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In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…

Information Theory · Computer Science 2016-08-24 Susanne Sparrer , Robert F. H. Fischer

The field of compressed sensing has shown that a sparse but otherwise arbitrary vector can be recovered exactly from a small number of randomly constructed linear projections (or samples). The question addressed in this paper is whether an…

Information Theory · Computer Science 2010-01-26 Galen Reeves , Michael Gastpar

We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the reproducing kernel Hilbert space framework, we derive a new…

Statistics Theory · Mathematics 2010-09-20 Sebastian Schmutzhard , Alexander Jung , Franz Hlawatsch , Zvika Ben-Haim , Yonina C. Eldar

We consider the fundamental problem of estimating the mean of a vector $y=X\beta+z$, where $X$ is an $n\times p$ design matrix in which one can have far more variables than observations, and $z$ is a stochastic error term--the so-called…

Statistics Theory · Mathematics 2009-08-21 Emmanuel J. Candès , Yaniv Plan

We consider a class of linear-programming based estimators in reconstructing a sparse signal from linear measurements. Specific formulations of the reconstruction problem considered here include Dantzig selector, basis pursuit (for the case…

Computation · Statistics 2019-08-20 Rahul Mazumder , Stephen Wright , Andrew Zheng

Consider the problem of estimating the mean of a Gaussian random vector when the mean vector is assumed to be in a given convex set. The most natural solution is to take the Euclidean projection of the data vector on to this convex set; in…

Statistics Theory · Mathematics 2014-11-21 Sourav Chatterjee

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer

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

To estimate a sparse linear model from data with Gaussian noise, consilience from lasso and compressed sensing literatures is that thresholding estimators like lasso and the Dantzig selector have the ability in some situations to identify…

Machine Learning · Statistics 2017-08-14 Jairo Diaz-Rodriguez , Sylvain Sardy

We consider estimation of a sparse parameter vector that determines the covariance matrix of a Gaussian random vector via a sparse expansion into known "basis matrices". Using the theory of reproducing kernel Hilbert spaces, we derive lower…

Information Theory · Computer Science 2011-01-21 Alexander Jung , Sebastian Schmutzhard , Franz Hlawatsch , Alfred O. Hero

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

We consider the estimation of a sparse parameter vector from measurements corrupted by white Gaussian noise. Our focus is on unbiased estimation as a setting under which the difficulty of the problem can be quantified analytically. We show…

Information Theory · Computer Science 2010-02-02 Alexander Jung , Zvika Ben-Haim , Franz Hlawatsch , Yonina C. Eldar

Compressive sensing has been receiving a great deal of interest from researchers in many areas because of its ability in speeding up data acquisition. This framework allows fast signal acquisition and compression when signals are sparse in…

Information Theory · Computer Science 2020-03-17 Fatima Salahdine , Elias Ghribi , Naima Kaabouch

To successfully work on variable selection, sparse model structure has become a basic assumption for all existing methods. However, this assumption is questionable as it is hard to hold in most of cases and none of existing methods may…

Methodology · Statistics 2011-12-06 Lu Lin , Lixing Zhu , Yujie Gai

In this paper, we consider the problem of sparse signal detection based on partial support set estimation with compressive measurements in a distributed network. Multiple nodes in the network are assumed to observe sparse signals which…

Applications · Statistics 2016-08-10 Thakshila Wimalajeewa , Pramod K. Varshney

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

The problem of compressing a real-valued sparse source using compressive sensing techniques is studied. The rate distortion optimality of a coding scheme in which compressively sensed signals are quantized and then reconstructed is…

Information Theory · Computer Science 2010-11-09 Rajiv Soundararajan , Sriram Vishwanath

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

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

The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…

Information Theory · Computer Science 2014-08-27 Peter Jung , Philipp Walk
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