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Model-based compressed sensing refers to compressed sensing with extra structure about the underlying sparse signal known a priori. Recent work has demonstrated that both for deterministic and probabilistic models imposed on the signal,…

Information Theory · Computer Science 2015-09-07 Sidhant Misra , Pablo A. Parrilo

Motivated by the question of optimal functional approximation via compressed sensing, we propose generalizations of the Iterative Hard Thresholding and the Compressive Sampling Matching Pursuit algorithms able to promote sparse in levels…

Information Theory · Computer Science 2021-11-01 Ben Adcock , Simone Brugiapaglia , Matthew King-Roskamp

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Information Theory · Computer Science 2015-06-15 Yuantao Gu , Jian Jin , Shunliang Mei

We focus on finding sparse and least-$\ell_1$-norm solutions for unconstrained nonlinear optimal control problems. Such optimization problems are non-convex and non-smooth, nevertheless recent versions of Newton method for under-determined…

Optimization and Control · Mathematics 2019-08-28 Boris Polyak , Andrey Tremba

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

It was recently established that for convex optimization problems with sparse optimal solutions (be it entry-wise sparsity or matrix rank-wise sparsity) it is possible to design first-order methods with linear convergence rates that depend…

Optimization and Control · Mathematics 2026-03-20 Dan Garber

We address the problem of compressed sensing with multiple measurement vectors associated with prior information in order to better reconstruct an original sparse matrix signal. $\ell_{2,1}-\ell_{2,1}$ minimization is used to emphasize…

Information Theory · Computer Science 2015-10-23 Shih-Wei Hu , Gang-Xuan Lin , Sung-Hsien Hsieh , Wei-Jie Liang , Chun-Shien Lu

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer

We study the problem of testing $H_0: \xi^\top\beta=t_0$ in high-dimensional sparse linear regression with Gaussian random design and unknown design covariance. The loading vector $\xi$ is arbitrary, and the exact sparsity level $k$ is…

Statistics Theory · Mathematics 2026-05-21 Jie Xie , Dongming Huang

It is now well understood that $\ell_1$ minimization algorithm is able to recover sparse signals from incomplete measurements [2], [1], [3] and sharp recoverable sparsity thresholds have also been obtained for the $\ell_1$ minimization…

Probability · Mathematics 2009-04-07 Weiyu Xu , M. Amin Khajehnejad , Salman Avestimehr , Babak Hassibi

Sparse recovery principles play an important role in solving many nonlinear ill-posed inverse problems. We investigate a variational framework with support Oracle for compressed sensing sparse reconstructions, where the available…

Numerical Analysis · Mathematics 2024-04-10 Damiana Lazzaro , Serena Morigi , Luca Ratti

The problem of approximately computing the $k$ dominant Fourier coefficients of a vector $X$ quickly, and using few samples in time domain, is known as the Sparse Fourier Transform (sparse FFT) problem. A long line of work on the sparse FFT…

Data Structures and Algorithms · Computer Science 2017-04-12 Volkan Cevher , Michael Kapralov , Jonathan Scarlett , Amir Zandieh

In this paper we propose a second--order method for solving \emph{linear composite sparse optimization problems} consisting of minimizing the sum of a differentiable (possibly nonconvex function) and a nondifferentiable convex term. The…

Optimization and Control · Mathematics 2021-02-15 Pedro Merino , Juan Carlos De Los Reyes

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

This paper gives a precise characterization of the fundamental limits of adaptive sensing for diverse estimation and testing problems concerning sparse signals. We consider in particular the setting introduced in (IEEE Trans. Inform. Theory…

Statistics Theory · Mathematics 2014-10-16 Rui M. Castro

This paper proposes a new interpretation of sparse penalties such as the elastic-net and the group-lasso. Beyond providing a new viewpoint on these penalization schemes, our approach results in a unified optimization strategy. Our…

Machine Learning · Statistics 2017-07-20 Yves Grandvalet , Julien Chiquet , Christophe Ambroise

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

We investigate compressed sensing (CS) techniques for reducing the number of measurements in photoacoustic tomography (PAT). High resolution imaging from CS data requires particular image reconstruction algorithms. The most established…

Numerical Analysis · Mathematics 2024-12-20 Stephan Antholzer , Johannes Schwab , Markus Haltmeier

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang
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