相关论文: The Lawson-Hanson Algorithm with Deviation Maximiz…

Non-negative signals form an important class of sparse signals. Many algorithms have already beenproposed to recover such non-negative representations, where greedy and convex relaxed algorithms are among the most popular methods. One fast…

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…

In object detection, post-processing methods like Non-maximum Suppression (NMS) are widely used. NMS can substantially reduce the number of false positive detections but may still keep some detections with low objectness scores. In order to…

This paper presents a novel neural network design that learns the heuristic for Large Neighborhood Search (LNS). LNS consists of a destroy operator and a repair operator that specify a way to carry out the neighborhood search to solve the…

Distributed adaptive signal processing has attracted much attention in the recent decade owing to its effectiveness in many decentralized real-time applications in networked systems. Because many natural signals are highly sparse with most…

In this paper, we study a fast approximation method for {\it large-scale high-dimensional} sparse least-squares regression problem by exploiting the Johnson-Lindenstrauss (JL) transforms, which embed a set of high-dimensional vectors into a…

Nonnegative matrix factorization (NMF) has become a ubiquitous tool for data analysis. An important variant is the sparse NMF problem which arises when we explicitly require the learnt features to be sparse. A natural measure of sparsity is…

Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…

In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

We propose Nodewise Loreg, a nodewise $L_0$-penalized regression method for estimating high-dimensional sparse precision matrices. We establish its asymptotic properties, including convergence rates, support recovery, and asymptotic…

In this paper, the hybrid sparse/diffuse (HSD) channel model in frequency domain is proposed. Based on the structural analysis on the resolvable paths and diffuse scattering statistics in the channel, the Hybrid Atomic-Least-Squares (HALS)…

We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an…

Wave equation techniques have been an integral part of geophysical imaging workflows to investigate the Earth's subsurface. Least-squares reverse time migration (LSRTM) is a linearized inversion problem that iteratively minimizes a misfit…

We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…

Low-rank and sparse composite approximation is a natural idea to compress Large Language Models (LLMs). However, such an idea faces two primary challenges that adversely affect the performance of existing methods. The first challenge…

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

We introduce Kalman Gradient Descent, a stochastic optimization algorithm that uses Kalman filtering to adaptively reduce gradient variance in stochastic gradient descent by filtering the gradient estimates. We present both a theoretical…

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…