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相关论文: A Continuous-Time Mirror Descent Approach to Spars…

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We study the problem of recovery of matrices that are simultaneously low rank and row and/or column sparse. Such matrices appear in recent applications in cognitive neuroscience, imaging, computer vision, macroeconomics, and genetics. We…

机器学习 · 统计学 2019-04-11 Ming Yu , Varun Gupta , Mladen Kolar

We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…

信号处理 · 电气工程与系统科学 2021-04-28 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…

最优化与控制 · 数学 2022-01-03 Fedor Stonyakin , Alexey Stepanov , Alexander Gasnikov , Alexander Titov

We propose a general framework to recover underlying images from noisy phaseless diffraction measurements based on the alternating directional method of multipliers and the plug-and-play technique. The algorithm consists of three-step…

最优化与控制 · 数学 2016-11-07 Huibin Chang , Stefano Marchesini

We introduce an approach based on mirror descent and sequential Monte Carlo (SMC) to perform joint parameter inference and posterior estimation in latent variable models. This approach is based on minimisation of a functional over the…

统计计算 · 统计学 2025-11-07 Francesca R. Crucinio

This paper presents an adaptive and intelligent sparse model for digital image sampling and recovery. In the proposed sampler, we adaptively determine the number of required samples for retrieving image based on space-frequency-gradient…

计算机视觉与模式识别 · 计算机科学 2017-11-27 Ali Taimori , Farokh Marvasti

The task of finding a sparse signal decomposition in an overcomplete dictionary is made more complicated when the signal undergoes an unknown modulation (or convolution in the complementary Fourier domain). Such simultaneous sparse recovery…

信息论 · 计算机科学 2019-10-02 Youye Xie , Michael B. Wakin , Gongguo Tang

This paper focuses on applying entropic mirror descent to solve linear systems, where the main challenge for the convergence analysis stems from the unboundedness of the domain. To overcome this without imposing restrictive assumptions, we…

最优化与控制 · 数学 2026-03-09 Yura Malitsky , Alexander Posch

The econometric challenge of finding sparse mean reverting portfolios based on a subset of a large number of assets is well known. Many current state-of-the-art approaches fall into the field of co-integration theory, where the problem is…

投资组合管理 · 定量金融 2019-05-16 Théophile Griveau-Billion , Ben Calderhead

We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…

统计理论 · 数学 2008-06-04 Wei Wang , Martin J. Wainwright , Kannan Ramchandran

This paper considers reconstructing a spectrally sparse signal from a small number of randomly observed time-domain samples. The signal of interest is a linear combination of complex sinusoids at $R$ distinct frequencies. The frequencies…

信息论 · 计算机科学 2015-07-15 Jian-Feng Cai , Suhui Liu , Weiyu Xu

We investigate the problems of 1-D and 2-D signal recovery from subsampled Hadamard measurements using Haar wavelet sparsity prior. These problems are of interest in, e.g., computational imaging applications relying on optical multiplexing…

信息论 · 计算机科学 2019-07-24 Amirafshar Moshtaghpour , José M. Bioucas Dias , Laurent Jacques

In this paper, we examine the convergence of mirror descent in a class of stochastic optimization problems that are not necessarily convex (or even quasi-convex), and which we call variationally coherent. Since the standard technique of…

最优化与控制 · 数学 2018-07-17 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Stephen Boyd , Peter Glynn

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…

统计理论 · 数学 2016-11-15 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

Phase retrieval(PR) problem is a kind of ill-condition inverse problem which can be found in various of applications. Utilizing the sparse priority, an algorithm called SWF(Sparse Wirtinger Flow) is proposed in this paper to deal with…

信息论 · 计算机科学 2017-04-12 Ziyang Yuan , Qi Wang , Hongxia Wang

Phase retrieval aims at reconstructing unknown signals from magnitude measurements of linear mixtures. In this paper, we consider the phase retrieval with dictionary learning problem, which includes an additional prior information that the…

信号处理 · 电气工程与系统科学 2023-01-24 Tianyi Liu , Andreas M. Tillmann , Yang Yang , Yonina C. Eldar , Marius Pesavento

We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative…

最优化与控制 · 数学 2012-03-15 Lin Xiao , Tong Zhang

We consider the problem of high-dimensional misspecified phase retrieval. This is where we have an $s$-sparse signal vector $\mathbf{x}_*$ in $\mathbb{R}^n$, which we wish to recover using sampling vectors…

信息论 · 计算机科学 2017-12-14 Yan Shuo Tan

We study the stable recovery of complex $k$-sparse signals from as few phaseless measurements as possible. The main result is to show that one can employ $\ell_1$ minimization to stably recover complex $k$-sparse signals from $m\geq O(k\log…

泛函分析 · 数学 2019-11-27 Yu Xia , Zhiqiang Xu

We introduce a dynamic sparse training algorithm based on linearized Bregman iterations / mirror descent that exploits the naturally incurred sparsity by alternating between periods of static and dynamic sparsity pattern updates. The key…

机器学习 · 计算机科学 2026-05-19 Yannick Lunk , Sebastian J. Scott , Leon Bungert