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This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…

Information Theory · Computer Science 2014-10-07 Matthew L. Malloy , Robert Nowak

This paper studies the problem of high-dimensional multiple testing and sparse recovery from the perspective of sequential analysis. In this setting, the probability of error is a function of the dimension of the problem. A simple…

Statistics Theory · Mathematics 2011-06-06 Matthew Malloy , Robert Nowak

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

The performance of estimating the common support for jointly sparse signals based on their projections onto lower-dimensional space is analyzed. Support recovery is formulated as a multiple-hypothesis testing problem. Both upper and lower…

Information Theory · Computer Science 2009-11-05 Gongguo Tang , Arye Nehorai

We study the problem of recovering the common $k$-sized support of a set of $n$ samples of dimension $d$, using $m$ noisy linear measurements per sample. Most prior work has focused on the case when $m$ exceeds $k$, in which case $n$ of the…

Information Theory · Computer Science 2021-05-14 Lekshmi Ramesh , Chandra R. Murthy , Himanshu Tyagi

In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…

Information Theory · Computer Science 2015-03-13 V. Saligrama , M. Zhao

Adaptive sampling results in dramatic improvements in the recovery of sparse signals in white Gaussian noise. A sequential adaptive sampling-and-refinement procedure called Distilled Sensing (DS) is proposed and analyzed. DS is a form of…

Statistics Theory · Mathematics 2010-05-31 Jarvis Haupt , Rui Castro , Robert Nowak

We study the support recovery problem for a high-dimensional signal observed with additive noise. With suitable parametrization of the signal sparsity and magnitude of its non-zero components, we characterize a phase-transition phenomenon…

Statistics Theory · Mathematics 2019-04-16 Zheng Gao , Stilian Stoev

We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy…

Information Theory · Computer Science 2010-03-04 Yuzhe Jin , Young-Han Kim , Bhaskar D. Rao

The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy…

Information Theory · Computer Science 2020-09-29 Lan V. Truong , Jonathan Scarlett

We analyze the asymptotic performance of sparse signal recovery from noisy measurements. In particular, we generalize some of the existing results for the Gaussian case to subgaussian and other ensembles. An achievable result is presented…

Information Theory · Computer Science 2009-04-30 Paul Tune , Sibiraj Bhaskaran Pillai , Stephen Hanly

In this paper, we study the number of measurements required to recover a sparse signal in ${\mathbb C}^M$ with $L$ non-zero coefficients from compressed samples in the presence of noise. For a number of different recovery criteria, we prove…

Information Theory · Computer Science 2007-11-05 Mehmet Akçakaya , Vahid Tarokh

Recent breakthrough results in compressive sensing (CS) have established that many high dimensional signals can be accurately recovered from a relatively small number of non-adaptive linear observations, provided that the signals possess a…

Information Theory · Computer Science 2013-10-17 Akshay Soni , Jarvis Haupt

Sparse support recovery (SSR) is an important part of the compressive sensing (CS). Most of the current SSR methods are with the full information measurements. But in practice the amplitude part of the measurements may be seriously…

Information Theory · Computer Science 2011-06-21 Yipeng Liu , Qun Wan , Fei Wen , Jia Xu , Yingning Peng

In this paper we derive information theoretic performance bounds to sensing and reconstruction of sparse phenomena from noisy projections. We consider two settings: output noise models where the noise enters after the projection and input…

Information Theory · Computer Science 2011-12-22 Shuchin Aeron , Venkatesh Saligrama , Manqi Zhao

In this work, we obtain sufficient conditions for the "stability" of our recently proposed algorithms, Least Squares Compressive Sensing residual (LS-CS) and modified-CS, for recursively reconstructing sparse signal sequences from noisy…

Information Theory · Computer Science 2015-03-19 Namrata Vaswani

This paper investigates total variation minimization in one spatial dimension for the recovery of gradient-sparse signals from undersampled Gaussian measurements. Recently established bounds for the required sampling rate state that uniform…

Information Theory · Computer Science 2022-04-12 Martin Genzel , Maximilian März , Robert Seidel

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

The ability to detect sparse signals from noisy high-dimensional data is a top priority in modern science and engineering. A sparse solution of the linear system $A \rho = b_0$ can be found efficiently with an $l_1$-norm minimization…

Signal Processing · Electrical Eng. & Systems 2022-06-08 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

This paper investigates the problem of recovering the support of structured signals via adaptive compressive sensing. We examine several classes of structured support sets, and characterize the fundamental limits of accurately recovering…

Statistics Theory · Mathematics 2016-09-05 Rui M. Castro , Ervin Tánczos
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