A novel monotonic fixed-point algorithm for l1-regularized least square vector and matrix problem

Jiang, Jiaojiao, Zhang, Haibin and Yu, Shui 2011, A novel monotonic fixed-point algorithm for l1-regularized least square vector and matrix problem, in High performance networking, computing, and communication systems : second international conference, ICHCC 2011, Singapore, May 5-6, 2011, selected papers, Springer-Verlag, Berlin, Germany, pp.476-483.

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Title A novel monotonic fixed-point algorithm for l1-regularized least square vector and matrix problem
Formatted title A novel monotonic fixed-point algorithm for l1-regularized least square vector and matrix problem
Author(s) Jiang, Jiaojiao
Zhang, Haibin
Yu, Shui
Title of book High performance networking, computing, and communication systems : second international conference, ICHCC 2011, Singapore, May 5-6, 2011, selected papers
Editor(s) Wu, Yanwen
Publication date 2011
Series Communications in computer and information science ; 163
Chapter number 67
Total chapters 84
Start page 476
End page 483
Total pages 8
Publisher Springer-Verlag
Place of Publication Berlin, Germany
Keyword(s) fixed point method
l1-regularized LSP
NMF
signal reconstruction
Summary Least square problem with l1 regularization has been proposed as a promising method for sparse signal reconstruction (e.g., basis pursuit de-noising and compressed sensing) and feature selection (e.g., the Lasso algorithm) in signal processing, statistics, and related fields. These problems can be cast as l1-regularized least-square program (LSP). In this paper, we propose a novel monotonic fixed point method to solve large-scale l1-regularized LSP. And we also prove the stability and convergence of the proposed method. Furthermore we generalize this method to least square matrix problem and apply it in nonnegative matrix factorization (NMF). The method is illustrated on sparse signal reconstruction, partner recognition and blind source separation problems, and the method tends to convergent faster and sparser than other l1-regularized algorithms.
ISBN 9783642250019
3642250017
9783642250026
ISSN 1865-0929
1865-0937
Language eng
Field of Research 080201 Analysis of Algorithms and Complexity
Socio Economic Objective 890399 Information Services not elsewhere classified
HERDC Research category B1 Book chapter
Copyright notice ©2011, Springer-Verlag Berlin Heidelberg
Persistent URL http://hdl.handle.net/10536/DRO/DU:30043176

Document type: Book Chapter
Collection: School of Information Technology
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