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Nonnegative matrix factorization (NMF) has become a ubiquitous tool for data analysis. An important variant is the sparse NMF problem which arises when we explicitly require the learnt features to be sparse. A natural measure of sparsity is…

Machine Learning · Computer Science 2013-03-20 Vamsi K. Potluru , Sergey M. Plis , Jonathan Le Roux , Barak A. Pearlmutter , Vince D. Calhoun , Thomas P. Hayes

A dimension reduction method based on the "Nonlinear Level set Learning" (NLL) approach is presented for the pointwise prediction of functions which have been sparsely sampled. Leveraging geometric information provided by the Implicit…

Machine Learning · Statistics 2021-08-10 Anthony Gruber , Max Gunzburger , Lili Ju , Yuankai Teng , Zhu Wang

We consider the problem of estimating sparse graphs by a lasso penalty applied to the inverse covariance matrix. Using a coordinate descent procedure for the lasso, we develop a simple algorithm that is remarkably fast: in the worst cases,…

Methodology · Statistics 2007-08-28 Jerome Friedman , Trevor Hastie , Robert Tibshirani

We advocate an optimization procedure for variable density sampling in the context of compressed sensing. In this perspective, we introduce a minimization problem for the coherence between the sparsity and sensing bases, whose solution…

Information Theory · Computer Science 2011-09-29 Gilles Puy , Pierre Vandergheynst , Yves Wiaux

We present a sublinear randomized algorithm to compute a sparse Fourier transform for nonequispaced data. Suppose a signal S is known to consist of N equispaced samples, of which only L<N are available. If the ratio p=L/N is not close to 1,…

Numerical Analysis · Mathematics 2007-05-23 Jing Zou

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

We consider the problem of recovering a function over the space of permutations (or, the symmetric group) over $n$ elements from given partial information; the partial information we consider is related to the group theoretic Fourier…

Statistics Theory · Mathematics 2011-06-21 Srikanth Jagabathula , Devavrat Shah

Functional linear discriminant analysis offers a simple yet efficient method for classification, with the possibility of achieving a perfect classification. Several methods are proposed in the literature that mostly address the…

Methodology · Statistics 2020-12-14 Juhyun Park , Jeongyoun Ahn , Yongho Jeon

Efficient ab initio calculations of correlated materials at finite temperature require compact representations of the Green's functions both in imaginary time and Matsubara frequency. In this paper, we introduce a general procedure which…

Strongly Correlated Electrons · Physics 2020-04-01 Jia Li , Markus Wallerberger , Naoya Chikano , Chia-Nan Yeh , Emanuel Gull , Hiroshi Shinaoka

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

This paper proposes a new mathematical formulation for flow measurement based on the inverse source problem for wave equations with partial boundary measurement. Inspired by the design of acoustic Doppler current profilers (ADCPs), we…

Optimization and Control · Mathematics 2025-03-19 Jiwei Li , Lingyun Qiu , Zhongjing Wang , Hui Yu

In this paper, we recover sparse signals from their noisy linear measurements by solving nonlinear differential inclusions, which is based on the notion of inverse scale space (ISS) developed in applied mathematics. Our goal here is to…

Statistics Theory · Mathematics 2016-01-22 Stanley Osher , Feng Ruan , Jiechao Xiong , Yuan Yao , Wotao Yin

We develop fast and memory efficient numerical methods for learning functions of many variables that admit sparse representations in terms of general bounded orthonormal tensor product bases. Such functions appear in many applications…

Numerical Analysis · Mathematics 2020-05-11 Bosu Choi , Mark Iwen , Felix Krahmer

We study sparse spikes deconvolution over the space of Radon measures on $\mathbb{R}$ or $\mathbb{T}$ when the input measure is a finite sum of positive Dirac masses using the BLASSO convex program. We focus on the recovery properties of…

Information Theory · Computer Science 2016-09-01 Quentin Denoyelle , Vincent Duval , Gabriel Peyré

Motivated by the orthogonal series density estimation in $L^2([0,1],\mu)$, in this project we consider a new class of functions that we call the approximate sparsity class. This new class is characterized by the rate of decay of the…

Econometrics · Economics 2025-08-14 Lucas Z. Zhang

In a recent paper, Hou and Shi introduced a new adaptive data analysis method to analyze nonlinear and non-stationary data. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary…

Numerical Analysis · Mathematics 2013-03-29 Thomas Y. Hou , Zuoqiang Shi , Peyman Tavallali

Inferring physical fields from sparse observations while strictly satisfying partial differential equations (PDEs) is a fundamental challenge in computational physics. Recently, deep generative models offer powerful data-driven priors for…

Machine Learning · Computer Science 2026-01-29 Zichao Yu , Ming Li , Wenyi Zhang , Difan Zou , Weiguo Gao

We derive optimal rates of convergence in the supremum norm for estimating the H\"older-smooth mean function of a stochastic process which is repeatedly and discretely observed with additional errors at fixed, multivariate, synchronous…

Statistics Theory · Mathematics 2024-05-09 Max Berger , Philipp Hermann , Hajo Holzmann
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