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Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…

Machine Learning · Statistics 2026-05-13 Jin Zhu , Junxian Zhu , Zezhi Wang , Borui Tang , Hongmei Lin , Xueqin Wang

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Machine Learning · Statistics 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

Consider the compressed sensing setup where the support $s^*$ of an $m$-sparse $d$-dimensional signal $x$ is to be recovered from $n$ linear measurements with a given algorithm. Suppose that the measurements are such that the algorithm does…

Information Theory · Computer Science 2021-03-10 Mohammad Mehrabi , Aslan Tchamkerten

In this work we present a computationally efficient linear optimization approach for estimating the cross--power spectrum of an hidden multivariate stochastic process from that of another observed process. Sparsity in the resulting…

Methodology · Statistics 2024-12-02 Laura Carini , Isabella Furci , Sara Sommariva

Support estimation (SE) of a sparse signal refers to finding the location indices of the non-zero elements in a sparse representation. Most of the traditional approaches dealing with SE problem are iterative algorithms based on greedy…

Signal Processing · Electrical Eng. & Systems 2026-05-06 Mehmet Yamac , Mete Ahishali , Serkan Kiranyaz , Moncef Gabbouj

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama

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…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

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)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Training activation quantized neural networks involves minimizing a piecewise constant function whose gradient vanishes almost everywhere, which is undesirable for the standard back-propagation or chain rule. An empirical way around this…

Machine Learning · Computer Science 2019-09-26 Penghang Yin , Jiancheng Lyu , Shuai Zhang , Stanley Osher , Yingyong Qi , Jack Xin

The effectiveness of using model sparsity as a priori information when solving linear inverse problems is studied. We investigate the reconstruction quality of such a method in the non-idealized case and compute some typical recovery errors…

Numerical Analysis · Mathematics 2010-07-19 Ignace Loris , Caroline Verhoeven

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

The Straight-Through Estimator (STE) is the dominant method for training neural networks with discrete variables, enabling gradient-based optimisation by routing gradients through a differentiable surrogate. However, existing STE variants…

Machine Learning · Computer Science 2026-02-24 Rushi Shah , Mingyuan Yan , Michael Curtis Mozer , Dianbo Liu

We propose Structured Exploration with Achievements (SEA), a multi-stage reinforcement learning algorithm designed for achievement-based environments, a particular type of environment with an internal achievement set. SEA first uses offline…

Machine Learning · Computer Science 2023-05-02 Zihan Zhou , Animesh Garg

In recent years, unfolding iterative algorithms as neural networks has become an empirical success in solving sparse recovery problems. However, its theoretical understanding is still immature, which prevents us from fully utilizing the…

Machine Learning · Computer Science 2018-11-06 Xiaohan Chen , Jialin Liu , Zhangyang Wang , Wotao Yin

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

Motivated by applications in neuroimaging analysis, we propose a new regression model, Sparse TensOr REsponse regression (STORE), with a tensor response and a vector predictor. STORE embeds two key sparse structures: element-wise sparsity…

Machine Learning · Statistics 2017-11-28 Will Wei Sun , Lexin Li

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

In this paper we consider the problem of exact recovery of a fixed sparse vector with the measurement matrices sequentially arriving along with corresponding measurements. We propose an extension of the iterative hard thresholding (IHT)…

Information Theory · Computer Science 2021-03-02 Samrat Mukhopadhyay

The transformer architecture has driven breakthroughs in recent years on tasks which require modeling pairwise relationships between sequential elements, as is the case in natural language understanding. However, long seqeuences pose a…

Computation and Language · Computer Science 2024-03-26 Heejun Lee , Jina Kim , Jeffrey Willette , Sung Ju Hwang

The SparseStep algorithm is presented for the estimation of a sparse parameter vector in the linear regression problem. The algorithm works by adding an approximation of the exact counting norm as a constraint on the model parameters and…

Methodology · Statistics 2017-01-25 Gerrit J. J. van den Burg , Patrick J. F. Groenen , Andreas Alfons
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