The sparse phase retrieval aims to recover the sparse signal from quadratic measurements. However, the measurements are often affected by outliers and asymmetric distribution noise. This paper introduces a novel metho...The sparse phase retrieval aims to recover the sparse signal from quadratic measurements. However, the measurements are often affected by outliers and asymmetric distribution noise. This paper introduces a novel method that combines the quantile regression and the L<sub>1/2</sub>-regularizer. It is a non-convex, non-smooth, non-Lipschitz optimization problem. We propose an efficient algorithm based on the Alternating Direction Methods of Multiplier (ADMM) to solve the corresponding optimization problem. Numerous numerical experiments show that this method can recover sparse signals with fewer measurements and is robust to dense bounded noise and Laplace noise.展开更多
Block principle component analysis(BPCA) is a recently developed technique in computer vision and pattern classification. In this paper, we propose a robust and sparse BPCA with Lp-norm, referred to as BPCALp-S, which...Block principle component analysis(BPCA) is a recently developed technique in computer vision and pattern classification. In this paper, we propose a robust and sparse BPCA with Lp-norm, referred to as BPCALp-S, which inherits the robustness of BPCA-L1 due to the employment of adjustable Lp-norm. In order to perform a sparse modelling, the elastic net is integrated into the objective function. An iterative algorithm which extracts feature vectors one by one greedily is elaborately designed. The monotonicity of the proposed iterative procedure is theoretically guaranteed. Experiments of image classification and reconstruction on several benchmark sets show the effectiveness of the proposed approach.展开更多
This paper focuses on error density estimation in ultrahigh dimensional sparse linear model,where the error term may have a heavy-tailed distribution.First,an improved two-stage refitted crossvalidation method combine...This paper focuses on error density estimation in ultrahigh dimensional sparse linear model,where the error term may have a heavy-tailed distribution.First,an improved two-stage refitted crossvalidation method combined with some robust variable screening procedures such as RRCS and variable selection methods such as LAD-SCAD is used to obtain the submodel,and then the residual-based kernel density method is applied to estimate the error density through LAD regression.Under given conditions,the large sample properties of the estimator are also established.Especially,we explicitly give the relationship between the sparsity and the convergence rate of the kernel density estimator.The simulation results show that the proposed error density estimator has a good performance.A real data example is presented to illustrate our methods.展开更多
文摘The sparse phase retrieval aims to recover the sparse signal from quadratic measurements. However, the measurements are often affected by outliers and asymmetric distribution noise. This paper introduces a novel method that combines the quantile regression and the L<sub>1/2</sub>-regularizer. It is a non-convex, non-smooth, non-Lipschitz optimization problem. We propose an efficient algorithm based on the Alternating Direction Methods of Multiplier (ADMM) to solve the corresponding optimization problem. Numerous numerical experiments show that this method can recover sparse signals with fewer measurements and is robust to dense bounded noise and Laplace noise.
基金the National Natural Science Foundation of China(No.61572033)the Natural Science Foundation of Education Department of Anhui Province of China(No.KJ2015ZD08)the Higher Education Promotion Plan of Anhui Province of China(No.TSKJ2015B14)
文摘Block principle component analysis(BPCA) is a recently developed technique in computer vision and pattern classification. In this paper, we propose a robust and sparse BPCA with Lp-norm, referred to as BPCALp-S, which inherits the robustness of BPCA-L1 due to the employment of adjustable Lp-norm. In order to perform a sparse modelling, the elastic net is integrated into the objective function. An iterative algorithm which extracts feature vectors one by one greedily is elaborately designed. The monotonicity of the proposed iterative procedure is theoretically guaranteed. Experiments of image classification and reconstruction on several benchmark sets show the effectiveness of the proposed approach.
基金Supported by the National Natural Science Foundation of China(Grant No.11971324)the State Key Program of National Natural Science Foundation of China(Grant No.12031016)。
文摘This paper focuses on error density estimation in ultrahigh dimensional sparse linear model,where the error term may have a heavy-tailed distribution.First,an improved two-stage refitted crossvalidation method combined with some robust variable screening procedures such as RRCS and variable selection methods such as LAD-SCAD is used to obtain the submodel,and then the residual-based kernel density method is applied to estimate the error density through LAD regression.Under given conditions,the large sample properties of the estimator are also established.Especially,we explicitly give the relationship between the sparsity and the convergence rate of the kernel density estimator.The simulation results show that the proposed error density estimator has a good performance.A real data example is presented to illustrate our methods.
基金Foundation item:Supported by the National Natural Science Foundation of China(61375118)the Research Foundation for Young Teachers in Anhui University of Technology(QZ201516)the Key Natural Science Foundation of Anhui Province(KJ2015ZD44)
