At SAHD, Volkan Cevher presented the CLASH, or the Combinatorial Selection and Least Absolute Shrinkage Algorithm on these slides and in this video ( I featured it earlier but it was in July so some of you may not have gotten to know about it). From the webpage:
CLASH (Combinatorial selection and Least Absolute SHrinkage) is a new sparse signal approximation algorithm that leverages prior information beyond sparsity to obtain approximate solutions to the Lasso problem. The algorithm is presented in "Combinatorial Selection and Least Absolute Shrinkage via the CLASH Algorithm", Technical Report, by Anastasios Kyrillidis and Volkan Cevher (corresponding ICML 2011 Structured Sparsity Workshop slides can be found here).CLASH algorithm alters the selection process of Lasso algorithm by exploiting additional signal structure, dubbed as combinatorial sparsity model, and introduces approximate combinatorial selection with provable convergence guarantees.
The code is available on the CLASH page and is also listed on the big picture's sparse recovery solver page.
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