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This paper studies the long-existing idea of adding a nice smooth function to "smooth" a non-differentiable objective function in the context of sparse optimization, in particular, the minimization of $||x||_1+1/(2\alpha)||x||_2^2$, where…

Information Theory · Computer Science 2015-11-23 Ming-Jun Lai , Wotao Yin

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

Low-rank matrix approximation, which aims to construct a low-rank matrix from an observation, has received much attention recently. An efficient method to solve this problem is to convert the problem of rank minimization into a nuclear norm…

Information Theory · Computer Science 2016-09-21 Seyedroohollah Hosseini

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

In this paper, we address the problem of recovering point sources from two dimensional low-pass measurements, which is known as super-resolution problem. This is the fundamental concern of many applications such as electronic imaging,…

Information Theory · Computer Science 2019-05-17 Iman Valiulahi , Sajad Daei , Farzan Haddadi , Farzad Parvaresh

Unit norm finite frames are generalizations of orthonormal bases with many applications in signal processing. An important property of a frame is its coherence, a measure of how close any two vectors of the frame are to each other. Low…

Signal Processing · Electrical Eng. & Systems 2018-06-21 Cristian Rusu , Nuria Gonzalez-Prelcic , Robert W. Heath

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

Machine Learning · Computer Science 2012-07-03 Haim Avron , Satyen Kale , Shiva Kasiviswanathan , Vikas Sindhwani

We present a strategy for the recovery of a sparse solution of a common problem in acoustic engineering, which is the reconstruction of sound source levels and locations applying microphone array measurements. The considered task bears…

Optimization and Control · Mathematics 2016-07-04 Laurent Hoeltgen , Michael Breuß , Gert Herold , Ennes Sarradj

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

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

Traditionally, data compression deals with the problem of concisely representing a data source, e.g. a sequence of letters, for the purpose of eventual reproduction (either exact or approximate). In this work we are interested in the case…

Information Theory · Computer Science 2013-12-10 Amir Ingber , Tsachy Weissman

This paper presents an algorithmic framework for the minimization of strictly convex quadratic functions. The framework is flexible and generic. At every iteration the search direction is a linear combination of the negative gradient, as…

Optimization and Control · Mathematics 2025-05-08 Liam MacDonald , Rua Murray , Rachael Tappenden

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…

Information Theory · Computer Science 2014-08-27 Peter Jung , Philipp Walk

A major challenge in single particle reconstruction from cryo-electron microscopy is to establish a reliable ab-initio three-dimensional model using two-dimensional projection images with unknown orientations. Common-lines based methods…

Machine Learning · Computer Science 2013-04-11 Lanhui Wang , Amit Singer , Zaiwen Wen

This paper develops a mathematical theory of super-resolution. Broadly speaking, super-resolution is the problem of recovering the fine details of an object---the high end of its spectrum---from coarse scale information only---from samples…

Information Theory · Computer Science 2012-11-15 Emmanuel Candes , Carlos Fernandez-Granda

Recently, low-rank tensor completion has become increasingly attractive in recovering incomplete visual data. Considering a color image or video as a three-dimensional (3D) tensor, existing studies have put forward several definitions of…

Computer Vision and Pattern Recognition · Computer Science 2019-01-09 Shengke Xue , Wenyuan Qiu , Fan Liu , Xinyu Jin

The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension $n$ is assumed to be a mixture of $r$ complex multi-dimensional…

Information Theory · Computer Science 2015-01-06 Yuxin Chen , Yuejie Chi

Sparse dictionary coding represents signals as linear combinations of a few dictionary atoms. It has been applied to images, time series, graph signals and multi-way spatio-temporal data by jointly employing temporal and spatial…

Machine Learning · Computer Science 2025-09-15 Boya Ma , Abram Magner , Maxwell McNeil , Petko Bogdanov