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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…
The success of compressed sensing relies essentially on the ability to efficiently find an approximately sparse solution to an under-determined linear system. In this paper, we developed an efficient algorithm for the sparsity promoting…
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…
This short note studies a variation of the Compressed Sensing paradigm introduced recently by Vaswani et al., i.e. the recovery of sparse signals from a certain number of linear measurements when the signal support is partially known. The…
Recovery error bounds of tail-minimization and the rate of convergence of an efficient proximal alternating algorithm for sparse signal recovery are considered in this article. Tail-minimization focuses on minimizing the energy in the…
We propose and analyze an online algorithm for reconstructing a sequence of signals from a limited number of linear measurements. The signals are assumed sparse, with unknown support, and evolve over time according to a generic nonlinear…
This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary.…
When the signal does not have a sparse structure but has sparsity under a certain transformation domain, Nam et al. \cite{NS} introduced the cosparse analysis model, which provides a dual perspective on the sparse representation model. This…
In this paper, we consider high-dimensional nonconvex square-root-loss regression problems and introduce a proximal majorization-minimization (PMM) algorithm for these problems. Our key idea for making the proposed PMM to be efficient is to…
The use of generalized LASSO is a common technique for recovery of structured high-dimensional signals. Each generalized LASSO program has a governing parameter whose optimal value depends on properties of the data. At this optimal value,…
This work addresses the recovery and demixing problem of signals that are sparse in some general dictionary. Involved applications include source separation, image inpainting, super-resolution, and restoration of signals corrupted by…
We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…
We present a detailed analysis of the unconstrained $\ell_1$-weighted LASSO method for recovery of sparse data from its observation by randomly generated matrices, satisfying the Restricted Isometry Property (RIP) with constant $\delta<1$,…
We consider the class of convex minimization problems, composed of a self-concordant function, such as the $\log\det$ metric, a convex data fidelity term $h(\cdot)$ and, a regularizing -- possibly non-smooth -- function $g(\cdot)$. This…
We study network loss tomography based on observing average loss rates over a set of paths forming a tree -- a severely underdetermined linear problem for the unknown link loss probabilities. We examine in detail the role of sparsity as a…
This paper considers the problem of recovering either a low rank matrix or a sparse vector from observations of linear combinations of the vector or matrix elements. Recent methods replace the non-convex regularization with $\ell_1$ or…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…
This paper provides novel results for the recovery of signals from undersampled measurements based on analysis $\ell_1$-minimization, when the analysis operator is given by a frame. We both provide so-called uniform and nonuniform recovery…
We propose a sparse regularization model for inversion of incomplete Fourier transforms and apply it to seismic wavefield modeling. The objective function of the proposed model employs the Moreau envelope of the $\ell_0$ norm under a tight…