Low Complexity Regularization of Linear Inverse Problems (Q2799919): Difference between revisions

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+A Clustering Approach to Learning Sparsely Used Overcomplete Dictionaries
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+Short term spectral analysis, synthesis, and modification by discrete Fourier transform
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+Living on the edge: phase transitions in convex programs with random data
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+Sparse Recovery of Streaming Signals Using &lt;formula formulatype="inline"&gt;&lt;tex Notation="TeX"&gt;$\ell_1$&lt;/tex&gt;&lt;/formula&gt;-Homotopy
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+Certifying the Restricted Isometry Property is Hard
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+Risk bounds for model selection via penalization
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+Convex analysis and monotone operator theory in Hilbert spaces
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+Dykstras algorithm with bregman projections: A convergence proof
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+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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+Minimal penalties for Gaussian model selection
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+Iterative hard thresholding for compressed sensing
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+Generic Optimality Conditions for Semialgebraic Convex Programs
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+Q4503250
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+Beyond coherence: Recovering structured time-frequency representations
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+Linear convergence of iterative soft-thresholding
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+Inverse problems in spaces of measures
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+Total Generalized Variation
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+A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality
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+Convergence rates of convex variational regularization
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+Adaptive wavelet estimation: A block thresholding and oracle inequality approach
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+A data-driven block thresholding approach to wavelet estimation
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+A Probabilistic and RIPless Theory of Compressed Sensing
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+Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
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+Exact matrix completion via convex optimization
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+Simple bounds for recovering low-complexity models
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+Decoding by Linear Programming
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+Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
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+The Power of Convex Relaxation: Near-Optimal Matrix Completion
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+Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
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+Stable signal recovery from incomplete and inaccurate measurements
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+Enhancing sparsity by reweighted \(\ell _{1}\) minimization
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+Compressed sensing with coherent and redundant dictionaries
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+Robust principal component analysis?
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+Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators
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+PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming
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+The convex geometry of linear inverse problems
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+A Nonlinear Stein-Based Estimator for Multichannel Image Denoising
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+A proximal-based deomposition method for compositions method for convex minimization problems
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+Theoretical Results on Sparse Representations of Multiple-Measurement Vectors
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+Atomic Decomposition by Basis Pursuit
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+A proximal decomposition method for solving convex variational inverse problems
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+Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
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+Signal Recovery by Proximal Forward-Backward Splitting
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+Sparse solutions to linear inverse problems with multiple measurement vectors
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+Orthogonal Invariance and Identifiability
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+Iteratively reweighted least squares minimization for sparse recovery
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+Exact reconstruction using Beurling minimal extrapolation
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+Uncertainty principles and ideal atomic decomposition
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+Adapting to Unknown Smoothness via Wavelet Shrinkage
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+Signal Recovery and the Large Sieve
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+Uncertainty Principles and Signal Recovery
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+Fast Solution of $\ell _{1}$-Norm Minimization Problems When the Solution May Be Sparse
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+Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization
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+The degrees of freedom of the Lasso for general design matrix
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+On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
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+Conditional gradient algorithms with open loop step size rules
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+Exact support recovery for sparse spikes deconvolution
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+A Bias-Variance Approach for the Nonlocal Means
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+An Algorithm for Restricted Least Squares Regression
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+Parallel alternating direction multiplier decomposition of convex programs
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+On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
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+General Projective Splitting Methods for Sums of Maximal Monotone Operators
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+How Biased is the Apparent Error Rate of a Prediction Rule?
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+Least angle regression. (With discussion)
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+Sparse and Redundant Representations
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+Simultaneous cartoon and texture image inpainting using morphological component analysis (MCA)
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+Analysis versus synthesis in signal priors
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+Generalized SURE for Exponential Families: Applications to Regularization
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+On Sparse Representations in Arbitrary Redundant Bases
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+A fast ``Monte-Carlo cross-validation'' procedure for large least squares problems with noisy data
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+The projected GSURE for automatic parameter tuning in iterative shrinkage methods
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+Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
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+Linear convergence rates for Tikhonov regularization with positively homogeneous functionals
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+Necessary and sufficient conditions for linear convergence of ℓ1-regularization
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+Should Penalized Least Squares Regression be Interpreted as Maximum A Posteriori Estimation?
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+Beyond sparsity: recovering structured representations by \({\ell}^1\) minimization and greedy algorithms
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+Dictionary Identification—Sparse Matrix-Factorization via $\ell_1$-Minimization
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+Atoms of all channels, unite! Average case analysis of multi-channel sparse recovery using greedy algorithms
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+Recovering Low-Rank Matrices From Few Coefficients in Any Basis
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+Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence
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+Identifying Active Manifolds in Regularization Problems
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+Convexifying the set of matrices of bounded rank: applications to the quasiconvexification and convexification of the rank function
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+A convergence rates result for Tikhonov regularization in Banach spaces with non-smooth operators
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+Asymptotics for Lasso-type estimators.
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+The 𝒰-Lagrangian of a convex function
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+Active Sets, Nonsmoothness, and Sensitivity
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+The mathematics of eigenvalue optimization
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+Alternating Projections on Manifolds
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+Partial Smoothness, Tilt Stability, and Generalized Hessians
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+Splitting Algorithms for the Sum of Two Nonlinear Operators
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+Convergence rates and source conditions for Tikhonov regularization with sparsity constraints
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+Necessary conditions for variational regularization schemes
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+Simultaneous Support Recovery in High Dimensions: Benefits and Perils of Block $\ell _{1}/\ell _{\infty} $-Regularization
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+Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
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+A SURE Approach for Digital Signal/Image Deconvolution Problems
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+Learning the Morphological Diversity
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+A Generalized Forward-Backward Splitting
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+Regularization Parameter Selection for Nonlinear Iterative Image Restoration and MRI Reconstruction Using GCV and SURE-Based Methods
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+An affine scaling methodology for best basis selection
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+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
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+Variational Analysis
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+On sparse reconstruction from Fourier and Gaussian measurements
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+Linear Inversion of Band-Limited Reflection Seismograms
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+Variational methods in imaging
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+Adaptive Model Selection
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+A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework
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+Image decomposition via the combination of sparse representations and a variational approach
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+Sparse Image and Signal Processing
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+On the Equivalence of Soft Wavelet Shrinkage, Total Variation Diffusion, Total Variation Regularization, and SIDEs
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+Estimation of the mean of a multivariate normal distribution
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+Grassmannian frames with applications to coding and communication
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+Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
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+The solution path of the generalized lasso
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+Degrees of freedom in lasso problems
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+Sparsity and Smoothness Via the Fused Lasso
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+The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing
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+Just relax: convex programming methods for identifying sparse signals in noise
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+Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities
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+A coordinate gradient descent method for nonsmooth separable minimization
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+The degrees of freedom of partly smooth regularizers
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+Local behavior of sparse analysis regularization: applications to risk estimation
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+Model selection with low complexity priors
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+Robust Sparse Analysis Regularization
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+Model Consistency of Partly Smooth Regularizers
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+Nonlocal Means With Dimensionality Reduction and SURE-Based Parameter Selection
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+Geometric categories and o-minimal structures
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Identifiable Surfaces in Constrained Optimization
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+On Measuring and Correcting the Effects of Data Mining and Model Selection
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+Model Selection and Estimation in Regression with Grouped Variables
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+Q3174050
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+The composite absolute penalties family for grouped and hierarchical variable selection
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+On the ``degrees of freedom'' of the lasso
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