Related papers: On a stochastic column-block bregman method for no…
We propose a new algorithm to solve sparse linear systems of equations over the integers. This algorithm is based on a $p$-adic lifting technique combined with the use of block matrices with structured blocks. It achieves a sub-cubic…
This work is concerned with the optimization of nonconvex, nonsmooth composite optimization problems, whose objective is a composition of a nonlinear mapping and a nonsmooth nonconvex function, that can be written as an infimal convolution…
The performance of sparse signal recovery from noise corrupted, underdetermined measurements can be improved if both sparsity and correlation structure of signals are exploited. One typical correlation structure is the intra-block…
In this paper we propose optimisation methods for variational regularisation problems based on discretising the inverse scale space flow with discrete gradient methods. Inverse scale space flow generalises gradient flows by incorporating a…
The standard randomized sparse Kaczmarz (RSK) method is an algorithm to compute sparse solutions of linear systems of equations and uses sequential updates, and thus, does not take advantage of parallel computations. In this work, we…
The paper deals with the problem of finding sparse solutions to systems of polynomial equations possibly perturbed by noise. In particular, we show how these solutions can be recovered from group-sparse solutions of a derived system of…
We introduce and analyze a fast iterative method based on sequential Bregman projections for nonlinear inverse problems in Banach spaces. The key idea, in contrast to the standard Landweber method, is to use multiple search directions per…
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…
The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…
This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A major focus is on the derivation of a rate sharp minimax…
Block sparsity is an important parameter in many algorithms to successfully recover block sparse signals under the framework of compressive sensing. However, it is often unknown and needs to be estimated. Recently there emerges a few…
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…
Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of…
Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…
We consider the inverse scattering problem for sparse scatterers. An image reconstruction algorithm is proposed that is based on a nonlinear generalization of iterative hard thresholding. The convergence and error of the method was analyzed…
In this paper, we introduce an iterative numerical method to solve systems of nonlinear equations. The third-order convergence of this method is analyzed. Several examples are given to illustrate the efficiency of the proposed method.
In this paper, we propose a double iteratively reweighted algorithm to solve nonconvex and nonsmooth optimization problems, where both the objectives and constraint functions are formulated by concave compositions to promote group-sparse…
This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…
In this paper, a novel method to adaptively approximate the solution to stochastic differential equations, which is based on compressive sampling and sparse recovery, is introduced. The proposed method consider the problem of sparse…
Block-sparse regularization is already well-known in active thermal imaging and is used for multiple measurement based inverse problems. The main bottleneck of this method is the choice of regularization parameters which differs for each…