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Basis Pursuit
Basis pursuit is the mathematical optimization problem of the form : \min_x \, x\, _1 \quad \text \quad y = Ax, where ''x'' is a ''N''-dimensional solution vector (signal), ''y'' is a ''M''-dimensional vector of observations (measurements), ''A'' is a ''M'' × ''N'' transform matrix (usually measurement matrix) and ''M'' < ''N''. It is usually applied in cases where there is an underdetermined system of linear equations ''y'' = ''Ax'' that must be exactly satisfied, and the sparsest solution in the ''L''1 sense is desired. When it is desirable to trade off exact equality of ''Ax'' and ''y'' in exchange for a sparser ''x'', is preferred. Basis pursuit problems can be converted to |
Mathematical Optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems of sorts arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maxima and minima, maximizing or minimizing a Function of a real variable, real function by systematically choosing Argument of a function, input values from within an allowed set and computing the Value (mathematics), value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. More generally, opti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sparse Vector
In numerical analysis and scientific computing, a sparse matrix or sparse array is a matrix in which most of the elements are zero. There is no strict definition regarding the proportion of zero-value elements for a matrix to qualify as sparse but a common criterion is that the number of non-zero elements is roughly equal to the number of rows or columns. By contrast, if most of the elements are non-zero, the matrix is considered dense. The number of zero-valued elements divided by the total number of elements (e.g., ''m'' × ''n'' for an ''m'' × ''n'' matrix) is sometimes referred to as the sparsity of the matrix. Conceptually, sparsity corresponds to systems with few pairwise interactions. For example, consider a line of balls connected by springs from one to the next: this is a sparse system as only adjacent balls are coupled. By contrast, if the same line of balls were to have springs connecting each ball to all other balls, the system would correspond to a dense matrix. The ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Basis Pursuit Denoising
In applied mathematics and statistics, basis pursuit denoising (BPDN) refers to a mathematical optimization problem of the form : \min_x \left(\frac \, y - Ax\, ^2_2 + \lambda \, x\, _1\right), where \lambda is a parameter that controls the trade-off between sparsity and reconstruction fidelity, x is an N \times 1 solution vector, y is an M \times 1 vector of observations, A is an M \times N transform matrix and M < N. This is an instance of and also of . Some authors refer to basis pursuit denoising as the following closely related problem: : which, for any given , is equivalent t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Programming
Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear function#As a polynomial function, linear relationships. Linear programming is a special case of mathematical programming (also known as mathematical optimization). More formally, linear programming is a technique for the mathematical optimization, optimization of a linear objective function, subject to linear equality and linear inequality Constraint (mathematics), constraints. Its feasible region is a convex polytope, which is a set defined as the intersection (mathematics), intersection of finitely many Half-space (geometry), half spaces, each of which is defined by a linear inequality. Its objective function is a real number, real-valued affine function, affine (linear) function defined on this polyhedron. A linear programming algorithm finds a point in the polytope where ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Simplex Algorithm
In mathematical optimization, Dantzig's simplex algorithm (or simplex method) is a popular algorithm for linear programming. The name of the algorithm is derived from the concept of a simplex and was suggested by T. S. Motzkin. Simplices are not actually used in the method, but one interpretation of it is that it operates on simplicial ''cones'', and these become proper simplices with an additional constraint. The simplicial cones in question are the corners (i.e., the neighborhoods of the vertices) of a geometric object called a polytope. The shape of this polytope is defined by the constraints applied to the objective function. History George Dantzig worked on planning methods for the US Army Air Force during World War II using a desk calculator. During 1946 his colleague challenged him to mechanize the planning process to distract him from taking another job. Dantzig formulated the problem as linear inequalities inspired by the work of Wassily Leontief, however, at that t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Canonical Form
In mathematics and computer science, a canonical, normal, or standard form of a mathematical object is a standard way of presenting that object as a mathematical expression. Often, it is one which provides the simplest representation of an object and which allows it to be identified in a unique way. The distinction between "canonical" and "normal" forms varies from subfield to subfield. In most fields, a canonical form specifies a ''unique'' representation for every object, while a normal form simply specifies its form, without the requirement of uniqueness. The canonical form of a positive integer in decimal representation is a finite sequence of digits that does not begin with zero. More generally, for a class of objects on which an equivalence relation is defined, a canonical form consists in the choice of a specific object in each class. For example: *Jordan normal form is a canonical form for matrix similarity. *The row echelon form is a canonical form, when one considers ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Basis Pursuit Denoising
