Related papers: Error estimation for the non-convex cosparse optim…
This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…
In this paper we propose a second--order method for solving \emph{linear composite sparse optimization problems} consisting of minimizing the sum of a differentiable (possibly nonconvex function) and a nondifferentiable convex term. The…
In this paper, we bring together two trends that have recently emerged in sparse signal recovery: the problem of sparse signals that stem from finite alphabets and the techniques that introduce concave penalties. Specifically, we show that…
Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…
Many applications have benefited remarkably from low-dimensional models in the recent decade. The fact that many signals, though high dimensional, are intrinsically low dimensional has given the possibility to recover them stably from a…
We study the robust mean estimation problem in high dimensions, where $\alpha <0.5$ fraction of the data points can be arbitrarily corrupted. Motivated by compressive sensing, we formulate the robust mean estimation problem as the…
This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…
Our work is focused on the joint sparsity recovery problem where the common sparsity pattern is corrupted by Poisson noise. We formulate the confidence-constrained optimization problem in both least squares (LS) and maximum likelihood (ML)…
In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…
An algorithmic framework, based on the difference of convex functions algorithm (DCA), is proposed for minimizing a class of concave sparse metrics for compressed sensing problems. The resulting algorithm iterates a sequence of $\ell_1$…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a…
We propose a non-convex variational model for the super-resolution of Optical Coherence Tomography (OCT) images of the murine eye, by enforcing sparsity with respect to suitable dictionaries learnt from high-resolution OCT data. The…
Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…
This paper presents a regularization technique incorporating a non-convex and non-smooth term, $\ell_{1}^{2}-\eta\ell_{2}^{2}$, with parameters $0<\eta\leq 1$ designed to address ill-posed linear problems that yield sparse solutions. We…
We study parameter estimation and asymptotic inference for sparse nonlinear regression. More specifically, we assume the data are given by $y = f( x^\top \beta^* ) + \epsilon$, where $f$ is nonlinear. To recover $\beta^*$, we propose an…
We address the exact recovery of a k-sparse vector in the noiseless setting when some partial information on the support is available. This partial information takes the form of either a subset of the true support or an approximate subset…
We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…
We study the problem of estimation and testing in logistic regression with class-conditional noise in the observed labels, which has an important implication in the Positive-Unlabeled (PU) learning setting. With the key observation that the…
In this paper, we analyse the recovery properties of nonconvex regularized $M$-estimators, under the assumption that the true parameter is of soft sparsity. In the statistical aspect, we establish the recovery bound for any stationary point…