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This paper proposes an Adaptive Stochastic Model Predictive Control (MPC) strategy for stable linear time-invariant systems in the presence of bounded disturbances. We consider multi-input, multi-output systems that can be expressed by a…

Systems and Control · Electrical Eng. & Systems 2019-12-11 Monimoy Bujarbaruah , Charlott Vallon

We consider the estimation of the transition matrix in the high-dimensional time-varying vector autoregression (TV-VAR) models. Our model builds on a general class of locally stationary VAR processes that evolve smoothly in time. We propose…

Statistics Theory · Mathematics 2017-10-03 Xin Ding , Ziyi Qiu , Xiaohui Chen

In this paper, a sparse-based method for the estimation of the parameters of multidimensional ($R$-D) modal (harmonic or damped) complex signals in noise is presented. The problem is formulated as $R$ simultaneous sparse approximations of…

Information Theory · Computer Science 2015-11-02 Souleymen Sahnoun , El-Hadi Djermoune , David Brie , Pierre Comon

The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…

Methodology · Statistics 2016-05-04 Ping Li , Syama Sundar Rangapuram , Martin Slawski

We address the recovery of sparse vectors in an overcomplete, linear and noisy multiple measurement framework, where the measurement matrix is known upto a permutation of its rows. We derive sparse Bayesian learning (SBL) based updates for…

Information Theory · Computer Science 2018-02-05 Ranjitha Prasad

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

The rapid developing area of compressed sensing suggests that a sparse vector lying in an arbitrary high dimensional space can be accurately recovered from only a small set of non-adaptive linear measurements. Under appropriate conditions…

Cellular Automata and Lattice Gases · Physics 2009-11-13 Moshe Mishali , Yonina C. Eldar

Many imaging science tasks can be modeled as a discrete linear inverse problem. Solving linear inverse problems is often challenging, with ill-conditioned operators and potentially non-unique solutions. Embedding prior knowledge, such as…

Numerical Analysis · Mathematics 2023-12-07 Elizabeth Newman , Jack Michael Solomon , Matthias Chung

The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…

Functional Analysis · Mathematics 2018-04-13 Enrico Au-Yeung

Regularization plays an important role in solving ill-posed problems by adding extra information about the desired solution, such as sparsity. Many regularization terms usually involve some vector norm, e.g., $L_1$ and $L_2$ norms. In this…

Numerical Analysis · Mathematics 2021-03-10 Weihong Guo , Yifei Lou , Jing Qin , Ming Yan

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

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 introduce a general framework for analyzing learning algorithms based on the notion of self-regularization, which captures implicit complexity control without requiring explicit regularization. This is motivated by previous observations…

Machine Learning · Statistics 2026-03-19 Max Schölpple , Liu Fanghui , Ingo Steinwart

We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…

Computer Vision and Pattern Recognition · Computer Science 2015-04-29 Chen Chen , Junzhou Huang , Lei He , Hongsheng Li

Implicit Neural Representation (INR) has emerged as an effective method for unsupervised image denoising. However, INR models are typically overparameterized; consequently, these models are prone to overfitting during learning, resulting in…

Computer Vision and Pattern Recognition · Computer Science 2024-01-04 Zipei Yan , Zhengji Liu , Jizhou Li

The purpose of this paper is to propose a non-iterative method for the inverse conductivity problem of recovering multiple small anomalies from the boundary measurements. When small anomalies are buried in a conducting object, the electric…

Analysis of PDEs · Mathematics 2015-06-11 Ok Kyun Lee , Hyeonbae Kang , Jong Chul Ye , Mikyoung Lim

Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, including $\ell_1$ and nuclear norm minimization as well as…

Optimization and Control · Mathematics 2011-11-10 Samet Oymak , Karthik Mohan , Maryam Fazel , Babak Hassibi

We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the…

Machine Learning · Statistics 2018-11-19 Arun Venkitaraman , Dave Zachariah

In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison…

Methodology · Statistics 2019-01-01 Yiyuan She , Hoang Tran
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