In applied mathematics and statistics, basis pursuit denoising (BPDN) refers to a mathematical optimization problem of the form : \min_x \left(\frac \, y - Ax\, ^2_2 + \lambda \, x\, _1\right), where \lambda is a parameter that controls the trade-off between sparsity and reconstruction fidelity, x is an N \times 1 solution vector, y is an M \times 1 vector of observations, A is an M \times N transform matrix and M < N. This is an instance of and also of . Some authors refer to basis pursuit denoising as the following closely related problem: : which, for any given , is equivalent t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Compressed Sensing
Compressed sensing (also known as compressive sensing, compressive sampling, or sparse sampling) is a signal processing technique for efficiently acquiring and reconstructing a Signal (electronics), signal, by finding solutions to Underdetermined system, underdetermined linear systems. This is based on the principle that, through optimization, the sparsity of a signal can be exploited to recover it from far fewer samples than required by the Nyquist–Shannon sampling theorem. There are two conditions under which recovery is possible. The first one is sparsity, which requires the signal to be sparse in some domain. The second one is incoherence, which is applied through the isometric property, which is sufficient for sparse signals. Overview A common goal of the engineering field of signal processing is to reconstruct a signal from a series of sampling measurements. In general, this task is impossible because there is no way to reconstruct a signal during the times that the signa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Frequency Spectrum
The power spectrum S_(f) of a time series x(t) describes the distribution of power into frequency components composing that signal. According to Fourier analysis, any physical signal can be decomposed into a number of discrete frequencies, or a spectrum of frequencies over a continuous range. The statistical average of a certain signal or sort of signal (including noise) as analyzed in terms of its frequency content, is called its spectrum. When the energy of the signal is concentrated around a finite time interval, especially if its total energy is finite, one may compute the energy spectral density. More commonly used is the power spectral density (or simply power spectrum), which applies to signals existing over ''all'' time, or over a time period large enough (especially in relation to the duration of a measurement) that it could as well have been over an infinite time interval. The power spectral density (PSD) then refers to the spectral energy distribution that would b ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Group Testing
In statistics and combinatorial mathematics, group testing is any procedure that breaks up the task of identifying certain objects into tests on groups of items, rather than on individual ones. First studied by Robert Dorfman in 1943, group testing is a relatively new field of applied mathematics that can be applied to a wide range of practical applications and is an active area of research today. A familiar example of group testing involves a string of light bulbs connected in series, where exactly one of the bulbs is known to be broken. The objective is to find the broken bulb using the smallest number of tests (where a test is when some of the bulbs are connected to a power supply). A simple approach is to test each bulb individually. However, when there are a large number of bulbs it would be much more efficient to pool the bulbs into groups. For example, by connecting the first half of the bulbs at once, it can be determined which half the broken bulb is in, ruling out half ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lasso (statistics)
In statistics and machine learning, lasso (least absolute shrinkage and selection operator; also Lasso or LASSO) is a regression analysis method that performs both variable selection and regularization in order to enhance the prediction accuracy and interpretability of the resulting statistical model. It was originally introduced in geophysics, and later by Robert Tibshirani, who coined the term. Lasso was originally formulated for linear regression models. This simple case reveals a substantial amount about the estimator. These include its relationship to ridge regression and best subset selection and the connections between lasso coefficient estimates and so-called soft thresholding. It also reveals that (like standard linear regression) the coefficient estimates do not need to be unique if covariates are collinear. Though originally defined for linear regression, lasso regularization is easily extended to other statistical models including generalized linear models, generali ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Least-squares Spectral Analysis
Least-squares spectral analysis (LSSA) is a method of estimating a frequency spectrum, based on a least squares fit of sinusoids to data samples, similar to Fourier analysis. Fourier analysis, the most used spectral method in science, generally boosts long-periodic noise in long gapped records; LSSA mitigates such problems. Unlike with Fourier analysis, data need not be equally spaced to use LSSA. LSSA is also known as the Vaníček method or the Gauss-Vaniček method after Petr Vaníček, and as the Lomb method or the Lomb–Scargle periodogram, based on the contributions of Nicholas R. Lomb and, independently, Jeffrey D. Scargle. Historical background The close connections between Fourier analysis, the periodogram, and least-squares fitting of sinusoids have long been known. Most developments, however, are restricted to complete data sets of equally spaced samples. In 1963, Freek J. M. Barning of Mathematisch Centrum, Amsterdam, handled unequally spaced data by similar tec ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
