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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…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

Over the past years, there are increasing interests in recovering the signals from undersampling data where such signals are sparse under some orthogonal dictionary or tight framework, which is referred to be sparse synthetic model. More…

Information Theory · Computer Science 2012-02-10 Lianlin Li

We consider the problem of reconstructing a sparse signal $x^0\in\R^n$ from a limited number of linear measurements. Given $m$ randomly selected samples of $U x^0$, where $U$ is an orthonormal matrix, we show that $\ell_1$ minimization…

Statistics Theory · Mathematics 2009-11-11 Emmanuel Candes , Justin Romberg

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

$\ell_1$ minimization is often used for finding the sparse solutions of an under-determined linear system. In this paper we focus on finding sharp performance bounds on recovering approximately sparse signals using $\ell_1$ minimization,…

Information Theory · Computer Science 2010-05-21 Weiyu Xu , Babak Hassibi

Compressed sensing is a new scheme which shows the ability to recover sparse signal from fewer measurements, using $l_1$ minimization. Recently, Chartrand and Staneva shown in \cite{CS1} that the $l_p$ minimization with $0<p<1$ recovers…

Functional Analysis · Mathematics 2011-03-02 Yi Shen , Song Li

In compressed sensing, a small number of linear measurements can be used to reconstruct an unknown signal. Existing approaches leverage assumptions on the structure of these signals, such as sparsity or the availability of a generative…

Machine Learning · Statistics 2018-08-02 Manik Dhar , Aditya Grover , Stefano Ermon

We present a simple and effective algorithm for the problem of \emph{sparse robust linear regression}. In this problem, one would like to estimate a sparse vector $w^* \in \mathbb{R}^n$ from linear measurements corrupted by sparse noise…

Data Structures and Algorithms · Computer Science 2019-01-08 Sushrut Karmalkar , Eric Price

We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Machine Learning · Statistics 2016-06-29 Mohammad H. Rohban , Delaram Motamedvaziri , Venkatesh Saligrama

The article concerns compressed sensing methods in the quaternion algebra. We prove that it is possible to uniquely reconstruct - by $\ell_1$ norm minimization - a sparse quaternion signal from a limited number of its real linear…

Functional Analysis · Mathematics 2016-05-26 Agnieszka Badenska , Łukasz Błaszczyk

This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…

Machine Learning · Statistics 2021-11-05 Hanie Barghi , Amir Najafi , Seyed Abolfazl Motahari

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with an $\ell_0$ constraint restricting the support of the…

Machine Learning · Statistics 2020-10-20 Alper Atamturk , Andres Gomez

Statistical and machine learning theory has developed several conditions ensuring that popular estimators such as the Lasso or the Dantzig selector perform well in high-dimensional sparse regression, including the restricted eigenvalue,…

Statistics Theory · Mathematics 2017-10-03 Edgar Dobriban , Jianqing Fan

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2010-04-06 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

The goal of compressed sensing is to estimate a vector from an underdetermined system of noisy linear measurements, by making use of prior knowledge on the structure of vectors in the relevant domain. For almost all results in this…

Machine Learning · Statistics 2017-03-10 Ashish Bora , Ajil Jalal , Eric Price , Alexandros G. Dimakis

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

We propose and analyze an online algorithm for reconstructing a sequence of signals from a limited number of linear measurements. The signals are assumed sparse, with unknown support, and evolve over time according to a generic nonlinear…

Optimization and Control · Mathematics 2015-03-12 Joao F. C. Mota , Nikos Deligiannis , Aswin C. Sankaranarayanan , Volkan Cevher , Miguel R. D. Rodrigues

Sparse modeling has been widely and successfully used in many applications such as computer vision, machine learning, and pattern recognition. Accompanied with those applications, significant research has studied the theoretical limits and…

Information Theory · Computer Science 2016-10-04 Yuki Itoh , Marco F. Duarte , Mario Parente