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This paper is intended to solve the nonconvex $\ell_{p}$-ball constrained nonlinear optimization problems. An iteratively reweighted method is proposed, which solves a sequence of weighted $\ell_{1}$-ball projection subproblems. At each…

最优化与控制 · 数学 2024-10-28 Hao Wang , Xiangyu Yang , Wei Jiang

In sparse regression modeling via regularization such as the lasso, it is important to select appropriate values of tuning parameters including regularization parameters. The choice of tuning parameters can be viewed as a model selection…

统计方法学 · 统计学 2012-01-05 Kei Hirose , Shohei Tateishi , Sadanori Konishi

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

机器学习 · 统计学 2012-06-22 Tingni Sun , Cun-Hui Zhang

Motivated by the well-known Papoulis-Gerchberg algorithm, an iterative thresholding algorithm for recovery of sparse signals from few observations is proposed. The sequence of iterates turns out to be similar to that of the thresholded…

信息论 · 计算机科学 2009-02-13 M. H. Kayvanrad , D. Zonoobi , A. A. Kassim

In this paper, we establish universal approximation theorems for neural networks applied to general nonlinear ill-posed operator equations. In addition to the approximation error, the measurement error is also taken into account in our…

数值分析 · 数学 2025-11-21 Lan Wang , Qiao Zhu , Bangti Jin , Ye Zhang

We conducted an extensive computational experiment, lasting multiple CPU-years, to optimally select parameters for two important classes of algorithms for finding sparse solutions of underdetermined systems of linear equations. We make the…

数值分析 · 计算机科学 2015-05-14 Arian Maleki , David L. Donoho

Quadratic assignment problems are a fundamental class of combinatorial optimization problems which are ubiquitous in applications, yet their exact resolution is NP-hard. To circumvent this impasse, it was proposed to regularize such…

最优化与控制 · 数学 2025-09-25 Venkatkrishna Karumanchi , Gabriel Rioux , Ziv Goldfeld

Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…

最优化与控制 · 数学 2018-12-31 Ganzhao Yuan , Bernard Ghanem

Finding a sparse representation of a possibly noisy signal can be modeled as a variational minimization with l_q-sparsity constraints for q less than one. Especially for real-time, on-line, or iterative applications, in which problems of…

数值分析 · 数学 2017-09-04 Martin Ehler

Many inverse problems are concerned with the estimation of non-negative parameter functions. In this paper, in order to obtain non-negative stable approximate solutions to ill-posed linear operator equations in a Hilbert space setting, we…

数值分析 · 数学 2020-02-21 Ye Zhang , Bernd Hofmann

We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to…

机器学习 · 统计学 2015-03-17 Gui-Bo Ye , Jian-Feng Cai , Xiaohui Xie

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…

计算机视觉与模式识别 · 计算机科学 2024-10-30 Samim Ahmadi , Jan Christian Hauffen , Linh Kästner , Peter Jung , Giuseppe Caire , Mathias Ziegler

Many regression and classification procedures fit a parameterized function $f(x;w)$ of predictor variables $x$ to data $\{x_{i},y_{i}\}_1^N$ based on some loss criterion $L(y,f)$. Often, regularization is applied to improve accuracy by…

机器学习 · 计算机科学 2021-07-16 Gilmer Valdes , Wilmer Arbelo , Yannet Interian , Jerome H. Friedman

We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…

数据结构与算法 · 计算机科学 2023-04-06 Mehrdad Ghadiri , Richard Peng , Santosh S. Vempala

The $\ell_{1\text{-}2}$ regularization method has a strong sparsity promoting capability in approaching sparse solutions of linear inverse problems and gained successful applications in various mathematics and applied science fields. This…

最优化与控制 · 数学 2026-03-04 Yaohua Hu , Hao Wang , Xiaoqi Yang

Finding the sparset solution of an underdetermined system of linear equations $y=Ax$ has attracted considerable attention in recent years. Among a large number of algorithms, iterative thresholding algorithms are recognized as one of the…

信息论 · 计算机科学 2013-10-16 Jinshan Zeng , Shaobo Lin , Zongben Xu

We present a new inner-outer iterative algorithm for edge enhancement in imaging problems. At each outer iteration, we formulate a Tikhonov-regularized problem where the penalization is expressed in the 2-norm and involves a regularization…

数值分析 · 数学 2020-12-30 Silvia Gazzola , Misha E. Kilmer , James G. Nagy , Oguz Semerici , Eric L. Miller

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

机器学习 · 统计学 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

We investigate the ill-posed inverse problem of recovering unknown spatially dependent parameters in nonlinear evolution PDEs. We propose a bi-level Landweber scheme, where the upper-level parameter reconstruction embeds a lower-level state…

数值分析 · 数学 2024-03-07 Tram Thi Ngoc Nguyen

We consider a linear inverse problem whose solution is expressed as a sum of two components: one smooth and the other sparse. This problem is addressed by minimizing an objective function with a least squares data-fidelity term and a…

信号处理 · 电气工程与系统科学 2024-06-18 Adrian Jarret , Valérie Costa , Julien Fageot