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The convergence rates results in $\ell^1$-regularization when the sparsity assumption is narrowly missed, presented by Burger et al. (2013 Inverse Problems 29 025013), are based on a crucial condition which requires that all basis elements…

Numerical Analysis · Mathematics 2015-08-05 Stephan W. Anzengruber , Bernd Hofmann , Ronny Ramlau

Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…

Optimization and Control · Mathematics 2022-07-18 Xianpeng Mao , Yuning Yang

Given an unknown signal $\mathbf{x}_0\in\mathbb{R}^n$ and linear noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\sigma\mathbf{v}\in\mathbb{R}^m$, the generalized $\ell_2^2$-LASSO solves…

Statistics Theory · Mathematics 2015-02-24 Christos Thrampoulidis , Ashkan Panahi , Babak Hassibi

This paper studies the role of sparse regularization in a properly chosen basis for variational data assimilation (VDA) problems. Specifically, it focuses on data assimilation of noisy and down-sampled observations while the state variable…

Data Analysis, Statistics and Probability · Physics 2014-06-25 A. M. Ebtehaj , M. Zupanski , G. Lerman , E. Foufoula-Georgiou

In this paper we analyze a family of general random block coordinate descent methods for the minimization of $\ell_0$ regularized optimization problems, i.e. the objective function is composed of a smooth convex function and the $\ell_0$…

Optimization and Control · Mathematics 2014-07-21 Andrei Patrascu , Ion Necoara

In this paper, we focus on the local convergence rate analysis of the proximal iteratively reweighted $\ell_1$ algorithms for solving $\ell_p$ regularization problems, which are widely applied for inducing sparse solutions. We show that if…

Optimization and Control · Mathematics 2021-01-12 Hao Wang , Hao Zeng , Jiashan Wang

Despite widespread adoption in practice, guarantees for the LASSO and Group LASSO are strikingly lacking in settings beyond statistical problems, and these algorithms are usually considered to be a heuristic in the context of sparse convex…

Machine Learning · Computer Science 2023-07-17 Kyriakos Axiotis , Taisuke Yasuda

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2010-04-06 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

Conventional compressed sensing theory assumes signals have sparse representations in a known, finite dictionary. Nevertheless, in many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the…

Information Theory · Computer Science 2014-12-19 Jun Fang , Huiping Duan , Jing Li , Hongbin Li , Rick S. Blum

The success of compressed sensing relies essentially on the ability to efficiently find an approximately sparse solution to an under-determined linear system. In this paper, we developed an efficient algorithm for the sparsity promoting…

Information Theory · Computer Science 2015-06-18 Qibin Fan , Yuling Jiao , Xiliang Lu

Regularization is a critical technique for ensuring well-posedness in solving inverse problems with incomplete measurement data. Traditionally, the regularization term is designed based on prior knowledge of the unknown signal's…

Numerical Analysis · Mathematics 2024-12-16 Bosu Choi , Jihun Han , Yoonsang Lee

Compressed sensing shows that a sparse signal can stably be recovered from incomplete linear measurements. But, in practical applications, some signals have additional structure, where the nonzero elements arise in some blocks. We call such…

Information Theory · Computer Science 2023-11-29 Jianwen Huang , Hailin Wang , Feng Zhang , Jianjun Wang , Jinping Jia

We study a regularization framework that combines a convex fidelity term with multiple $\ell_1$-based regularizers, each linked to a distinct linear transform. This multi-penalty model enhances flexibility in promoting structured sparsity.…

Numerical Analysis · Mathematics 2026-02-02 Qianru Liu , Rui Wang , Yuesheng Xu

Sparse signal recovery based on nonconvex and nonsmooth optimization problems has significant applications and demonstrates superior performance in signal processing and machine learning. This work deals with a scale-invariant…

Optimization and Control · Mathematics 2025-09-29 Lang Yu , Nanjing Huang

We introduce Renet, a principled generalization of the Relaxed Lasso to the Elastic Net family of estimators. While, on the one hand, $\ell_1$-regularization is a standard tool for variable selection in high-dimensional regimes and, on the…

Methodology · Statistics 2026-02-12 Albert Dorador

In this paper, we propose $\ell_p$-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the…

Portfolio Management · Quantitative Finance 2013-12-24 Caihua Chen , Xindan Li , Caleb Tolman , Suyang Wang , Yinyu Ye

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2011-11-08 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

In this article, we introduce a minimization model via a non-convex transformed $\ell_p$ (TLp) penalty function with two parameters $a\in(0,\infty)$ and $p\in(0,1]$, where the case $p=1$ is known and was established by S. Zhang and J. Xin.…

Functional Analysis · Mathematics 2026-04-15 Ziwei Li , Wengu Chen , Huanmin Ge , Dachun Yang

The recently developed data-driven eigenmatrix method shows very promising reconstruction accuracy in sparse recovery for a wide range of kernel functions and random sample locations. However, its current implementation can lead to…

Numerical Analysis · Mathematics 2024-05-15 Koung Hee Leem , Jun Liu , George Pelekanos

We propose a sparse reconstruction framework for solving inverse problems. Opposed to existing sparse regularization techniques that are based on frame representations, we train an encoder-decoder network by including an $\ell^1$-penalty.…

Numerical Analysis · Mathematics 2019-08-07 Daniel Obmann , Johannes Schwab , Markus Haltmeier