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A framework for adaptive and non-adaptive statistical compressive sensing is developed, where a statistical model replaces the standard sparsity model of classical compressive sensing. We propose within this framework optimal task-specific…

Computer Vision and Pattern Recognition · Computer Science 2015-06-03 Julio M. Duarte-Carvajalino , Guoshen Yu , Lawrence Carin , Guillermo Sapiro

A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution, and achieving accurate reconstruction on average, is…

Computer Vision and Pattern Recognition · Computer Science 2015-05-27 Guoshen Yu , Guillermo Sapiro

A new framework of compressive sensing (CS), namely statistical compressive sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution and achieving accurate reconstruction on average, is…

Computer Vision and Pattern Recognition · Computer Science 2010-10-22 Guoshen Yu , Guillermo Sapiro

In this paper, we explore the possibilities and limitations of recovering sparse signals in an online fashion. Employing a mean field approximation to the Bayes recursion formula yields an online signal recovery algorithm that can be…

Information Theory · Computer Science 2016-09-21 Paulo V. Rossi , Yoshiyuki Kabashima , Jun-ichi Inoue

Devising optimal operating strategies for a compressor station relies on the knowledge of compressor characteristics. As the compressor characteristics change with time and use, it is necessary to provide accurate models of the…

Computational Engineering, Finance, and Science · Computer Science 2021-11-24 Akhil Ahmed , Marta Zagorowska , Ehecatl Antonio del Rio-Chanona , Mehmet Mercangöz

This letter proposes a novel distributed compressed estimation scheme for sparse signals and systems based on compressive sensing techniques. The proposed scheme consists of compression and decompression modules inspired by compressive…

Information Theory · Computer Science 2015-02-05 S. Xu , R. C. de Lamare , H. V. Poor

Non-Gaussian and multimodal distributions are an important part of many recent robust sensor fusion algorithms. In difference to robust cost functions, they are probabilistically founded and have good convergence properties. Since their…

Robotics · Computer Science 2020-01-14 Tim Pfeifer , Peter Protzel

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in…

Machine Learning · Statistics 2013-12-18 Nikolaos M. Freris , Orhan Öçal , Martin Vetterli

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…

Statistical Mechanics · Physics 2012-08-20 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…

Systems and Control · Computer Science 2012-04-02 Marco F. Huber

We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…

Information Theory · Computer Science 2018-02-12 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

Online Feedback Optimization is a method used to steer the operation of a process plant to its optimal operating point without explicitly solving a nonlinear constrained optimization problem. This is achieved by leveraging a linear plant…

Systems and Control · Electrical Eng. & Systems 2022-12-08 M. Zagorowska , M. Degner , L. Ortmann , A. Ahmed , S. Bolognani , E. A. del Rio Chanona , M. Mercangoz

In many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential data collection procedures are known by different names,…

Statistics Theory · Mathematics 2013-11-28 Ervin Tánczos , Rui M. Castro

Oversampled adaptive sensing (OAS) is a recently proposed Bayesian framework which sequentially adapts the sensing basis. In OAS, estimation quality is, in each step, measured by conditional mean squared errors (MSEs), and the basis for the…

Information Theory · Computer Science 2018-11-16 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

We develop a new compressive sensing (CS) inversion algorithm by utilizing the Gaussian mixture model (GMM). While the compressive sensing is performed globally on the entire image as implemented in our lensless camera, a low-rank GMM is…

Machine Learning · Statistics 2015-08-28 Xin Yuan , Hong Jiang , Gang Huang , Paul A. Wilford

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and…

Artificial Intelligence · Computer Science 2016-09-20 Priyank Jaini , Pascal Poupart

Compressed sensing is designed to measure sparse signals directly in a compressed form. However, most signals of interest are only "approximately sparse", i.e. even though the signal contains only a small fraction of relevant (large)…

Information Theory · Computer Science 2013-04-04 Jean Barbier , Florent Krzakala , Marc Mézard , Lenka Zdeborová

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

We consider estimation of a deterministic unknown parameter vector in a linear model with non-Gaussian noise. In the Gaussian case, dimensionality reduction via a linear matched filter provides a simple low dimensional sufficient statistic…

Applications · Statistics 2013-11-05 Jakob Vovnoboy , Ami Wiesel
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