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

DOI10.1137/15M103947XMaRDI QIDQ2964447zbMATH OpenOpenAlexFDO

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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Cited in

(29)

• A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
• A projected gradient method for nonlinear inverse problems with _1 - _2 sparsity regularization
• A preconditioning approach for improved estimation of sparse polynomial chaos expansions
• \(\boldsymbol{L_1-\beta L_q}\) Minimization for Signal and Image Recovery
• _1 - _2 sparsity regularization for nonlinear ill-posed problems
• Minimum norm interpolation in the \(\ell_1(\mathbb{N})\) space
• 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
• Stochastic collocation methods via minimisation of the transformed \(L_1\)-penalty
• A projected gradient method for \(\alpha\ell_1-\beta\ell_2\) sparsity regularization
• The Dantzig selector: recovery of signal via ℓ ₁ − αℓ ₂ minimization
• k block sparse vector recovery via block _1-_2 minimization
• Truncated Huber penalty for sparse signal recovery with convergence analysis
• k-sparse vector recovery via truncated _1 -_2 local minimization
• Robust signal recovery for \(\ell_{1-2}\) minimization via prior support information
• _1-_2 minimization methods for signal and image reconstruction with impulsive noise removal
• The springback penalty for robust signal recovery
• Stochastic collocation algorithms using _1-minimization
• 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
• New restricted isometry property analysis for \(\ell_1-\ell_2\) minimization methods
• Morozov's discrepancy principle for _1-_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
• Identification of corrupted data via k-means clustering for function approximation

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