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Let A be an M by N matrix (M < N) which is an instance of a real random Gaussian ensemble. In compressed sensing we are interested in finding the sparsest solution to the system of equations A x = y for a given y. In general, whenever the…

Information Theory · Computer Science 2011-03-09 Mihailo Stojnic , Farzad Parvaresh , Babak Hassibi

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

This paper establishes a statistical versus computational trade-off for solving a basic high-dimensional machine learning problem via a basic convex relaxation method. Specifically, we consider the {\em Sparse Principal Component Analysis}…

Machine Learning · Computer Science 2015-10-20 Tengyu Ma , Avi Wigderson

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

The paper discusses the recovery of signals in the case that signals are nearly sparse with respect to a tight frame $D$ by means of the $l_1$-analysis approach. We establish several new sufficient conditions regarding the $D$-restricted…

Signal Processing · Electrical Eng. & Systems 2017-11-01 Jianwen Huang , Jianjun Wang , Feng Zhang , Wendong Wang

An approximate sparse recovery system consists of parameters $k,N$, an $m$-by-$N$ measurement matrix, $\Phi$, and a decoding algorithm, $\mathcal{D}$. Given a vector, $x$, the system approximates $x$ by $\widehat x =\mathcal{D}(\Phi x)$,…

Data Structures and Algorithms · Computer Science 2014-02-10 Anna C. Gilbert , Yi Li , Ely Porat , Martin J. Strauss

The Tikhonov regularization of linear ill-posed problems with an $\ell^1$ penalty is considered. We recall results for linear convergence rates and results on exact recovery of the support. Moreover, we derive conditions for exact support…

Functional Analysis · Mathematics 2015-05-18 Dirk A. Lorenz , Stefan Schiffler , Dennis Trede

A wide variety of nuclear magnetic resonance experiments rely on the prediction and analysis of relaxation processes. Recently, innovative approaches have been introduced where the sample travels through a broad range of magnetic fields in…

This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard l1 -minimization algorithm, originally proposed in the context…

Numerical Analysis · Mathematics 2015-06-16 Ji Peng , Jerrad Hampton , Alireza Doostan

In this work, we consider the problem of recovering analysis-sparse signals from under-sampled measurements when some prior information about the support is available. We incorporate such information in the recovery stage by suitably tuning…

Information Theory · Computer Science 2019-01-30 Sajad Daei , Farzan Haddadi , Arash Amini

In this paper, {the goal is to design deterministic sampling patterns on the sphere and the rotation group} and, thereby, construct sensing matrices for sparse recovery of band-limited functions. It is first shown that random sensing…

Information Theory · Computer Science 2020-04-22 Arya Bangun , Arash Behboodi , Rudolf Mathar

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

Analysis sparsity is a common prior in inverse problem or machine learning including special cases such as Total Variation regularization, Edge Lasso and Fused Lasso. We study the geometry of the solution set (a polyhedron) of the analysis…

Optimization and Control · Mathematics 2022-04-14 Xavier Dupuis , Samuel Vaiter

We investigate the problem of reconstructing n-by-n structured matrix signal X via convex programming, where each column xj is a vector of s-sparsity and all columns have the same l1-norm. The regularizer in use is matrix norm…

Statistics Theory · Mathematics 2019-12-03 Yuan Tian

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

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

Optimization and Control · Mathematics 2024-06-21 Monse Guedes-Ayala , Pierre-Louis Poirion , Lars Schewe , Akiko Takeda

Regularized regression problems are ubiquitous in statistical modeling, signal processing, and machine learning. Sparse regression in particular has been instrumental in scientific model discovery, including compressed sensing applications,…

Machine Learning · Statistics 2018-11-09 Peng Zheng , Travis Askham , Steven L. Brunton , J. Nathan Kutz , Aleksandr Y. Aravkin

Construction of error-correcting codes achieving a designated minimum distance parameter is a central problem in coding theory. In this work, we study a very simple construction of binary linear codes that correct a given number of errors…

Information Theory · Computer Science 2022-12-13 Mahdi Cheraghchi , João Ribeiro

We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…

Optimization and Control · Mathematics 2024-03-07 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

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