Sparse approximation using _1-_2 minimization and its application to stochastic collocation

DOI10.1137/15M103947XMaRDI QIDQ2964447zbMATHOpenAlexFDO

Authors L. Yan, Yeonjong Shin, Dongbin Xiu

Publication date 27 February 2017

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/15m103947x

zbMATH Keywords

sparse approximationorthogonal polynomialsstochastic collocation\(\ell_1-\ell_2\) minimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Numerical interpolation (65D05) Algorithms for approximation of functions (65D15) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

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Cites work

• scientific article; zbMATH DE number 49187 (Why is no real title available?)
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• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• The restricted isometry property and its implications for compressed sensing

Cited in

(27)

• Sparse recovery with coherent frames via \(\ell_{1-2}\)-analysis
• A class of null space conditions for sparse recovery via nonconvex, non-separable minimizations
• \(k\)-sparse vector recovery via truncated \(\ell_1 -\ell_2\) local minimization
• Enhanced total variation minimization for stable image reconstruction
• A projected gradient method for nonlinear inverse problems with \(\alpha \ell_1 - \beta \ell_2\) sparsity regularization
• \(k\) block sparse vector recovery via block \(\ell_1-\ell_2\) minimization
• Minimum norm interpolation in the \(\ell_1(\mathbb{N})\) space
• A projected gradient method for \(\alpha\ell_1-\beta\ell_2\) sparsity regularization
• A non-intrusive reduced basis EKI for time fractional diffusion inverse problems
• Robust signal recovery for \(\ell_{1-2}\) minimization via prior support information
• The Dantzig selector: recovery of signal via ℓ ₁ − αℓ ₂ minimization
• Towards optimal sampling for learning sparse approximation in high dimensions
• \(\alpha \ell_1 - \beta \ell_2\) sparsity regularization for nonlinear ill-posed problems
• A preconditioning approach for improved estimation of sparse polynomial chaos expansions
• \(\boldsymbol{L_1-\beta L_q}\) Minimization for Signal and Image Recovery
• A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
• Perturbation analysis of \(L_{1-2}\) method for robust sparse recovery
• Stochastic collocation algorithms using \(\ell_1\)-minimization
• \(\ell_1-\alpha\ell_2\) minimization methods for signal and image reconstruction with impulsive noise removal
• Stochastic collocation methods via minimisation of the transformed \(L_1\)-penalty
• Robust signal recovery via \(\ell_{1-2}/ \ell_p\) minimization with partially known support
• From theoretical guarantee to practical performance: selectable and optimal step-lengths for IHT and HTP algorithms in compressed sensing
• Morozov's discrepancy principle for \(\alpha\ell_1-\beta\ell_2\) sparsity regularization
• A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
• Stochastic Collocation vial₁-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification
• New restricted isometry property analysis for \(\ell_1-\ell_2\) minimization methods
• The springback penalty for robust signal recovery

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