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In this paper, we consider the problem of sparse recovery from nonlinear measurements, which has applications in state estimation and bad data detection for power networks. An iterative mixed $\ell_1$ and $\ell_2$ convex program is used to…

Information Theory · Computer Science 2013-01-08 Weiyu Xu , Meng Wang , Jianfeng Cai , Ao Tang

This article considers the problem of optimally recovering stable linear time-invariant systems observed via linear measurements made on their transfer functions. A common modeling assumption is replaced here by the related assumption that…

Optimization and Control · Mathematics 2019-08-19 Mahmood Ettehad , Simon Foucart

In this paper we consider a system of quadratic equations |<z_j, x>|^2 = b_j, j = 1, ..., m, where x in R^n is unknown while normal random vectors z_j in R_n and quadratic measurements b_j in R are known. The system is assumed to be…

Information Theory · Computer Science 2012-09-24 Xiaodong Li , Vladislav Voroninski

The aim of sparse phase retrieval is to recover a $k$-sparse signal $\mathbf{x}_0\in \mathbb{C}^{d}$ from quadratic measurements $|\langle \mathbf{a}_i,\mathbf{x}_0\rangle|^2$ where $\mathbf{a}_i\in \mathbb{C}^d, i=1,\ldots,m$. Noting…

Functional Analysis · Mathematics 2021-05-05 Yu Xia , Zhiqiang Xu

An algorithmic framework, based on the difference of convex functions algorithm (DCA), is proposed for minimizing a class of concave sparse metrics for compressed sensing problems. The resulting algorithm iterates a sequence of $\ell_1$…

Information Theory · Computer Science 2016-11-02 Penghang Yin , Jack Xin

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

We develop fast and memory efficient numerical methods for learning functions of many variables that admit sparse representations in terms of general bounded orthonormal tensor product bases. Such functions appear in many applications…

Numerical Analysis · Mathematics 2020-05-11 Bosu Choi , Mark Iwen , Felix Krahmer

The most frequently used condition for sampling matrices employed in compressive sampling is the restricted isometry (RIP) property of the matrix when restricted to sparse signals. At the same time, imposing this condition makes it…

Information Theory · Computer Science 2013-03-11 Alexander Barg , Arya Mazumdar , Rongrong Wang

Greedy algorithms for minimizing L0-norm of sparse decomposition have profound application impact on many signal processing problems. In the sparse coding setup, given the observations $\mathrm{y}$ and the redundant dictionary…

Numerical Analysis · Computer Science 2015-02-13 Yuanyi Xue , Yao Wang

We show how to compute a relative-error low-rank approximation to any positive semidefinite (PSD) matrix in sublinear time, i.e., for any $n \times n$ PSD matrix $A$, in $\tilde O(n \cdot poly(k/\epsilon))$ time we output a rank-$k$ matrix…

Data Structures and Algorithms · Computer Science 2019-01-04 Cameron Musco , David P. Woodruff

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2010-04-06 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

Expander graphs have been recently proposed to construct efficient compressed sensing algorithms. In particular, it has been shown that any $n$-dimensional vector that is $k$-sparse (with $k\ll n$) can be fully recovered using…

Information Theory · Computer Science 2008-06-25 Sina Jafarpour , Weiyu Xu , Babak Hassibi , Robert Calderbank

It is known that certain structures of the signal in addition to the standard notion of sparsity (called structured sparsity) can improve the sample complexity in several compressive sensing applications. Recently, Hegde et al. proposed a…

Information Theory · Computer Science 2017-01-23 Lingxiao Huang , Yifei Jin , Jian Li , Haitao Wang

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 fast algorithms for monotone submodular maximization subject to a matroid constraint. We assume that the matroid is given as input in an explicit form, and the goal is to obtain the best possible running times for important…

Data Structures and Algorithms · Computer Science 2018-11-20 Alina Ene , Huy L. Nguyen

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

Finding the sparse solution of an underdetermined system of linear equations has many applications, especially, it is used in Compressed Sensing (CS), Sparse Component Analysis (SCA), and sparse decomposition of signals on overcomplete…

Information Theory · Computer Science 2010-01-29 Hosein Mohimani , Massoud Babaie-Zadeh , Irina Gorodnitsky , Christian Jutten

In this paper we consider the following sparse recovery problem. We have query access to a vector $\vx \in \R^N$ such that $\vhx = \vF \vx$ is $k$-sparse (or nearly $k$-sparse) for some orthogonal transform $\vF$. The goal is to output an…

Data Structures and Algorithms · Computer Science 2019-07-22 Anna Gilbert , Albert Gu , Christopher Re , Atri Rudra , Mary Wootters

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu