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Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…

Information Theory · Computer Science 2015-06-10 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

The problem of model selection arises in a number of contexts, such as compressed sensing, subset selection in linear regression, estimation of structures in graphical models, and signal denoising. This paper generalizes the notion of…

Information Theory · Computer Science 2018-03-06 Waheed U. Bajwa , Robert Calderbank , Sina Jafarpour

In the theory of compressed sensing (CS), the sparsity $\|x\|_0$ of the unknown signal $\mathbf{x} \in \mathcal{R}^n$ is of prime importance and the focus of reconstruction algorithms has mainly been either $\|x\|_0$ or its convex…

Information Theory · Computer Science 2016-05-17 Mithun Das Gupta

Many signal and image processing applications have benefited remarkably from the fact that the underlying signals reside in a low dimensional subspace. One of the main models for such a low dimensionality is the sparsity one. Within this…

Information Theory · Computer Science 2015-03-25 Raja Giryes

In many signal processing applications, one wishes to acquire images that are sparse in transform domains such as spatial finite differences or wavelets using frequency domain samples. For such applications, overwhelming empirical evidence…

Computer Vision and Pattern Recognition · Computer Science 2013-10-22 Felix Krahmer , Rachel Ward

Multivariate spatial field data are increasingly common and whose modeling typically relies on building cross-covariance functions to describe cross-process relationships. An alternative viewpoint is to model the matrix of spectral…

Statistics Theory · Mathematics 2015-05-07 William Kleiber

Functions of one or more variables are usually approximated with a basis: a complete, linearly-independent system of functions that spans a suitable function space. The topic of this paper is the numerical approximation of functions using…

Numerical Analysis · Mathematics 2018-11-07 Ben Adcock , Daan Huybrechs

In this paper, we address the theoretical limitations in reconstructing sparse signals (in a known complete basis) using compressed sensing framework. We also divide the CS to non-blind and blind cases. Then, we compute the Bayesian…

Information Theory · Computer Science 2010-05-25 Hadi Zayyani , Massoud Babaie-Zadeh , Christian Jutten

Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…

Numerical Analysis · Mathematics 2009-11-23 Alex Gittens , Joel A. Tropp

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

Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Dror Simon , Jeremias Sulam , Yaniv Romano , Yue M. Lu , Michael Elad

Intensively growing approach in signal processing and acquisition, the Compressive Sensing approach, allows sparse signals to be recovered from small number of randomly acquired signal coefficients. This paper analyses some of the commonly…

Signal Processing · Electrical Eng. & Systems 2018-02-21 Tamara Koljensic , Caslav Labudovic

Recently, it has been shown that incoherence is an unrealistic assumption for compressed sensing when applied to many inverse problems. Instead, the key property that permits efficient recovery in such problems is so-called local…

Information Theory · Computer Science 2015-07-09 Alex D. Jones , Ben Adcock , Anders C. Hansen

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

An increasing number of applications is concerned with recovering a sparse matrix from noisy observations. In this paper, we consider the setting where each row of the unknown matrix is sparse. We establish minimax optimal rates of…

Statistics Theory · Mathematics 2015-09-02 O. Klopp , A. B. Tsybakov

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

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

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

In this paper, we consider the problem of detecting signals in multiple, sequentially observed data streams. For each stream, the exact distribution is unknown, but characterized by a parameter that takes values in either of two disjoint…

Methodology · Statistics 2025-07-30 Yiming Xing , Anamitra Chaudhuri , Yifan Chen

In this paper, we develop a framework to design sensing matrices for compressive sensing applications that lead to good mean squared error (MSE) performance subject to sensing cost constraints. By capitalizing on the MSE of the oracle…

Information Theory · Computer Science 2021-01-28 Wei Chen , Miguel R. D. Rodrigues , Ian Wassell