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The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…

Statistics Theory · Mathematics 2009-03-02 Nicolai Meinshausen , Bin Yu

We present improved sampling complexity bounds for stable and robust sparse recovery in compressed sensing. Our unified analysis based on l1 minimization encompasses the case where (i) the measurements are block-structured samples in order…

Information Theory · Computer Science 2020-05-22 Ben Adcock , Claire Boyer , Simone Brugiapaglia

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

We consider the problem of estimating the support of a vector $\beta^* \in \mathbb{R}^{p}$ based on observations contaminated by noise. A significant body of work has studied behavior of $\ell_1$-relaxations when applied to measurement…

Machine Learning · Statistics 2008-05-21 Dapo Omidiran , Martin J. Wainwright

The estimation of a sparse vector in the linear model is a fundamental problem in signal processing, statistics, and compressive sensing. This paper establishes a lower bound on the mean-squared error, which holds regardless of the…

Information Theory · Computer Science 2013-03-04 Emmanuel J. Candès , Mark A. Davenport

This paper considers the use of total variation regularization in the recovery of approximately gradient sparse signals from their noisy discrete Fourier samples in the context of compressed sensing. It has been observed over the last…

Numerical Analysis · Mathematics 2014-07-22 Clarice Poon

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

Much of the existing literature in sparse recovery is concerned with the following question: given a sparsity pattern and a corresponding regularizer, derive conditions on the dictionary under which exact recovery is possible. In this…

Signal Processing · Electrical Eng. & Systems 2020-07-24 Mustafa D. Kaba , Mengnan Zhao , Rene Vidal , Daniel P. Robinson , Enrique Mallada

Compressed sensing has shown that it is possible to reconstruct sparse high dimensional signals from few linear measurements. In many cases, the solution can be obtained by solving an L1-minimization problem, and this method is accurate…

Numerical Analysis · Mathematics 2009-04-27 Deanna Needell

We study the problem of consistently recovering the sparsity pattern of a regression parameter vector from correlated observations governed by deterministic missing data patterns using Lasso. We consider the case in which the observed…

Machine Learning · Computer Science 2022-06-13 Chuyang Ke , Jean Honorio

We consider two theorems from the theory of compressive sensing. Mainly a theorem concerning uniform recovery of random sampling matrices, where the number of samples needed in order to recover an $s$-sparse signal from linear measurements…

Information Theory · Computer Science 2013-06-05 Joel Andersson , Jan-Olov Strömberg

We discuss a general notion of "sparsity structure" and associated recoveries of a sparse signal from its linear image of reduced dimension possibly corrupted with noise. Our approach allows for unified treatment of (a) the "usual sparsity"…

Optimization and Control · Mathematics 2016-11-26 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadi Nemirovski

We consider the problem of recovering fusion frame sparse signals from incomplete measurements. These signals are composed of a small number of nonzero blocks taken from a family of subspaces. First, we show that, by using a-priori…

Information Theory · Computer Science 2014-07-30 Ulaş Ayaz , Sjoerd Dirksen , Holger Rauhut

This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary.…

Numerical Analysis · Mathematics 2015-03-17 Emmanuel J. Candes , Yonina C. Eldar , Deanna Needell , Paige Randall

We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…

Machine Learning · Statistics 2023-07-07 Gabriel Arpino , Ramji Venkataramanan

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

We have developed an approximate signal recovery algorithm with low computational cost for compressed sensing on the basis of randomly constructed sparse measurement matrices. The law of large numbers and the central limit theorem suggest…

Information Theory · Computer Science 2011-02-21 Yoshiyuki Kabashima , Tadashi Wadayama

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

In this paper we show that if the restricted isometry constant $\delta_k$ of the compressed sensing matrix satisfies \[ \delta_k < 0.307, \] then $k$-sparse signals are guaranteed to be recovered exactly via $\ell_1$ minimization when no…

Information Theory · Computer Science 2009-11-10 T. Tony Cai , Lie Wang , Guangwu Xu

One of the key challenges in sensor networks is the extraction of information by fusing data from a multitude of distinct, but possibly unreliable sensors. Recovering information from the maximum number of dependable sensors while…

Machine Learning · Statistics 2015-05-20 Vassilis Kekatos , Georgios B. Giannakis
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