A key problem in statistics and machine learning is the determination of network structure from data. We consider the case where the structure of the graph to be reconstructed is known to be scale-free. We show that in such cases it is natural to formulate structured sparsity inducing priors using submodular functions, and we use their Lov 'asz extension to obtain a convex relaxation. For tractable classes such as Gaussian graphical models, this leads to a convex optimization problem that can be efficiently solved. We show that our method results in an improvement in the accuracy of reconstructed networks for synthetic data. We also show how our prior encourages scale-free reconstructions on a bioinfomatics dataset.
It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained l1 minimization. In this paper, we study a novel method for sparse signal recovery that in many situations outperforms l1 minimization in the sense that substantially fewer measurements are needed for exact recovery. The algorithm consists of solving a sequence of weighted l1-minimization problems where the weights used for the next iteration are computed from the value of the current solution. We present a series of experiments demonstrating the remarkable performance and broad applicability of this algorithm in the areas of sparse signal recovery, statistical estimation, error correction and image processing. Interestingly, superior gains are also achieved when our method is applied to recover signals with assumed near-sparsity in overcomplete representations—not by reweighting the l1 norm of the coefficient sequence as is common, but by reweighting the l1 norm of the transformed object. An immediate consequence is the possibility of highly efficient data acquisition protocols by improving on a technique known as Compressive Sensing.