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The computation of a matrix function $f(A)$ is an important task in scientific computing appearing in machine learning, network analysis and the solution of partial differential equations. In this work, we use only matrix-vector products…

Numerical Analysis · Mathematics 2026-03-03 Taejun Park , Yuji Nakatsukasa

We derived the first sparse recovery guarantees for weighted $\ell_1$ minimization with sparse random matrices and the class of weighted sparse signals, using a weighted versions of the null space property to derive these guarantees. These…

Numerical Analysis · Mathematics 2016-05-10 Bubacarr Bah

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Arkadii S. Nemirovski

We consider a class of optimization problems for sparse signal reconstruction which arise in the field of Compressed Sensing (CS). A plethora of approaches and solvers exist for such problems, for example GPSR, FPC AS, SPGL1, NestA,…

Optimization and Control · Mathematics 2013-11-19 Kimon Fountoulakis , Jacek Gondzio , Pavel Zhlobich

Compressed sensing is a technique for finding sparse solutions to underdetermined linear systems. This technique relies on properties of the sensing matrix such as the restricted isometry property. Sensing matrices that satisfy the…

Computational Complexity · Computer Science 2011-10-18 Pascal Koiran , Anastasios Zouzias

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

Recently, finding the sparsest solution of an underdetermined linear system has become an important request in many areas such as compressed sensing, image processing, statistical learning, and data sparse approximation. In this paper, we…

Optimization and Control · Mathematics 2020-03-31 Jialiang Xu

We consider the problem of estimating the locations of a set of points in a k-dimensional euclidean space given a subset of the pairwise distance measurements between the points. We focus on the case when some fraction of these measurements…

Information Theory · Computer Science 2012-10-19 Venkatesan Ekambaram , Giulia Fanti , Kannan Ramchandran

We improve existing results in the field of compressed sensing and matrix completion when sampled data may be grossly corrupted. We introduce three new theorems. 1) In compressed sensing, we show that if the m \times n sensing matrix has…

Information Theory · Computer Science 2012-01-19 Xiaodong Li

The computation of the sparse principal component of a matrix is equivalent to the identification of its principal submatrix with the largest maximum eigenvalue. Finding this optimal submatrix is what renders the problem…

Information Theory · Computer Science 2013-12-23 Megasthenis Asteris , Dimitris S. Papailiopoulos , George N. Karystinos

The joint sparse recovery problem is a generalization of the single measurement vector problem which is widely studied in Compressed Sensing and it aims to recovery a set of jointly sparse vectors. i.e. have nonzero entries concentrated at…

Information Theory · Computer Science 2017-01-10 Changlong Wang , Jigen Peng

Compressed sensing of simultaneously sparse and low-rank matrices enables recovery of sparse signals from a few linear measurements of their bilinear form. One important question is how many measurements are needed for a stable…

Information Theory · Computer Science 2016-07-01 Kiryung Lee , Yihong Wu , Yoram Bresler

We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more…

Optimization and Control · Mathematics 2007-05-23 Roland W. Freund , Florian Jarre , Christoph Vogelbusch

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

Semidefinite relaxations are widely used to compute upper bounds on the objective of optimization problems involving noncommutative polynomials. Such optimization problems are prevalent in quantum information. We present an algorithm able…

Quantum Physics · Physics 2018-08-30 Denis Rosset

The essence of distantly supervised relation extraction is that it is an incomplete multi-label classification problem with sparse and noisy features. To tackle the sparsity and noise challenges, we propose solving the classification…

Computation and Language · Computer Science 2014-11-18 Miao Fan , Deli Zhao , Qiang Zhou , Zhiyuan Liu , Thomas Fang Zheng , Edward Y. Chang

Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…

Optimization and Control · Mathematics 2020-09-17 Jared Miller , Yang Zheng , Biel Roig-Solvas , Mario Sznaier , Antonis Papachristodoulou

Decomposition techniques for linear programming are difficult to extend to conic optimization problems with general non-polyhedral convex cones because the conic inequalities introduce an additional nonlinear coupling between the variables.…

Optimization and Control · Mathematics 2013-06-04 Yifan Sun , Martin S. Andersen , Lieven Vandenberghe

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi
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