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We assume i.i.d. data sampled from a mixture distribution with K components along fixed d-dimensional linear subspaces and an additional outlier component. For p>0, we study the simultaneous recovery of the K fixed subspaces by minimizing…

Machine Learning · Statistics 2015-03-19 Gilad Lerman , Teng Zhang

We propose a first-order augmented Lagrangian algorithm (FALC) to solve the composite norm minimization problem min |sigma(F(X)-G)|_alpha + |C(X)- d|_beta subject to A(X)-b in Q; where sigma(X) denotes the vector of singular values of X,…

Optimization and Control · Mathematics 2012-08-07 Necdet Serhat Aybat , Garud Iyengar

We prove an L2 recovery bound for a family of sparse estimators defined as minimizers of some empirical loss functions -- which include hinge loss and logistic loss. More precisely, we achieve an upper-bound for coefficients estimation…

Statistics Theory · Mathematics 2019-01-15 Antoine Dedieu

We consider the problem of reconstructing a signal from noisy measurements in linear mixing systems. The reconstruction performance is usually quantified by standard error metrics such as squared error, whereas we consider any additive…

Information Theory · Computer Science 2013-02-05 Jin Tan , Dror Baron

We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…

Machine Learning · Computer Science 2014-12-18 Animashree Anandkumar , Rong Ge , Majid Janzamin

We develop a lensless compressive imaging architecture, which consists of an aperture assembly and a single sensor, without using any lens. An anytime algorithm is proposed to reconstruct images from the compressive measurements; the…

Computer Vision and Pattern Recognition · Computer Science 2015-08-17 Xin Yuan , Hong Jiang , Gang Huang , Paul Wilford

Consider reconstructing a signal $x$ by minimizing a weighted sum of a convex differentiable negative log-likelihood (NLL) (data-fidelity) term and a convex regularization term that imposes a convex-set constraint on $x$ and enforces its…

Computation · Statistics 2017-02-28 Renliang Gu , Aleksandar Dogandžić

We investigate conditions for the unique recoverability of sparse integer-valued signals from a small number of linear measurements. Both the objective of minimizing the number of nonzero components, the so-called $\ell_0$-norm, as well as…

Information Theory · Computer Science 2019-09-18 Jan-Hendrik Lange , Marc E. Pfetsch , Bianca M. Seib , Andreas M. Tillmann

Representing a continuous-time signal by a set of samples is a classical problem in signal processing. We study this problem under the additional constraint that the samples are quantized or compressed in a lossy manner under a limited…

Information Theory · Computer Science 2018-04-12 Alon Kipnis , Yonina C. Eldar , Andrea J. Goldsmith

Recovering a large matrix from limited measurements is a challenging task arising in many real applications, such as image inpainting, compressive sensing and medical imaging, and this kind of problems are mostly formulated as low-rank…

Computer Vision and Pattern Recognition · Computer Science 2014-06-12 Yilun Wang , Xinhua Su

The problem of identifying sparse solutions for the link structure and dynamics of an unknown linear, time-invariant network is posed as finding sparse solutions x to Ax=b. If the sensing matrix A satisfies a rank condition, this problem…

Dynamical Systems · Mathematics 2014-11-18 David Hayden , Young Hwan Chang , Jorge Goncalves , Claire Tomlin

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

In this paper, we provide a new approach to estimating the error of reconstruction from $\Sigma\Delta$ quantized compressed sensing measurements. Our method is based on the restricted isometry property (RIP) of a certain projection of the…

Information Theory · Computer Science 2015-06-19 Joe-Mei Feng , Felix Krahmer

We consider compressed sensing formulated as a minimization problem of nonconvex sparse penalties, Smoothly Clipped Absolute deviation (SCAD) and Minimax Concave Penalty (MCP). The nonconvexity of these penalties is controlled by…

Machine Learning · Statistics 2021-06-08 Ayaka Sakata , Tomoyuki Obuchi

We study the robust mean estimation problem in high dimensions, where $\alpha <0.5$ fraction of the data points can be arbitrarily corrupted. Motivated by compressive sensing, we formulate the robust mean estimation problem as the…

Machine Learning · Statistics 2020-08-24 Jing Liu , Aditya Deshmukh , Venugopal V. Veeravalli

We present a smooth probabilistic reformulation of $\ell_0$ regularized regression that does not require Monte Carlo sampling and allows for the computation of exact gradients, facilitating rapid convergence to local optima of the best…

Machine Learning · Computer Science 2025-09-19 Lukas Silvester Barth , Paulo von Petersenn

We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and…

Information Theory · Computer Science 2015-03-19 David L. Donoho , Adel Javanmard , Andrea Montanari

In this note we study the problem of sampling and reconstructing signals which are assumed to lie on or close to one of several subspaces of a Hilbert space. Importantly, we here consider a very general setting in which we allow infinitely…

Information Theory · Computer Science 2009-12-02 Thomas Blumensath

In this paper we derive information theoretic performance bounds to sensing and reconstruction of sparse phenomena from noisy projections. We consider two settings: output noise models where the noise enters after the projection and input…

Information Theory · Computer Science 2011-12-22 Shuchin Aeron , Venkatesh Saligrama , Manqi Zhao

This paper considers the model problem of reconstructing an object from incomplete frequency samples. Consider a discrete-time signal $f \in \C^N$ and a randomly chosen set of frequencies $\Omega$ of mean size $\tau N$. Is it possible to…

Numerical Analysis · Mathematics 2007-05-23 Emmanuel Candes , Justin Romberg , Terence Tao