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Neural ordinary differential equations (Neural ODEs) is a class of machine learning models that approximate the time derivative of hidden states using a neural network. They are powerful tools for modeling continuous-time dynamical systems,…

Machine Learning · Statistics 2024-07-16 Wenbo Hao

The derivation of second-order ordinary differential equations (ODEs) as continuous-time limits of optimization algorithms has been shown to be an effective tool for the analysis of these algorithms. Additionally, discretizing…

Optimization and Control · Mathematics 2019-08-29 Rachel Walker , Emily Zhang

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…

Machine Learning · Statistics 2023-06-01 Linus Bleistein , Adeline Fermanian , Anne-Sophie Jannot , Agathe Guilloux

We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the…

Information Theory · Computer Science 2025-02-18 Sina Mohammad-Taheri , Simone Brugiapaglia

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

In this paper, we introduce a new nonlinear evolution partial differential equation for sparse deconvolution problems. The proposed PDE has the form of continuity equation that arises in various research areas, e.g. fluid dynamics and…

Optimization and Control · Mathematics 2011-04-04 Yu Mao , Bin Dong , Stanley Osher

Differential-algebraic equations (DAEs) integrate ordinary differential equations (ODEs) with algebraic constraints, providing a fundamental framework for developing models of dynamical systems characterized by timescale separation,…

Dynamical Systems · Mathematics 2026-02-27 Manu Jayadharan , Christina Catlett , Arthur N. Montanari , Niall M. Mangan

We introduce Neural Optimal Design of Experiments, a learning-based framework for optimal experimental design in inverse problems that avoids classical bilevel optimization and indirect sparsity regularization. NODE jointly trains a neural…

Machine Learning · Computer Science 2026-01-08 John E. Darges , Babak Maboudi Afkham , Matthias Chung

Optimization-based problems have become of great interest for signal approximation purposes, as they achieved good accuracy results while being extremely flexible and versatile. In this work, we put our focus on the context of periodic…

Optimization and Control · Mathematics 2021-11-30 Adrian Jarret

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

The theory of compressive sensing (CS) suggests that under certain conditions, a sparse signal can be recovered from a small number of linear incoherent measurements. An effective class of reconstruction algorithms involve solving a convex…

Information Theory · Computer Science 2015-05-13 Muhammad Salman Asif , Justin Romberg

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

In this paper, utilizing techniques in compressed sensing, parallel optimization and deep learning, we propose a model-driven approach to jointly design the common measurement matrix and GROUP LASSO-based jointly sparse signal recovery…

Information Theory · Computer Science 2020-02-10 Shuaichao Li , Wanqing Zhang , Ying Cui

There has been a long history of using ordinary differential equations (ODEs) to understand the dynamics of discrete-time algorithms (DTAs). Surprisingly, there are still two fundamental and unanswered questions: (i) it is unclear how to…

Optimization and Control · Mathematics 2021-07-12 Haihao Lu

A significant challenge in many fields of science and engineering is making sense of time-dependent measurement data by recovering governing equations in the form of differential equations. We focus on finding parsimonious ordinary…

Machine Learning · Computer Science 2024-10-04 Doris Voina , Steven Brunton , J. Nathan Kutz

We study the reconstruction of discrete-valued sparse signals from underdetermined systems of linear equations. On the one hand, classical compressed sensing (CS) is designed to deal with real-valued sparse signals. On the other hand,…

Information Theory · Computer Science 2013-10-10 Susanne Sparrer , Robert F. H. Fischer

Oversampled adaptive sensing (OAS) is a recently proposed Bayesian framework which sequentially adapts the sensing basis. In OAS, estimation quality is, in each step, measured by conditional mean squared errors (MSEs), and the basis for the…

Information Theory · Computer Science 2018-11-16 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…

Information Theory · Computer Science 2015-03-13 V. Saligrama , M. Zhao