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We consider the problem of estimating the parameters of a linear univariate autoregressive model with sub-Gaussian innovations from a limited sequence of consecutive observations. Assuming that the parameters are compressible, we analyze…

Information Theory · Computer Science 2017-04-05 Abbas Kazemipour , Sina Miran , Piya Pal , Behtash Babadi , Min Wu

In this paper we introduce a nonuniform sparsity model and analyze the performance of an optimized weighted $\ell_1$ minimization over that sparsity model. In particular, we focus on a model where the entries of the unknown vector fall into…

Information Theory · Computer Science 2010-09-21 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

Recovery error bounds of tail-minimization and the rate of convergence of an efficient proximal alternating algorithm for sparse signal recovery are considered in this article. Tail-minimization focuses on minimizing the energy in the…

Information Theory · Computer Science 2025-01-28 Meng Huang , Shidong Li

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

Numerical experiments in literature on compressed sensing have indicated that the reweighted $l_1$ minimization performs exceptionally well in recovering sparse signal. In this paper, we develop exact recovery conditions and algorithm for…

Information Theory · Computer Science 2014-06-17 Shenglong Zhou , Naihua Xiu , Yingnan Wang , Lingchen Kong

We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

This article provides a new type of analysis of a compressed-sensing based technique for recovering column-sparse matrices, namely minimization of the $\ell_{1,2}$-norm. Rather than providing conditions on the measurement matrix which…

Numerical Analysis · Computer Science 2016-09-09 Axel Flinth

Sparse signal recovery has been dominated by the basis pursuit denoise (BPDN) problem formulation for over a decade. In this paper, we propose an algorithm that outperforms BPDN in finding sparse solutions to underdetermined linear systems…

Information Theory · Computer Science 2012-06-01 Hassan Mansour

Dantzig selector (DS) and LASSO problems have attracted plenty of attention in statistical learning, sparse data recovery and mathematical optimization. In this paper, we provide a theoretical analysis of the sparse recovery stability of…

Statistics Theory · Mathematics 2017-11-13 Yun-Bin Zhao , Duan Li

In this paper we study the compressed sensing problem of recovering a sparse signal from a system of underdetermined linear equations when we have prior information about the probability of each entry of the unknown signal being nonzero. In…

Information Theory · Computer Science 2009-01-20 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

Weighted $\ell_1$-minimization has been studied as a technique for the reconstruction of a sparse signal from compressively sampled measurements when prior information about the signal, in the form of a support estimate, is available. In…

Information Theory · Computer Science 2016-12-09 Deanna Needell , Rayan Saab , Tina Woolf

The recovery of structured signals from a few linear measurements is a central point in both compressed sensing (CS) and discrete tomography. In CS the signal structure is described by means of a low complexity model e.g. co-/sparsity. The…

Optimization and Control · Mathematics 2018-12-31 Jan Kuske , Stefania Petra

In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design matrix with additive Gaussian noise. We precisely analyze the…

Statistics Theory · Mathematics 2020-09-18 Ayed M. Alrashdi , Houssem Sifaou , Abla Kammoun , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

Despite widespread adoption in practice, guarantees for the LASSO and Group LASSO are strikingly lacking in settings beyond statistical problems, and these algorithms are usually considered to be a heuristic in the context of sparse convex…

Machine Learning · Computer Science 2023-07-17 Kyriakos Axiotis , Taisuke Yasuda

We study sparse recovery with structured random measurement matrices having independent, identically distributed, and uniformly bounded rows and with a nontrivial covariance structure. This class of matrices arises from random sampling of…

Information Theory · Computer Science 2020-05-15 Simone Brugiapaglia , Sjoerd Dirksen , Hans Christian Jung , Holger Rauhut

Sparse recovery is widely applied in many fields, since many signals or vectors can be sparsely represented under some frames or dictionaries. Most of fast algorithms at present are based on solving $l^0$ or $l^1$ minimization problems and…

Numerical Analysis · Mathematics 2019-03-06 Chong-Jun Li , Yi-Jun Zhong

Analysis $\ell_1$-recovery refers to a technique of recovering a signal that is sparse in some transform domain from incomplete corrupted measurements. This includes total variation minimization as an important special case when the…

Information Theory · Computer Science 2015-10-28 Maryia Kabanava , Holger Rauhut , Hui Zhang

We know that compressive sensing can establish stable sparse recovery results from highly undersampled data under a restricted isometry property condition. In reality, however, numerous problems are coherent, and vast majority conventional…

Optimization and Control · Mathematics 2021-11-25 Yanyun Ding , Haibin Zhang , Peili Li , Yunhai Xiao

Compressed sensing shows that a sparse signal can stably be recovered from incomplete linear measurements. But, in practical applications, some signals have additional structure, where the nonzero elements arise in some blocks. We call such…

Information Theory · Computer Science 2023-11-29 Jianwen Huang , Hailin Wang , Feng Zhang , Jianjun Wang , Jinping Jia

In the context of compressed sensing, the nonconvex $\ell_q$ minimization with $0<q<1$ has been studied in recent years. In this paper, by generalizing the sharp bound for $\ell_1$ minimization of Cai and Zhang, we show that the condition…

Information Theory · Computer Science 2015-06-17 Chao-Bing Song , Shu-Tao Xia