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In this paper, we propose $\ell_p$-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the…

Portfolio Management · Quantitative Finance 2013-12-24 Caihua Chen , Xindan Li , Caleb Tolman , Suyang Wang , Yinyu Ye

In this work, we consider a class of differentiable criteria for sparse image computing problems, where a nonconvex regularization is applied to an arbitrary linear transform of the target image. As special cases, it includes…

Optimization and Control · Mathematics 2013-08-27 Emilie Chouzenoux , Anna Jezierska , Jean-Christophe Pesquet , Hugues Talbot

We study a regularization framework that combines a convex fidelity term with multiple $\ell_1$-based regularizers, each linked to a distinct linear transform. This multi-penalty model enhances flexibility in promoting structured sparsity.…

Numerical Analysis · Mathematics 2026-02-02 Qianru Liu , Rui Wang , Yuesheng Xu

In sparse optimization, enforcing hard constraints using the $\ell_0$ pseudo-norm offers advantages like controlled sparsity compared to convex relaxations. However, many real-world applications demand not only sparsity constraints but also…

Optimization and Control · Mathematics 2025-06-12 William de Vazelhes , Xiao-Tong Yuan , Bin Gu

For the first time, this paper investigates the phase retrieval problem with the assumption that the phase (of the complex signal) is sparse in contrast to the sparsity assumption on the signal itself as considered in the literature of…

Optimization and Control · Mathematics 2019-01-29 Hieu Thao Nguyen , D. Russell Luke , Oleg Soloviev , Michel Verhaegen

We introduce a fast algorithm for computing sparse Fourier transforms supported on smooth curves or surfaces. This problem appear naturally in several important problems in wave scattering and reflection seismology. The main observation is…

Numerical Analysis · Mathematics 2008-01-11 Lexing Ying

Many applications in signal processing benefit from the sparsity of signals in a certain transform domain or dictionary. Synthesis sparsifying dictionaries that are directly adapted to data have been popular in applications such as image…

Machine Learning · Statistics 2015-06-23 Saiprasad Ravishankar , Yoram Bresler

The non-convex $\alpha\|\cdot\|_{\ell_1}-\beta\| \cdot\|_{\ell_2}$ $(\alpha\ge\beta\geq0)$ regularization has attracted attention in the field of sparse recovery. One way to obtain a minimizer of this regularization is the…

Numerical Analysis · Mathematics 2020-12-30 Liang Ding , Weimin Han

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

Statistics Theory · Mathematics 2011-05-05 Paul Rochet

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Computation · Statistics 2020-12-16 Sander Devriendt , Katrien Antonio , Tom Reynkens , Roel Verbelen

We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the prediction-correction scheme alongside the forward-backward…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli

Acquiring seismic data from irregular topographic surface is oftently oppressed by irregular and nonequivalent source-receiver arrays and even more it yields bad traces after storing the original signal. In the light of preprocessing…

Geophysics · Physics 2023-04-27 Hussein Muhammed

Novel sparse reconstruction algorithms are proposed for beamspace channel estimation in massive multiple-input multiple-output systems. The proposed algorithms minimize a least-squares objective having a nonconvex regularizer. This…

Information Theory · Computer Science 2021-12-02 Pengxia Wu , Julian Cheng

In sparse coding, we attempt to extract features of input vectors, assuming that the data is inherently structured as a sparse superposition of basic building blocks. Similarly, neural networks perform a given task by learning features of…

Machine Learning · Computer Science 2022-02-16 Deborah Pereg , Israel Cohen , Anthony A. Vassiliou

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

Recovering corrupted images is one of the most challenging problems in image processing. Among various restoration tasks, blind image deblurring has been extensively studied due to its practical importance and inherent difficulty. In this…

Computer Vision and Pattern Recognition · Computer Science 2026-04-22 Heng Zhang , Reza Parvaz , Rui Yang

The recent results presented in arXiv:2202.05608 have led to significant developments in achieving stable approximations of Helmholtz solutions by plane wave superposition. The study shows that the numerical instability and ill-conditioning…

Numerical Analysis · Mathematics 2023-05-04 Nicola Galante

Total variation regularization based on the l1 norm is ubiquitous in image reconstruction. However, the resulting reconstructions are not always as sparse in the edge domain as desired. Iteratively reweighted methods provide some…

Image and Video Processing · Electrical Eng. & Systems 2022-04-01 Victor Churchill , Rick Archibald , Anne Gelb

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its $n$ time domain samples. The signal of interest is assumed to be a superposition of $r$…

Information Theory · Computer Science 2015-01-05 Yuxin Chen , Yuejie Chi