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This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

Sparsity promoting regularization is an important technique for signal reconstruction and several other ill-posed problems. Theoretical investigation typically bases on the assumption that the unknown solution has a sparse representation…

Numerical Analysis · Mathematics 2013-11-11 Jens Flemming , Markus Hegland

We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter $\lambda$ multiple of the $\ell_0$ norm composed…

Optimization and Control · Mathematics 2021-11-17 Yuesheng Xu

The lasso and related sparsity inducing algorithms have been the target of substantial theoretical and applied research. Correspondingly, many results are known about their behavior for a fixed or optimally chosen tuning parameter specified…

Statistics Theory · Mathematics 2016-06-23 Darren Homrighausen , Daniel J. McDonald

We study the problem of variable selection in convex nonparametric least squares (CNLS). Whereas the least absolute shrinkage and selection operator (Lasso) is a popular technique for least squares, its variable selection performance is…

Methodology · Statistics 2025-10-31 Zhiqiang Liao , Zhaonan Qu

Sparse linear regression methods including the well-known LASSO and the Dantzig selector have become ubiquitous in the engineering practice, including in medical imaging. Among other tasks, they have been successfully applied for the…

Signal Processing · Electrical Eng. & Systems 2023-01-03 Anna Pidnebesna , Iveta Fajnerova , Jiri Horacek , Jaroslav Hlinka

This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats each regression coefficient in turn as the interest parameter,…

Methodology · Statistics 2022-11-14 Heather S. Battey , Nancy Reid

Recent advances in neuroimaging analysis have enabled accurate decoding of mental state from brain activation patterns during functional magnetic resonance imaging scans. A commonly applied tool for this purpose is principal components…

Machine Learning · Statistics 2025-09-10 Jared Rieck , Julia Wrobel , Joshua L. Gowin , Yue Wang , Martin Paulus , Ryan Peterson

Compressed sensing provided a data-acquisition paradigm for sparse signals. Remarkably, it has been shown that practical algorithms provide robust recovery from noisy linear measurements acquired at a near optimal sampling rate. In many…

Information Theory · Computer Science 2017-08-03 Kiryung Lee , Yanjun Li , Kyong Hwan Jin , Jong Chul Ye

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

We study the problem of recovering the underlining sparse signals from clean or noisy phaseless measurements. Due to the sparse prior of signals, we adopt an L0regularized variational model to ensure only a small number of nonzero elements…

Optimization and Control · Mathematics 2016-12-09 Yuping Duan , Chunlin Wu , Zhi-Feng Pang , Huibin Chang

Sparse regression and feature extraction are the cornerstones of knowledge discovery from massive data. Their goal is to discover interpretable and predictive models that provide simple relationships among scientific variables. While the…

Machine Learning · Computer Science 2024-01-17 Jeremy A. McCulloch , Skyler R. St. Pierre , Kevin Linka , Ellen Kuhl

This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…

Machine Learning · Computer Science 2020-11-10 Botao Hao , Yaqi Duan , Tor Lattimore , Csaba Szepesvári , Mengdi Wang

Forward stagewise regression follows a very simple strategy for constructing a sequence of sparse regression estimates: it starts with all coefficients equal to zero, and iteratively updates the coefficient (by a small amount $\epsilon$) of…

Machine Learning · Statistics 2015-06-16 Ryan J. Tibshirani

The Lasso has attracted the attention of many authors these last years. While many efforts have been made to prove that the Lasso behaves like a variable selection procedure at the price of strong (though unavoidable) assumptions on the…

Statistics Theory · Mathematics 2010-08-31 Pascal Massart , Caroline Meynet

Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…

Methodology · Statistics 2020-06-01 Hidetoshi Matsui

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

We analyze the performance of the least absolute shrinkage and selection operator (Lasso) for the linear model when the number of regressors $N$ grows larger keeping the true support size $d$ finite, i.e., the ultra-sparse case. The result…

Disordered Systems and Neural Networks · Physics 2023-02-28 Koki Okajima , Xiangming Meng , Takashi Takahashi , Yoshiyuki Kabashima

Many signal and image processing applications have benefited remarkably from the fact that the underlying signals reside in a low dimensional subspace. One of the main models for such a low dimensionality is the sparsity one. Within this…

Information Theory · Computer Science 2015-03-25 Raja Giryes

The "least absolute shrinkage and selection operator" (Lasso) method has been adapted recently for networkstructured datasets. In particular, this network Lasso method allows to learn graph signals from a small number of noisy signal…

Machine Learning · Statistics 2017-12-19 Alexander Jung , Nguyen Tran Quang , Alexandru Mara
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