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A noisy underdetermined system of linear equations is considered in which a sparse vector (a vector with a few nonzero elements) is subject to measurement. The measurement matrix elements are drawn from a Gaussian distribution. We study the…

Information Theory · Computer Science 2014-06-26 Behrooz Kamary Aliabadi , Silèye Ba

The problem of recovering the sparsity pattern of a fixed but unknown vector $\beta^* \in \real^p based on a set of $n$ noisy observations arises in a variety of settings, including subset selection in regression, graphical model selection,…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

The problem of consistently estimating the sparsity pattern of a vector $\betastar \in \real^\mdim$ based on observations contaminated by noise arises in various contexts, including subset selection in regression, structure estimation in…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

Sparse modeling has been widely and successfully used in many applications such as computer vision, machine learning, and pattern recognition. Accompanied with those applications, significant research has studied the theoretical limits and…

Information Theory · Computer Science 2016-10-04 Yuki Itoh , Marco F. Duarte , Mario Parente

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

We consider the model {eqnarray*}y=X\theta^*+\xi, Z=X+\Xi,{eqnarray*} where the random vector $y\in\mathbb{R}^n$ and the random $n\times p$ matrix $Z$ are observed, the $n\times p$ matrix $X$ is unknown, $\Xi$ is an $n\times p$ random noise…

Statistics Theory · Mathematics 2010-11-11 Mathieu Rosenbaum , Alexandre B. Tsybakov

We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy…

Information Theory · Computer Science 2010-03-04 Yuzhe Jin , Young-Han Kim , Bhaskar D. Rao

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…

Statistics Theory · Mathematics 2008-06-04 Wei Wang , Martin J. Wainwright , Kannan Ramchandran

Orthogonal Matching pursuit (OMP) is a popular algorithm to estimate an unknown sparse vector from multiple linear measurements of it. Assuming exact sparsity and that the measurements are corrupted by additive Gaussian noise, the success…

Statistics Theory · Mathematics 2020-08-07 Chen Amiraz , Robert Krauthgamer , Boaz Nadler

We consider the problem of recovering sparse vectors from underdetermined linear measurements via $\ell_p$-constrained basis pursuit. Previous analyses of this problem based on generalized restricted isometry properties have suggested that…

Information Theory · Computer Science 2015-04-21 Sjoerd Dirksen , Guillaume Lecué , Holger Rauhut

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Arkadii S. Nemirovski

Suppose we wish to recover an n-dimensional real-valued vector x_0 (e.g. a digital signal or image) from incomplete and contaminated observations y = A x_0 + e; A is a n by m matrix with far fewer rows than columns (n << m) and e is an…

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

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

Information Theory · Computer Science 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

The problem of detecting the sparsity pattern of a k-sparse vector in R^n from m random noisy measurements is of interest in many areas such as system identification, denoising, pattern recognition, and compressed sensing. This paper…

Information Theory · Computer Science 2010-09-03 Alyson K. Fletcher , Sundeep Rangan , Vivek K. Goyal

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

Information Theory · Computer Science 2011-08-17 Ulaş Ayaz , Holger Rauhut

Learning optimal dictionaries for sparse coding has exposed characteristic sparse features of many natural signals. However, universal guarantees of the stability of such features in the presence of noise are lacking. Here, we provide very…

Machine Learning · Statistics 2019-05-16 Charles J. Garfinkle , Christopher J. Hillar

In this paper, we study the phase retrieval problem in the situation where the vector to be recovered has an a priori structure that can encoded into a regularization term. This regularizer is intended to promote solutions conforming to…

Optimization and Control · Mathematics 2024-07-24 Jean-Jacques Godeme , Jalal Fadili

The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for…

Numerical Analysis · Mathematics 2013-09-24 Karthikeyan Natesan Ramamurthy , Jayaraman J. Thiagarajan , Andreas Spanias
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