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In this work, the author presents a novel method for finding descent directions shared by two or more differentiable functions defined on the same unconstrained domain space. Then, the author illustrates an alternative Multiple-Gradient…

Optimization and Control · Mathematics 2026-01-08 Francesco Della Santa

We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how the data was generated. For example, a sparse Green's…

Optimization and Control · Mathematics 2012-12-06 Aleksandr Y. Aravkin , Tristan van Leeuwen , Ning Tu

Optimization algorithms are pivotal in advancing various scientific and industrial fields but often encounter obstacles such as trapping in local minima, saddle points, and plateaus (flat regions), which makes the convergence to reasonable…

Optimization and Control · Mathematics 2026-01-15 Amir M. Vahedi , Horea T. Ilies

Recent work has demonstrated that using a carefully designed sensing matrix rather than a random one, can improve the performance of compressed sensing. In particular, a well-designed sensing matrix can reduce the coherence between the…

Information Theory · Computer Science 2010-09-09 Kevin Rosenblum , Lihi Zelnik-Manor , Yonina C. Eldar

Coded compressed sensing is an algorithmic framework tailored to sparse recovery in very large dimensional spaces. This framework is originally envisioned for the unsourced multiple access channel, a wireless paradigm attuned to…

Information Theory · Computer Science 2019-10-23 Vamsi K. Amalladinne , Jean-Francois Chamberland , Krishna R. Narayanan

Compressed sensing is a developing field aiming at reconstruction of sparse signals acquired in reduced dimensions, which make the recovery process under-determined. The required solution is the one with minimum $\ell_0$ norm due to…

Information Theory · Computer Science 2012-09-06 Nazim Burak Karahanoglu , Hakan Erdogan

We consider the block orthogonal multi-matching pursuit (BOMMP) algorithm for the recovery of block sparse signals. A sharp bound is obtained for the exact reconstruction of block $K$-sparse signals via the BOMMP algorithm in the noiseless…

Information Theory · Computer Science 2017-08-02 Wengu Chen , Huanmin Ge

Block-coordinate descent algorithms and alternating minimization methods are fundamental optimization algorithms and an important primitive in large-scale optimization and machine learning. While various block-coordinate-descent-type…

Optimization and Control · Mathematics 2019-07-02 Jelena Diakonikolas , Lorenzo Orecchia

Recently, it has been observed that a sparse trigonometric polynomial, i.e. having only a small number of non-zero coefficients, can be reconstructed exactly from a small number of random samples using Basis Pursuit (BP) or Orthogonal…

Numerical Analysis · Mathematics 2008-04-06 Holger Rauhut

In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian…

Information Theory · Computer Science 2017-09-28 Ehsan Miandji , Mohammad Emadi , Jonas Unger , Ehsan Afshari

This work presents a parallel variant of the algorithm introduced in [Acceleration of block coordinate descent methods with identification strategies Comput. Optim. Appl. 72(3):609--640, 2019] to minimize the sum of a partially separable…

Optimization and Control · Mathematics 2025-08-06 Ronaldo Lopes , Sandra A. Santos , Paulo J. S. Silva

We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the…

Machine Learning · Computer Science 2015-03-16 Abhisek Kundu , Petros Drineas , Malik Magdon-Ismail

In this work we address the problem of recovering sparse solutions to non linear inverse problems. We look at two variants of the basic problem, the synthesis prior problem when the solution is sparse and the analysis prior problem where…

Information Theory · Computer Science 2015-12-25 Kavya Gupta , Ankita Raj , Angshul Majumdar

Several convex formulation methods have been proposed previously for statistical estimation with structured sparsity as the prior. These methods often require a carefully tuned regularization parameter, often a cumbersome or heuristic…

Machine Learning · Statistics 2016-03-23 Sohail Bahmani , Petros T. Boufounos , Bhiksha Raj

In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

We study sparse linear regression over a network of agents, modeled as an undirected graph and no server node. The estimation of the $s$-sparse parameter is formulated as a constrained LASSO problem wherein each agent owns a subset of the…

Machine Learning · Computer Science 2024-12-30 Marie Maros , Gesualdo Scutari , Ying Sun , Guang Cheng

We show how one can phrase the cut improvement problem for graphs as a sparse recovery problem, whence one can use algorithms originally developed for use in compressive sensing (such as SubspacePursuit or CoSaMP) to solve it. We show that…

Information Theory · Computer Science 2020-02-26 Ming-Jun Lai , Daniel Mckenzie

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini