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Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

We study the problem of estimating $\beta \in \mathbb{R}^p$ from its noisy linear observations $y= X\beta+ w$, where $w \sim N(0, \sigma_w^2 I_{n\times n})$, under the following high-dimensional asymptotic regime: given a fixed number…

Statistics Theory · Mathematics 2017-10-23 Haolei Weng , Arian Maleki , Le Zheng

We consider a sparse linear regression model Y=X\beta^{*}+W where X has a Gaussian entries, W is the noise vector with mean zero Gaussian entries, and \beta^{*} is a binary vector with support size (sparsity) k. Using a novel conditional…

Machine Learning · Statistics 2019-09-26 David Gamarnik , Ilias Zadik

Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…

Optimization and Control · Mathematics 2014-01-28 Christos Thrampoulidis , Samet Oymak , Babak Hassibi

We consider the problem of recovering a $k$-sparse signal ${\mbox{$\beta$}}_0\in\mathbb{R}^p$ from noisy observations $\bf y={\bf X}\mbox{$\beta$}_0+{\bf w}\in\mathbb{R}^n$. One of the most popular approaches is the $l_1$-regularized least…

Computation · Statistics 2022-11-23 Hanwen Huang

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

Information Theory · Computer Science 2013-11-13 Florent Krzakala , Marc Mézard , Lenka Zdeborová

We consider the compressed sensing problem, where the object $x_0 \in \bR^N$ is to be recovered from incomplete measurements $y = Ax_0 + z$; here the sensing matrix $A$ is an $n \times N$ random matrix with iid Gaussian entries and $n < N$.…

Information Theory · Computer Science 2011-03-25 David Donoho , Iain Johnstone , Arian Maleki , Andrea Montanari

Performance of regularized least-squares estimation in noisy compressed sensing is analyzed in the limit when the dimensions of the measurement matrix grow large. The sensing matrix is considered to be from a class of random ensembles that…

Information Theory · Computer Science 2016-02-08 Mikko Vehkapera , Yoshiyuki Kabashima , Saikat Chatterjee

This paper determines to within a single measurement the minimum number of measurements required to successfully reconstruct a signal drawn from a Gaussian mixture model in the low-noise regime. The method is to develop upper and lower…

Information Theory · Computer Science 2015-06-16 Francesco Renna , Robert Calderbank , Lawrence Carin , Miguel R. D. Rodrigues

We consider the problems of compressed sensing and optimal denoising for signals $\mathbf{x_0}\in\mathbb{R}^N$ that are monotone, i.e., $\mathbf{x_0}(i+1) \geq \mathbf{x_0}(i)$, and sparsely varying, i.e., $\mathbf{x_0}(i+1) >…

Statistics Theory · Mathematics 2017-01-03 Eftychios A. Pnevmatikakis

A classical problem that arises in numerous signal processing applications asks for the reconstruction of an unknown, $k$-sparse signal $x_0\in R^n$ from underdetermined, noisy, linear measurements $y=Ax_0+z\in R^m$. One standard approach…

Statistics Theory · Mathematics 2015-02-18 Christos Thrampoulidis , Ashkan Panahi , Daniel Guo , Babak Hassibi

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

We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…

Information Theory · Computer Science 2018-02-12 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

The estimation of parameters characterizing dynamical processes is central to science and technology. The estimation error changes with the number N of resources employed in the experiment (which could quantify, for instance, the number of…

Quantum Physics · Physics 2012-01-10 B. M. Escher , R. L. de Matos Filho , L. Davidovich

Signal reconstruction in compressive sensing involves finding a sparse solution that satisfies a set of linear constraints. Several approaches to this problem have been considered in existing reconstruction algorithms. They each provide a…

Information Theory · Computer Science 2013-03-15 Christian Schou Oxvig , Patrick Steffen Pedersen , Thomas Arildsen , Torben Larsen

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

We take an information theoretic perspective on a classical sparse-sampling noisy linear model and present an analytical expression for the mutual information, which plays central role in a variety of communications/processing problems.…

Information Theory · Computer Science 2014-03-25 Wasim Huleihel , Neri Merhav , Shlomo Shamai

We study the sensitivity to noise of |permanent(X)|^2 for random real and complex n x n Gaussian matrices X, and show that asymptotically the correlation between the noisy and noiseless outcomes tends to zero when the noise level is…

Quantum Physics · Physics 2014-11-11 Gil Kalai , Guy Kindler

Zero-noise extrapolation provides an especially useful error mitigation method for noisy intermediate-scale quantum devices. Our analysis, based on matrix product density operators, of the transverse-field Ising model with depolarizing…

Quantum Physics · Physics 2026-05-19 Younes Javanmard , Ugne Liaubaite , Tobias J. Osborne , Luis Santos

Let $X_0$ be an unknown $M$ by $N$ matrix. In matrix recovery, one takes $n < MN$ linear measurements $y_1,..., y_n$ of $X_0$, where $y_i = \Tr(a_i^T X_0)$ and each $a_i$ is a $M$ by $N$ matrix. For measurement matrices with Gaussian i.i.d…

Information Theory · Computer Science 2015-06-15 David L. Donoho , Matan Gavish , Andrea Montanari