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Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

We study here sparse recovery problems in the presence of additive noise. We analyze a thresholding version of the CoSaMP algorithm, named Thresholding Greedy Pursuit (TGP). We demonstrate that an appropriate choice of thresholding…

Signal Processing · Electrical Eng. & Systems 2021-03-23 Hai Le , Alexei Novikov

As technology grows, higher frequency signals are required to be processed in various applications. In order to digitize such signals, conventional analog to digital convertors are facing implementation challenges due to the higher sampling…

Information Theory · Computer Science 2014-11-27 Amir Zandieh , Alireza Zareian , Masoumeh Azghani , Farokh Marvasti

We study the problem of sampling and reconstruction of bandlimited graph signals where the objective is to select a node subset of prescribed cardinality that ensures interpolation of the original signal with the lowest reconstruction…

Signal Processing · Electrical Eng. & Systems 2018-07-20 Abolfazl Hashemi , Rasoul Shafipour , Haris Vikalo , Gonzalo Mateos

The idea of compressed sensing is to exploit representations in suitable (overcomplete) dictionaries that allow to recover signals far beyond the Nyquist rate provided that they admit a sparse representation in the respective dictionary.…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Michael Moeller , Otmar Loffeld , Juergen Gall , Felix Krahmer

In this paper, we will investigate the efficacy of IMAT (Iterative Method of Adaptive Thresholding) in recovering the sparse signal (parameters) for linear models with missing data. Sparse recovery rises in compressed sensing and machine…

Machine Learning · Computer Science 2016-06-14 Ashkan Esmaeili , Farokh Marvasti

We analyze the asymptotic performance of sparse signal recovery from noisy measurements. In particular, we generalize some of the existing results for the Gaussian case to subgaussian and other ensembles. An achievable result is presented…

Information Theory · Computer Science 2009-04-30 Paul Tune , Sibiraj Bhaskaran Pillai , Stephen Hanly

An accelerated class of adaptive scheme of iterative thresholding algorithms is studied analytically and empirically. They are based on the feedback mechanism of the null space tuning techniques (NST+HT+FB). The main contribution of this…

Information Theory · Computer Science 2020-05-15 Ningning Han , Shidong Li , Zhanjie Song

We introduce a two step algorithm with theoretical guarantees to recover a jointly sparse and low-rank matrix from undersampled measurements of its columns. The algorithm first estimates the row subspace of the matrix using a set of common…

Machine Learning · Statistics 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob

Low-rank tensor recovery problems have been widely studied in many applications of signal processing and machine learning. Tucker decomposition is known as one of the most popular decompositions in the tensor framework. In recent years,…

Numerical Analysis · Mathematics 2020-07-17 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

This paper reports an effort to consolidate numerous coherence-based sparse signal recovery results available in the literature. We present a single theory that applies to general Hilbert spaces with the sparsity of a signal defined as the…

Information Theory · Computer Science 2012-05-22 Graeme Pope , Helmut Bölcskei

In the machine learning era, sparsity continues to attract significant interest due to the benefits it provides to learning models. Algorithms aiming to optimise the \(\ell_0\)- and \(\ell_1\)-norm are the common choices to achieve…

Image and Video Processing · Electrical Eng. & Systems 2020-11-25 Perla Mayo , Robin Holmes , Alin Achim

Recovery of an unknown sparse signal from a few of its projections is the key objective of compressed sensing. Often one comes across signals that are not ordinarily sparse but are sparse blockwise. Existing block sparse recovery algorithms…

Information Theory · Computer Science 2021-11-24 Samrat Mukhopadhyay , Mrityunjoy Chakraborty

In this paper, we propose an algorithm referred to as multipath matching pursuit that investigates multiple promising candidates to recover sparse signals from compressed measurements. Our method is inspired by the fact that the problem to…

Information Theory · Computer Science 2014-03-11 Suhyuk , Kwon , Jian Wang , Byonghyo Shim

We give a short survey of recent results on sparse-grid linear algorithms of approximate recovery and integration of functions possessing a unweighted or weighted Sobolev mixed smoothness based on their sampled values at a certain finite…

Numerical Analysis · Mathematics 2024-03-12 Dinh Dũng

In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…

Numerical Analysis · Mathematics 2022-11-23 Jian-Feng Cai , Yuling Jiao , Xiliang Lu , Juntao You

Subsampled blind deconvolution is the recovery of two unknown signals from samples of their convolution. To overcome the ill-posedness of this problem, solutions based on priors tailored to specific application have been developed in…

Information Theory · Computer Science 2015-11-23 Kiryung Lee , Yanjun Li , Marius Junge , Yoram Bresler

This paper presents an algorithm tailored for the efficient recovery of sparse probability measures incorporating $\ell_0$-sparse regularization within the probability simplex constraint. Employing the Bregman proximal gradient method, our…

Optimization and Control · Mathematics 2024-11-26 Jianting Pan , Ming Yan

In this paper, we propose a new sparse signal recovery algorithm, referred to as sparse Kalman tree search (sKTS), that provides a robust reconstruction of the sparse vector when the sequence of correlated observation vectors are available.…

Information Theory · Computer Science 2015-12-08 Jun Won Choi , Byonghyo Shim

Sparse signal recoveries from multiple measurement vectors (MMV) with joint sparsity property have many applications in signal, image, and video processing. The problem becomes much more involved when snapshots of the signal matrix are…

Information Theory · Computer Science 2021-01-25 Ningning Han , Shidong Li , Jian Lu