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The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…

Optimization and Control · Mathematics 2016-10-11 Frank Schöpfer , Dirk A. Lorenz

Compressive sensing relies on the sparse prior imposed on the signal of interest to solve the ill-posed recovery problem in an under-determined linear system. The objective function used to enforce the sparse prior information should be…

Information Theory · Computer Science 2020-02-25 Shuai Huang , Trac D. Tran

Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of…

Information Theory · Computer Science 2016-04-05 Anastasios Kyrillidis , Bubacarr Bah , Rouzbeh Hasheminezhad , Quoc Tran-Dinh , Luca Baldassarre , Volkan Cevher

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka

Using techniques developed recently in the field of compressed sensing we prove new upper bounds for general (nonlinear) sampling numbers of (quasi-)Banach smoothness spaces in $L^2$. In particular, we show that in relevant cases such as…

Numerical Analysis · Mathematics 2023-08-02 Thomas Jahn , Tino Ullrich , Felix Voigtlaender

This paper considers a large class of linear operator equations, including linear boundary value problems for partial differential equations, and treats them as linear recovery problems for objects from their data. Well-posedness of the…

Numerical Analysis · Mathematics 2014-03-17 Robert Schaback

This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…

Numerical Analysis · Mathematics 2016-08-03 Kristian Bredies , Barbara Kaltenbacher , Elena Resmerita

In this paper we consider the $L_q$-approximation of multivariate periodic functions $f$ with $L_p$-bounded mixed derivative (difference). The (possibly non-linear) reconstruction algorithm is supposed to recover the function from function…

Numerical Analysis · Mathematics 2017-03-02 Glenn Byrenheid , Tino Ullrich

We discuss a general notion of "sparsity structure" and associated recoveries of a sparse signal from its linear image of reduced dimension possibly corrupted with noise. Our approach allows for unified treatment of (a) the "usual sparsity"…

Optimization and Control · Mathematics 2016-11-26 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadi Nemirovski

Function approximation and recovery via some sampled data have long been studied in a wide array of applied mathematics and statistics fields. Analytic tools, such as the Poincar\'e inequality, have been handy for estimating the…

Numerical Analysis · Mathematics 2020-07-16 Yifan Chen , Thomas Y. Hou

This article offers a comprehensive treatment of polynomial functional regression, culminating in the establishment of a novel finite sample bound. This bound encompasses various aspects, including general smoothness conditions, capacity…

Numerical Analysis · Mathematics 2024-05-08 Markus Holzleitner , Sergei Pereverzyev

Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…

Statistics Theory · Mathematics 2024-01-22 Tapio Helin

We consider the problem of approximating an unknown function from point evaluations. This problem is a crucial subproblem in many modern (nonlinear) approximation schemes. When obtaining these point evaluations is costly, minimising the…

Numerical Analysis · Mathematics 2025-12-03 Philipp Trunschke , Anthony Nouy

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

Learning an appropriate (dis)similarity function from the available data is a central problem in machine learning, since the success of many machine learning algorithms critically depends on the choice of a similarity function to compare…

Machine Learning · Computer Science 2013-08-30 Zheng-Chu Guo , Yiming Ying

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…

Probability · Mathematics 2015-10-29 Thomas Kriecherbauer , Kristina Schubert

This paper tackles algorithmic and theoretical aspects of dictionary learning from incomplete and random block-wise image measurements and the performance of the adaptive dictionary for sparse image recovery. This problem is related to…

Computer Vision and Pattern Recognition · Computer Science 2015-08-04 Mohammad Aghagolzadeh , Hayder Radha

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…

Probability · Mathematics 2023-12-25 Thomas Anton , Sutanuka Roy , Rabee Tourky