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$L_1$ regularization is used for finding sparse solutions to an underdetermined linear system. As sparse signals are widely expected in remote sensing, this type of regularization scheme and its extensions have been widely employed in many…

Image and Video Processing · Electrical Eng. & Systems 2018-05-07 Yilei Shi , Xiao Xiang Zhu , Wotao Yin , Richard Bamler

This work studies the problem of sparse signal recovery with automatic grouping of variables. To this end, we investigate sorted nonsmooth penalties as a regularization approach for generalized linear models. We focus on a family of sorted…

Optimization and Control · Mathematics 2025-06-19 Anne Gagneux , Mathurin Massias , Emmanuel Soubies

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…

Information Theory · Computer Science 2015-05-30 Zai Yang , Cishen Zhang , Jun Deng , Wenmiao Lu

We propose to minimize a generic differentiable objective with $L_1$ constraint using a simple reparametrization and straightforward stochastic gradient descent. Our proposal is the direct generalization of previous ideas that the $L_1$…

Machine Learning · Computer Science 2023-07-13 Liu Ziyin , Zihao Wang

The proportionate normalized least mean square (PNLMS) algorithm and its variants are by far the most popular adaptive filters that are used to identify sparse systems. The convergence speed of the PNLMS algorithm, though very high…

Information Theory · Computer Science 2015-07-13 Rajib Lochan Das , Mrityunjoy Chackraborty

In this paper, we study the low-rank matrix minimization problem, where the loss function is convex but nonsmooth and the penalty term is defined by the cardinality function. We first introduce an exact continuous relaxation, that is, both…

Optimization and Control · Mathematics 2024-08-20 Quan Yu , Xinzhen Zhang

We propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for $\ell_1$-constrained sparse recovery from noisy data, both in the compressed sensing and inverse problem frameworks.…

Numerical Analysis · Mathematics 2013-01-01 I. Loris , M. Bertero , C. De Mol , R. Zanella , L. Zanni

Noiseless compressive sensing is a protocol that enables undersampling and later recovery of a signal without loss of information. This compression is possible because the signal is usually sufficiently sparse in a given basis. Currently,…

Information Theory · Computer Science 2024-07-22 D. Barbier , C Lucibello , L. Saglietti , F. Krzakala , L. Zdeborova

The sparse nonlinear programming (SNP) problem has wide applications in signal and image processing, machine learning, pattern recognition, finance and management, etc. However, the computational challenge posed by SNP has not yet been well…

Optimization and Control · Mathematics 2021-05-26 Chen Zhao , Naihua Xiu , Hou-Duo Qi , Ziyan Luo

We propose and analyze an online algorithm for reconstructing a sequence of signals from a limited number of linear measurements. The signals are assumed sparse, with unknown support, and evolve over time according to a generic nonlinear…

Optimization and Control · Mathematics 2015-03-12 Joao F. C. Mota , Nikos Deligiannis , Aswin C. Sankaranarayanan , Volkan Cevher , Miguel R. D. Rodrigues

We tackle the problem of recovering an unknown signal observed in an ill-posed inverse problem framework. More precisely, we study a procedure commonly used in numerical analysis or image deblurring: minimizing an empirical loss function…

Statistics Theory · Mathematics 2007-09-18 J. M. Loubes

We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is only assumed to be lower semi-continuous and prox-bounded. We combine an adaptive…

Machine Learning · Statistics 2022-06-20 Dounia Lakhmiri , Dominique Orban , Andrea Lodi

In this paper, we consider a broad class of nonsmooth and nonconvex fractional programs, where the numerator can be written as the sum of a continuously differentiable convex function whose gradient is Lipschitz continuous and a proper…

Optimization and Control · Mathematics 2022-01-19 Radu Ioan Boţ , Minh N. Dao , Guoyin Li

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

Sparse signal recovery from under-determined systems presents significant challenges when using conventional L_0 and L_1 penalties, primarily due to computational complexity and estimation bias. This paper introduces a truncated Huber…

Numerical Analysis · Mathematics 2025-04-08 Li Yang , Serena Morigi , Michael K. Ng , You-wei Wen

We address the problem of estimating a sparse low-rank matrix from its noisy observation. We propose an objective function consisting of a data-fidelity term and two parameterized non-convex penalty functions. Further, we show how to set…

Optimization and Control · Mathematics 2017-04-13 Ankit Parekh , Ivan W. Selesnick

Conventional sparse phase retrieval schemes can recover sparse signals from the magnitude of linear measurements only up to a global phase ambiguity. This work proposes a novel approach that instead utilizes the magnitude of affine…

Information Theory · Computer Science 2021-05-25 Ming-Hsun Yang , Y. -W. Peter Hong , Jwo-Yuh Wu

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Information Theory · Computer Science 2024-03-20 Jian-Feng Cai , Yu Long , Ruixue Wen , Jiaxi Ying

The goal of compressed sensing is to reconstruct a sparse signal under a few linear measurements far less than the dimension of the ambient space of the signal. However, many real-life applications in physics and biomedical sciences carry…

Optimization and Control · Mathematics 2017-08-29 Angang Cui , Jigen Peng , Haiyang Li

We present a novel stagewise strategy for improving greedy algorithms for sparse recovery. We demonstrate its efficiency both for synthesis and analysis sparse priors, where in both cases we demonstrate its computational efficiency and…

Numerical Analysis · Mathematics 2020-12-02 Guy Leibovitz , Raja Giryes