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Recovery of the initial state of a high-dimensional system can require a large number of measurements. In this paper, we explain how this burden can be significantly reduced when randomized measurement operators are employed. Our work…

Systems and Control · Computer Science 2013-07-17 Borhan M. Sanandaji , Michael B. Wakin , Tyrone L. Vincent

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors $\pm X_1,...,\pm X_N\in\R^n$, ($N\ge n$). We introduce a class of random sampling matrices and show that they…

Probability · Mathematics 2009-05-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

Compressed sensing is the art of reconstructing a sparse vector from its inner products with respect to a small set of randomly chosen measurement vectors. It is usually assumed that the ensemble of measurement vectors is in isotropic…

Information Theory · Computer Science 2014-02-25 Richard Kueng , David Gross

We prove that iid random vectors that satisfy a rather weak moment assumption can be used as measurement vectors in Compressed Sensing, and the number of measurements required for exact reconstruction is the same as the best possible…

Statistics Theory · Mathematics 2016-02-22 Guillaume Lecué , Shahar Mendelson

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

Recovery of sparse vectors and low-rank matrices from a small number of linear measurements is well-known to be possible under various model assumptions on the measurements. The key requirement on the measurement matrices is typically the…

Numerical Analysis · Mathematics 2021-09-23 Mark A. Iwen , Deanna Needell , Michael Perlmutter , Elizaveta Rebrova

We study statistical restricted isometry, a property closely related to sparse signal recovery, of deterministic sensing matrices of size $m \times N$. A matrix is said to have a statistical restricted isometry property (StRIP) of order $k$…

Information Theory · Computer Science 2016-11-17 Alexander Barg , Arya Mazumdar , Rongrong Wang

In Compressive Sensing, the Restricted Isometry Property (RIP) ensures that robust recovery of sparse vectors is possible from noisy, undersampled measurements via computationally tractable algorithms. It is by now well-known that Gaussian…

Information Theory · Computer Science 2014-02-17 Armin Eftekhari , Han Lun Yap , Christopher J. Rozell , Michael B. Wakin

Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core…

Information Theory · Computer Science 2024-08-30 Xuemei Chen , Christian Kümmerle , Rongrong Wang

We introduce a two step algorithm with theoretical guarantees to recover a jointly sparse and low-rank matrix from undersampled measurements of its columns. The algorithm first estimates the row subspace of the matrix using a set of common…

Machine Learning · Statistics 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob

The restricted isometry property (RIP) is a well-known condition that guarantees the absence of spurious local minima in low-rank matrix recovery problems with linear measurements. In this paper, we introduce a novel property named bound…

Optimization and Control · Mathematics 2020-12-14 Yingjie Bi , Javad Lavaei

The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…

Functional Analysis · Mathematics 2018-04-13 Enrico Au-Yeung

One of the key issues in the acquisition of sparse data by means of compressed sensing (CS) is the design of the measurement matrix. Gaussian matrices have been proven to be information-theoretically optimal in terms of minimizing the…

Information Theory · Computer Science 2018-11-26 Ahmed Elzanaty , Andrea Giorgetti , Marco Chiani

The recently developed data-driven eigenmatrix method shows very promising reconstruction accuracy in sparse recovery for a wide range of kernel functions and random sample locations. However, its current implementation can lead to…

Numerical Analysis · Mathematics 2024-05-15 Koung Hee Leem , Jun Liu , George Pelekanos

We consider the problem of recovering sparse vectors from underdetermined linear measurements via $\ell_p$-constrained basis pursuit. Previous analyses of this problem based on generalized restricted isometry properties have suggested that…

Information Theory · Computer Science 2015-04-21 Sjoerd Dirksen , Guillaume Lecué , Holger Rauhut

Restricted Isometry Property (RIP) is of fundamental importance in the theory of compressed sensing and forms the base of many exact and robust recovery guarantees in this field. A quantitative description of RIP involves bounding the…

Information Theory · Computer Science 2020-07-15 Gen Li , Xingyu Xu , Yuantao Gu

This paper presents several novel theoretical results regarding the recovery of a low-rank matrix from just a few measurements consisting of linear combinations of the matrix entries. We show that properly constrained nuclear-norm…

Information Theory · Computer Science 2010-01-05 Emmanuel J. Candes , Yaniv Plan

Many inverse problems in signal processing deal with the robust estimation of unknown data from underdetermined linear observations. Low dimensional models, when combined with appropriate regularizers, have been shown to be efficient at…

Information Theory · Computer Science 2016-12-07 Yann Traonmilin , Rémi Gribonval

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

In compressed sensing, it is often desirable to consider signals possessing additional structure beyond sparsity. One such structured signal model - which forms the focus of this paper - is the local sparsity in levels class. This class has…

Information Theory · Computer Science 2017-06-05 Chen Li , Ben Adcock