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In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…

Machine Learning · Statistics 2022-10-25 Sasila Ilandarideva , Yannis Bekri , Anatoli Juditsky , Vianney Perchet

We propose a Multi-step Screening Procedure (MSP) for the recovery of sparse linear models in high-dimensional data. This method is based on a repeated small penalty strategy that quickly converges to an estimate within a few iterations.…

Methodology · Statistics 2019-12-13 Yuehan Yang , Ji Zhu , Edward I. George

In this paper we study nonconvex penalization using Bernstein functions. Since the Bernstein function is concave and nonsmooth at the origin, it can induce a class of nonconvex functions for high-dimensional sparse estimation problems. We…

Machine Learning · Statistics 2013-12-18 Zhihua Zhang

This paper develops new theory and algorithms to recover signals that are approximately sparse in some general dictionary (i.e., a basis, frame, or over-/incomplete matrix) but corrupted by a combination of interference having a sparse…

Information Theory · Computer Science 2013-09-06 Christoph Studer , Richard G. Baraniuk

In this paper we study the sparse coding problem in the context of sparse dictionary learning for image recovery. To this end, we consider and compare several state-of-the-art sparse optimization methods constructed using the shrinkage…

Computer Vision and Pattern Recognition · Computer Science 2025-04-03 Shima Shabani , Mohammadsadegh Khoshghiaferezaee , Michael Breuß

In this paper, we consider the problem of recovering a sparse signal based on penalized least squares formulations. We develop a novel algorithm of primal-dual active set type for a class of nonconvex sparsity-promoting penalties, including…

Optimization and Control · Mathematics 2019-02-28 Jian Huang , Yuling Jiao , Bangti Jin , Jin Liu , Xiliang Lu , Can Yang

We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

Methodology · Statistics 2023-08-04 Jia Zhang , Runxiong Wu , Xin Chen

The $\ell_1$-penalized method, or the Lasso, has emerged as an important tool for the analysis of large data sets. Many important results have been obtained for the Lasso in linear regression which have led to a deeper understanding of…

Machine Learning · Statistics 2011-12-30 Jian Huang , Cun-Hui Zhang

We propose a unified fractional regularization framework for sparse signal recovery based on the $\ell_1/\ell_p^q$ model. This model generalizes several widely used sparsity-promoting regularizers and provides additional flexibility through…

Information Theory · Computer Science 2026-05-28 Yinhao Zhao , Haoyu He , Chuanqi Ma , Hao Wang

We consider the problem of recovering a function over the space of permutations (or, the symmetric group) over $n$ elements from given partial information; the partial information we consider is related to the group theoretic Fourier…

Statistics Theory · Mathematics 2011-06-21 Srikanth Jagabathula , Devavrat Shah

Recovery of arbitrarily positioned samples that are missing in sparse signals recently attracted significant research interest. Sparse signals with heavily corrupted arbitrary positioned samples could be analyzed in the same way as…

Information Theory · Computer Science 2013-09-24 Ljubisa Stankovic , Milos Dakovic , Stefan Vujovic

Fusion frames are collection of subspaces which provide a redundant representation of signal spaces. They generalize classical frames by replacing frame vectors with frame subspaces. This paper considers the sparse recovery of a signal from…

Information Theory · Computer Science 2018-04-09 Ulaş Ayaz

Sparse signal recovery from under-determined systems presents significant challenges when using conventional L_0 and L_1 penalties, primarily due to computational complexity and estimation bias. This paper introduces a truncated Huber…

Numerical Analysis · Mathematics 2025-04-08 Li Yang , Serena Morigi , Michael K. Ng , You-wei Wen

Accurate signal recovery or image reconstruction from indirect and possibly undersampled data is a topic of considerable interest; for example, the literature in the recent field of compressed sensing is already quite immense. Inspired by…

Optimization and Control · Mathematics 2011-04-15 Stephen Becker , Jerome Bobin , Emmanuel Candes

We consider a general class of constrained optimization problems with an additional $\ell_0$- sparsity term in the objective function. Based on a recent reformulation of this difficult $\ell_0$-term, we consider a nonsmooth penalty approach…

Optimization and Control · Mathematics 2025-09-04 Christian Kanzow , Felix Weiß

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…

Computer Vision and Pattern Recognition · Computer Science 2017-11-27 Ali Taimori , Farokh Marvasti

We propose a new class of nonconvex penalty functions, based on data depth functions, for multitask sparse penalized regression. These penalties quantify the relative position of rows of the coefficient matrix from a fixed distribution…

Methodology · Statistics 2018-05-08 Subhabrata Majumdar , Snigdhansu Chatterjee

The sparsity in levels model recently inspired a new generation of effective acquisition and reconstruction modalities for compressive imaging. Moreover, it naturally arises in various areas of signal processing such as parallel…

Information Theory · Computer Science 2021-07-07 Ben Adcock , Simone Brugiapaglia , Matthew King-Roskamp

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function…

Optimization and Control · Mathematics 2023-12-22 Mengqi Hu , Yifei Lou , Bao Wang , Ming Yan , Xiu Yang , Qiang Ye

Generalizable neural surface reconstruction has become a compelling technique to reconstruct from few images without per-scene optimization, where dense 3D feature volume has proven effective as a global representation of scenes. However,…

Computer Vision and Pattern Recognition · Computer Science 2025-07-09 Aoxiang Fan , Corentin Dumery , Nicolas Talabot , Hieu Le , Pascal Fua
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