English
Related papers

Related papers: Coherence-Based Performance Guarantees for Estimat…

200 papers

We investigate the problem of reconstructing sparse multivariate trigonometric polynomials from few randomly taken samples by Basis Pursuit and greedy algorithms such as Orthogonal Matching Pursuit (OMP) and Thresholding. While recovery by…

Classical Analysis and ODEs · Mathematics 2007-05-23 Stefan Kunis , Holger Rauhut

In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…

Information Theory · Computer Science 2016-08-24 Susanne Sparrer , Robert F. H. Fischer

This work proposes a framework, embedded within the Performance Estimation framework (PEP), for obtaining worst-case performance guarantees on stochastic first-order methods. Given a first-order method, a function class, and a noise model…

Optimization and Control · Mathematics 2026-01-05 Anne Rubbens , Sébastien Colla , Julien M. Hendrickx

A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…

Machine Learning · Statistics 2012-10-03 Rodolphe Jenatton , Rémi Gribonval , Francis Bach

It is well known that sparse approximation problem is \textsf{NP}-hard under general dictionaries. Several algorithms have been devised and analyzed in the past decade under various assumptions on the \emph{coherence} $\mu$ of the…

Computational Complexity · Computer Science 2017-02-10 Ali Çivril

In compressed sensing a sparse vector is approximately retrieved from an under-determined equation system $Ax=b$. Exact retrieval would mean solving a large combinatorial problem which is well known to be NP-hard. For $b$ of the form…

Optimization and Control · Mathematics 2021-04-06 Marcus Carlsson , Daniele Gerosa , Carl Olsson

Sparse system identification of nonlinear dynamic systems is still challenging, especially for stiff and high-order differential equations for noisy measurement data. The use of highly correlated functions makes distinguishing between true…

Computational Physics · Physics 2025-12-19 Ashish Pal , Sutanu Bhowmick , Satish Nagarajaiah

In this paper we study the problem of recovering sparse or compressible signals from uniformly quantized measurements. We present a new class of convex optimization programs, or decoders, coined Basis Pursuit DeQuantizer of moment $p$…

Optimization and Control · Mathematics 2015-03-13 Laurent Jacques , David K. Hammond , M. Jalal Fadili

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

We discuss two new methods of recovery of sparse signals from noisy observation based on $\ell_1$- minimization. They are closely related to the well-known techniques such as Lasso and Dantzig Selector. However, these estimators come with…

Statistics Theory · Mathematics 2014-04-11 Anatoli Iouditski , Arkadii S. Nemirovski

Direction of Arrival (DOA) estimation of multiple narrow-band coherent or partially coherent sources is a major challenge in array signal processing. Though many subspace- based algorithms are available in literature, none of them tackle…

Information Theory · Computer Science 2018-01-26 Abhishek Aich , P. Palanisamy

Additive asynchronous and cyclostationary impulsive noise limits communication performance in OFDM powerline communication (PLC) systems. Conventional OFDM receivers assume additive white Gaussian noise and hence experience degradation in…

Machine Learning · Statistics 2016-11-18 Jing Lin , Marcel Nassar , Brian L. Evans

Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…

Optimization and Control · Mathematics 2023-07-28 Suhail M. Shah , Raghu Bollapragada

In this paper, we develop a sublinear-time compressive sensing algorithm for approximating functions of many variables which are compressible in a given Bounded Orthonormal Product Basis (BOPB). The resulting algorithm is shown to both have…

Numerical Analysis · Mathematics 2019-09-23 Bosu Choi , Mark Iwen , Toni Volkmer

This paper investigates how models of spatiotemporal dynamics in the form of nonlinear partial differential equations can be identified directly from noisy data using a combination of sparse regression and weak formulation. Using the…

Dynamical Systems · Mathematics 2020-01-08 Daniel R. Gurevich , Patrick A. K. Reinbold , Roman O. Grigoriev

We investigate the high-dimensional linear regression problem in the presence of noise correlated with Gaussian covariates. This correlation, known as endogeneity in regression models, often arises from unobserved variables and other…

Statistics Theory · Mathematics 2023-10-23 Toshiki Tsuda , Masaaki Imaizumi

A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…

Machine Learning · Computer Science 2015-08-25 Rémi Gribonval , Rodolphe Jenatton , Francis Bach

Orthogonal matching pursuit (OMP) is a widely used compressive sensing (CS) algorithm for recovering sparse signals in noisy linear regression models. The performance of OMP depends on its stopping criteria (SC). SC for OMP discussed in…

Machine Learning · Statistics 2017-03-16 Sreejith Kallummil , Sheetal Kalyani

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

Deep learning has been the engine powering many successes of data science. However, the deep neural network (DNN), as the basic model of deep learning, is often excessively over-parameterized, causing many difficulties in training,…

Machine Learning · Statistics 2021-03-09 Yan Sun , Qifan Song , Faming Liang