Related papers: Sparse least squares solutions of multilinear equa…
In this paper, we propose an algorithm referred to as multipath matching pursuit that investigates multiple promising candidates to recover sparse signals from compressed measurements. Our method is inspired by the fact that the problem to…
In second-order optimization, a potential bottleneck can be computing the Hessian matrix of the optimized function at every iteration. Randomized sketching has emerged as a powerful technique for constructing estimates of the Hessian which…
Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…
Sparse approximate solutions to linear equations are classically obtained via L1 norm regularized least squares, but this method often underestimates the true solution. As an alternative to the L1 norm, this paper proposes a class of…
Sparse learning is ubiquitous in many machine learning tasks. It aims to regularize the goodness-of-fit objective by adding a penalty term to encode structural constraints on the model parameters. In this paper, we develop a flexible sparse…
Learned sparse retrieval (LSR) is a popular method for first-stage retrieval because it combines the semantic matching of language models with efficient CPU-friendly algorithms. Previous work aggregates blocks into "superblocks" to quickly…
This letter proposes a novel sparsity-aware adaptive filtering scheme and algorithms based on an alternating optimization strategy with shrinkage. The proposed scheme employs a two-stage structure that consists of an alternating…
This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…
This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…
The optimization problems with a sparsity constraint is a class of important global optimization problems. A typical type of thresholding algorithms for solving such a problem adopts the traditional full steepest descent direction or…
Matching Pursuit LASSIn Part I \cite{TanPMLPart1}, a Matching Pursuit LASSO ({MPL}) algorithm has been presented for solving large-scale sparse recovery (SR) problems. In this paper, we present a subspace search to further improve the…
Although the sparse multinomial logistic regression (SMLR) has provided a useful tool for sparse classification, it suffers from inefficacy in dealing with high dimensional features and manually set initial regressor values. This has…
Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…
In this work, we revisit dictionary-based sparse regression, in particular, Sequential Threshold Least Squares (STLS), and propose a score-guided library selection to provide practical guidance for data-driven modeling, with emphasis on…
This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…
This paper studies the copositive optimization problem whose objective is a sparse polynomial, with linear constraints over the nonnegative orthant. We propose sparse Moment-SOS relaxations to solve it. Necessary and sufficient conditions…
In this paper we discuss a sequential algorithm for the computation of a minimum-time speed profile over a given path, under velocity, acceleration and jerk constraints. Such a problem arises in industrial contexts such as automated…
We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an…
Linear inverse problems arise in diverse engineering fields especially in signal and image reconstruction. The development of computational methods for linear inverse problems with sparsity is one of the recent trends in this field. The…
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…