Related papers: Stability and Risk Bounds of Iterative Hard Thresh…
Commonly employed reconstruction algorithms in compressed sensing (CS) use the $L_2$ norm as the metric for the residual error. However, it is well-known that least squares (LS) based estimators are highly sensitive to outliers present in…
In the machine learning era, sparsity continues to attract significant interest due to the benefits it provides to learning models. Algorithms aiming to optimise the \(\ell_0\)- and \(\ell_1\)-norm are the common choices to achieve…
Iterative hard thresholding (IHT) has gained in popularity over the past decades in large-scale optimization. However, convergence properties of this method have only been explored recently in non-convex settings. In matrix completion,…
A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many…
This paper deals with the problem of sparse recovery often found in compressive sensing applications exploiting a priori knowledge. In particular, we present a knowledge-aided normalized iterative hard thresholding (KA-NIHT) algorithm that…
Sparse signal recovery or compressed sensing can be formulated as certain sparse optimization problems. The classic optimization theory indicates that the Newton-like method often has a numerical advantage over the gradient method for…
The generalization error (risk) of a supervised statistical learning algorithm quantifies its prediction ability on previously unseen data. Inspired by exponential tilting, \citet{li2020tilted} proposed the {\it tilted empirical risk} (TER)…
The core of a good model is in its ability to focus only on important information that reflects the basic patterns and consistencies, thus pulling out a clear, noise-free signal from the dataset. This necessitates using a simplified model…
Modern scientific instruments produce vast amounts of data, which can overwhelm the processing ability of computer systems. Lossy compression of data is an intriguing solution, but comes with its own drawbacks, such as potential signal…
We consider the problem of in-network compressed sensing from distributed measurements. Every agent has a set of measurements of a signal $x$, and the objective is for the agents to recover $x$ from their collective measurements using only…
Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…
In this work, we show that reconstructing a sparse signal from quantized compressive measurement can be achieved in an unified formalism whatever the (scalar) quantization resolution, i.e., from 1-bit to high resolution assumption. This is…
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…
Algorithms based on the hard thresholding principle have been well studied with sounding theoretical guarantees in the compressed sensing and more general sparsity-constrained optimization. It is widely observed in existing empirical…
Iterative thresholding algorithms seek to optimize a differentiable objective function over a sparsity or rank constraint by alternating between gradient steps that reduce the objective, and thresholding steps that enforce the constraint.…
Iterative hard thresholding (IHT) and compressive sampling matching pursuit (CoSaMP) are two types of mainstream compressed sensing algorithms using hard thresholding operators for signal recovery and approximation. The guaranteed…
We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…
Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely…
We develop mask iterative hard thresholding algorithms (mask IHT and mask DORE) for sparse image reconstruction of objects with known contour. The measurements follow a noisy underdetermined linear model common in the compressive sampling…
The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…