical Analysis · Mathematics 2024-02-08 Davide Evangelista , James Nagy , Elena Morotti , Elena Loli Piccolomini

In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

In this work we introduce a novel stochastic algorithm dubbed SNIPS, which draws samples from the posterior distribution of any linear inverse problem, where the observation is assumed to be contaminated by additive white Gaussian noise.…

Image and Video Processing · Electrical Eng. & Systems 2021-11-11 Bahjat Kawar , Gregory Vaksman , Michael Elad

A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…

Numerical Analysis · Mathematics 2021-03-19 Darko Volkov

Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…

Numerical Analysis · Mathematics 2015-06-05 Aleksandr Y. Aravkin , Tristan van Leeuwen

Recent advances in quantized compressed sensing and high-dimensional estimation have shown that signal recovery is even feasible under strong non-linear distortions in the observation process. An important characteristic of associated…

Information Theory · Computer Science 2023-08-08 Martin Genzel , Alexander Stollenwerk

Variational regularization of ill-posed inverse problems is based on minimizing the sum of a data fidelity term and a regularization term. The balance between them is tuned using a positive regularization parameter, whose automatic choice…

Numerical Analysis · Mathematics 2025-11-12 Markus Juvonen , Bjørn Jensen , Ilmari Pohjola , Yiqiu Dong , Samuli Siltanen

Blind Super-Resolution (SR) usually involves two sub-problems: 1) estimating the degradation of the given low-resolution (LR) image; 2) super-resolving the LR image to its high-resolution (HR) counterpart. Both problems are ill-posed due to…

Computer Vision and Pattern Recognition · Computer Science 2023-08-21 Zhengxiong Luo , Yan Huang , Shang Li , Liang Wang , Tieniu Tan
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