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

DOI10.1137/15M103947XzbMATH Open1381.94029OpenAlexW2585796913MaRDI QIDQ2964447FDOQ2964447

Dongbin Xiu, Yeonjong Shin, L. Yan

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

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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)

Cites Work

• Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
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• Computing sparse representation in a highly coherent dictionary based on difference of \(L_1\) and \(L_2\)
• Minimization of $\ell_{1-2}$ for Compressed Sensing
• A Compressed Sensing Approach for Partial Differential Equations with Random Input Data

Cited In (24)

• A projected gradient method for nonlinear inverse problems with \(\alpha \ell_1 - \beta \ell_2\) sparsity regularization
• A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
• A preconditioning approach for improved estimation of sparse polynomial chaos expansions
• A projected gradient method for αℓ ₁ − βℓ ₂ sparsity regularization ^**
• \(\boldsymbol{L_1-\beta L_q}\) Minimization for Signal and Image Recovery
• ℓ ₁ − αℓ ₂ minimization methods for signal and image reconstruction with impulsive noise removal
• Robust signal recovery for ℓ _1–2 minimization via prior support information
• \(\alpha \ell_1 - \beta \ell_2\) sparsity regularization for nonlinear ill-posed problems
• Sparse recovery with coherent frames via \(\ell_{1-2}\)-analysis
• A non-intrusive reduced basis EKI for time fractional diffusion inverse problems
• Towards optimal sampling for learning sparse approximation in high dimensions
• \(k\) block sparse vector recovery via block \(\ell_1-\ell_2\) minimization
• The Dantzig selector: recovery of signal via ℓ ₁ − αℓ ₂ minimization
• \(k\)-sparse vector recovery via truncated \(\ell_1 -\ell_2\) local minimization
• New Restricted Isometry Property Analysis for $\ell_1-\ell_2$ Minimization Methods
• The springback penalty for robust signal recovery
• From theoretical guarantee to practical performance: selectable and optimal step-lengths for IHT and HTP algorithms in compressed sensing
• Stochastic Collocation vial₁-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification
• Robust signal recovery via \(\ell_{1-2}/ \ell_p\) minimization with partially known support
• Enhanced total variation minimization for stable image reconstruction
• Perturbation analysis of \(L_{1-2}\) method for robust sparse recovery
• Morozov's discrepancy principle for \(\alpha\ell_1-\beta\ell_2\) sparsity regularization
• A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
• A class of null space conditions for sparse recovery via nonconvex, non-separable minimizations

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