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The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…

Numerical Analysis · Mathematics 2016-08-03 Kristian Bredies , Barbara Kaltenbacher , Elena Resmerita

This work considers recovery of signals that are sparse over two bases. For instance, a signal might be sparse in both time and frequency, or a matrix can be low rank and sparse simultaneously. To facilitate recovery, we consider minimizing…

Information Theory · Computer Science 2012-02-17 Samet Oymak , Babak Hassibi

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

Numerical Analysis · Mathematics 2011-07-19 Massimo Fornasier , Holger Rauhut , Rachel Ward

One way to understand time-series data is to identify the underlying dynamical system which generates it. This task can be done by selecting an appropriate model and a set of parameters which best fits the dynamics while providing the…

Optimization and Control · Mathematics 2018-05-17 Linan Zhang , Hayden Schaeffer

We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…

Information Theory · Computer Science 2020-02-28 Ralf R. Müller , Bernhard Gäde , Ali Bereyhi

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

Signal Processing · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , M. E. Ashour , N. S. Aybat , Constantino M. Lagoa

In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

Optimization and Control · Mathematics 2019-02-13 Tao Sun , Dongsheng Li , Hao Jiang , Zhe Quan

We propose a sparse reconstruction framework for solving inverse problems. Opposed to existing sparse regularization techniques that are based on frame representations, we train an encoder-decoder network by including an $\ell^1$-penalty.…

Numerical Analysis · Mathematics 2019-08-07 Daniel Obmann , Johannes Schwab , Markus Haltmeier

The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…

Machine Learning · Computer Science 2016-03-30 Luc Le Magoarou , Rémi Gribonval

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

Optimization and Control · Mathematics 2011-10-13 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

In this paper we present a fast and efficient method for the reconstruction of Magnetic Resonance Images (MRI) from severely under-sampled data. From the Compressed Sensing theory we have mathematically modeled the problem as a constrained…

Numerical Analysis · Computer Science 2017-12-01 Damiana Lazzaro , Elena Loli Piccolomini , Fabiana Zama

Many imaging science tasks can be modeled as a discrete linear inverse problem. Solving linear inverse problems is often challenging, with ill-conditioned operators and potentially non-unique solutions. Embedding prior knowledge, such as…

Numerical Analysis · Mathematics 2023-12-07 Elizabeth Newman , Jack Michael Solomon , Matthias Chung

Designing computational experiments involving $\ell_1$ minimization with linear constraints in a finite-dimensional, real-valued space for receiving a sparse solution with a precise number $k$ of nonzero entries is, in general, difficult.…

Optimization and Control · Mathematics 2013-09-11 Christian Kruschel , Dirk A. Lorenz

The $\ell_1$ norm is the tight convex relaxation for the $\ell_0$ "norm" and has been successfully applied for recovering sparse signals. For problems with fewer samplings, one needs to enhance the sparsity by nonconvex penalties such as…

Optimization and Control · Mathematics 2016-01-05 Xiaolin Huang , Lei Shi , Ming Yan

In this paper we study the compressed sensing problem of recovering a sparse signal from a system of underdetermined linear equations when we have prior information about the probability of each entry of the unknown signal being nonzero. In…

Information Theory · Computer Science 2009-01-20 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi
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