  This paper is based on a chapter of a new book on Machine Learning, by the
first and third author, which is currently under preparation. We provide an
overview of the major theoretical advances as well as the main trends in
algorithmic developments in the area of sparsity-aware learning and compressed
sensing. Both batch processing and online processing techniques are considered.
A case study in the context of time-frequency analysis of signals is also
presented. Our intent is to update this review from time to time, since this is
a very hot research area with a momentum and speed that is sometimes difficult
to follow up.
