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We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

An important problem of reconstruction of diffusion network and transmission probabilities from the data has attracted a considerable attention in the past several years. A number of recent papers introduced efficient algorithms for the…

Physics and Society · Physics 2015-09-24 Andrey Y. Lokhov , Theodor Misiakiewicz

This paper describes performance bounds for compressed sensing (CS) where the underlying sparse or compressible (sparsely approximable) signal is a vector of nonnegative intensities whose measurements are corrupted by Poisson noise. In this…

Information Theory · Computer Science 2015-05-14 Maxim Raginsky , Rebecca M. Willett , Zachary T. Harmany , Roummel F. Marcia

Compressive sensing relies on the sparse prior imposed on the signal of interest to solve the ill-posed recovery problem in an under-determined linear system. The objective function used to enforce the sparse prior information should be…

Information Theory · Computer Science 2020-02-25 Shuai Huang , Trac D. Tran

In this paper, we study the sparse nonnegative tensor factorization and completion problem from partial and noisy observations for third-order tensors. Because of sparsity and nonnegativity, the underlying tensor is decomposed into the…

Machine Learning · Statistics 2021-10-22 Xiongjun Zhang , Michael K. Ng

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is…

Machine Learning · Statistics 2016-11-18 Akshay Soni , Swayambhoo Jain , Jarvis Haupt , Stefano Gonella

One of the crucial tasks in many inference problems is the extraction of sparse information out of a given number of high-dimensional measurements. In machine learning, this is frequently achieved using, as a penality term, the $L_p$ norm…

Disordered Systems and Neural Networks · Physics 2012-02-09 Alejandro Lage-Castellanos , Andrea Pagnani , Martin Weigt

This paper describes performance bounds for compressed sensing in the presence of Poisson noise when the underlying signal, a vector of Poisson intensities, is sparse or compressible (admits a sparse approximation). The signal-independent…

Information Theory · Computer Science 2009-04-30 Rebecca M. Willett , Maxim Raginsky

We tackle the problem of recovering an unknown signal observed in an ill-posed inverse problem framework. More precisely, we study a procedure commonly used in numerical analysis or image deblurring: minimizing an empirical loss function…

Statistics Theory · Mathematics 2007-09-18 J. M. Loubes

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

Tensor decomposition is a powerful tool for extracting physically meaningful latent factors from multi-dimensional nonnegative data, and has been an increasing interest in a variety of fields such as image processing, machine learning, and…

Machine Learning · Computer Science 2024-12-03 Xiongjun Zhang , Michael K. Ng

Atmospheric lidar observations provide a unique capability to directly observe the vertical column of cloud and aerosol scattering properties. Detector and solar background noise, however, hinder the ability of lidar systems to provide…

Optimization and Control · Mathematics 2016-06-21 Willem J. Marais , Robert E. Holz , Yu Hen Hu , Ralph E. Kuehn , Edwin E. Eloranta , Rebecca M. Willett

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Machine Learning · Statistics 2026-05-06 Arnaud Vadeboncoeur , Mark Girolami , Andrew M. Stuart

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama

Signals sparse in a transformation domain can be recovered from a reduced set of randomly positioned samples by using compressive sensing algorithms. Simple re- construction algorithms are presented in the first part of the paper. The…

Information Theory · Computer Science 2015-12-08 Ljubisa Stankovic , Isidora Stankovic

Assuming that a stochastic process $X=(X_t)_{t\geq 0}$ is a sum of a compound Poisson process $Y=(Y_t)_{t\geq 0}$ with known intensity $\lambda$ and unknown jump size density $f,$ and an independent Brownian motion $Z=(Z_t)_{t\geq 0},$ we…

Statistics Theory · Mathematics 2007-11-06 Shota Gugushvili

The problem of object restoration in the case of spatially incoherent illumination is considered. A regularized solution to the inverse problem is obtained through a probabilistic approach, and a numerical algorithm based on the statistical…

Optics · Physics 2009-11-13 Enrico De Micheli , Giovanni Alberto Viano

This paper presents a novel method for recovering sparse vectors from linear models corrupted by Poisson noise. The contribution is twofold. First, an operator defined via the external division of two Bregman proximity operators is…

Machine Learning · Computer Science 2026-02-13 Kazuki Haishima , Kyohei Suzuki , Konstantinos Slavakis

The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood approach and forces sparsity by using a…

Statistics Theory · Mathematics 2008-06-26 Adam J. Rothman , Peter J. Bickel , Elizaveta Levina , Ji Zhu

Sparse coding and dictionary learning are popular techniques for linear inverse problems such as denoising or inpainting. However in many cases, the measurement process is nonlinear, for example for clipped, quantized or 1-bit measurements.…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley