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We study the sparse non-negative least squares (S-NNLS) problem. S-NNLS occurs naturally in a wide variety of applications where an unknown, non-negative quantity must be recovered from linear measurements. We present a unified framework…

Machine Learning · Statistics 2018-01-03 Igor Fedorov , Alican Nalci , Ritwik Giri , Bhaskar D. Rao , Truong Q. Nguyen , Harinath Garudadri

A heuristic procedure based on novel recursive formulation of sinusoid (RFS) and on regression with predictive least-squares (LS) enables to decompose both uniformly and nonuniformly sampled 1-d signals into a sparse set of sinusoids (SSS).…

Information Theory · Computer Science 2017-04-13 Ivan Maric

This paper presents a novel projection-based adaptive algorithm for sparse signal and system identification. The sequentially observed data are used to generate an equivalent sequence of closed convex sets, namely hyperslabs. Each hyperslab…

Information Theory · Computer Science 2015-10-28 Yannis Kopsinis , Konstantinos Slavakis , Sergios Theodoridis

We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 Stamatios Lefkimmiatis , Iaroslav Koshelev

In this paper, we account for approaches of sparse recovery from large underdetermined linear models with perturbation present in both the measurements and the dictionary matrix. Existing methods have high computation and low efficiency.…

Information Theory · Computer Science 2012-05-02 Xuebing Han , Hao Zhang , Gang Li

We propose two sparsity-aware normalized subband adaptive filter (NSAF) algorithms by using the gradient descent method to minimize a combination of the original NSAF cost function and the l1-norm penalty function on the filter…

Signal Processing · Electrical Eng. & Systems 2018-10-18 Y. Yu , H. Zhao , R. C. de Lamare

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

Machine Learning · Statistics 2024-06-06 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

Methodology · Statistics 2025-10-30 Dominik Sturm , Ivo F. Sbalzarini

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

This paper proposes a new interpretation of sparse penalties such as the elastic-net and the group-lasso. Beyond providing a new viewpoint on these penalization schemes, our approach results in a unified optimization strategy. Our…

Machine Learning · Statistics 2017-07-20 Yves Grandvalet , Julien Chiquet , Christophe Ambroise

In a multiple measurement vector problem (MMV), where multiple signals share a common sparse support and are sampled by a common sensing matrix, we can expect joint sparsity to enable a further reduction in the number of required…

Information Theory · Computer Science 2015-06-03 Jong Min Kim , Ok Kyun Lee , Jong Chul Ye

Distributed adaptive signal processing has attracted much attention in the recent decade owing to its effectiveness in many decentralized real-time applications in networked systems. Because many natural signals are highly sparse with most…

Optimization and Control · Mathematics 2017-11-22 Xuanyu Cao , K. J. Ray Liu

We propose a Binary Robust Least Squares (BRLS) model that encompasses key robust least squares formulations, such as those involving uncertain binary labels and adversarial noise constrained within a hypercube. We show that the geometric…

Optimization and Control · Mathematics 2025-10-14 Yang Zhou , Xiaojun Chen

We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call…

Machine Learning · Statistics 2010-03-19 Tapio Pahikkala , Antti Airola , Tapio Salakoski

In this paper, we propose a new greedy algorithm for sparse approximation, called SLS for Single L_1 Selection. SLS essentially consists of a greedy forward strategy, where the selection rule of a new component at each iteration is based on…

Optimization and Control · Mathematics 2021-02-12 Ramzi Ben Mhenni , Sébastien Bourguignon , Jérôme Idier

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

Methodology · Statistics 2021-11-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Die Gan , Zhixin Liu

We study the problem of recovering sparse signals from compressed linear measurements. This problem, often referred to as sparse recovery or sparse reconstruction, has generated a great deal of interest in recent years. To recover the…

Methodology · Statistics 2016-01-01 Jian Wang , Ping Li

This paper presents subspace of information forgetting recursive least squares (SIFt-RLS), a directional forgetting algorithm which, at each step, forgets only in row space of the regressor matrix, or the \textit{information subspace}. As a…

Signal Processing · Electrical Eng. & Systems 2024-04-18 Brian Lai , Dennis S. Bernstein