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We perform a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix. Our minimax optimal test is based on a sparse eigenvalue statistic. Alas, computing this test is known to…

Statistics Theory · Mathematics 2014-01-30 Quentin Berthet , Philippe Rigollet

The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension $n$ is assumed to be a mixture of $r$ complex multi-dimensional…

Information Theory · Computer Science 2015-01-06 Yuxin Chen , Yuejie Chi

We study an auto-calibration problem in which a transform-sparse signal is acquired via compressive sensing by multiple sensors in parallel, but with unknown calibration parameters of the sensors. This inverse problem has an important…

Optimization and Control · Mathematics 2025-10-29 Yuan Ni , Thomas Strohmer

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Machine Learning · Statistics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

A novel framework to construct an efficient sensing (measurement) matrix, called mixed adaptive-random (MAR) matrix, is introduced for directly acquiring a compressed image representation. The mixed sampling (sensing) procedure hybridizes…

Information Theory · Computer Science 2015-04-07 Jun Yang , Wei E. I. Sha , Hongyang Chao , Zhu Jin

In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…

Computer Vision and Pattern Recognition · Computer Science 2018-11-12 Xingyu Xie , Jianlong Wu , Guangcan Liu , Jun Wang

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 propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

In this paper we revisit the sparse multiple measurement vector (MMV) problem where the aim is to recover a set of jointly sparse multichannel vectors from incomplete measurements. This problem has received increasing interest as an…

Information Theory · Computer Science 2015-03-14 Mike E. Davies , Yonina C. Eldar

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

Machine Learning · Statistics 2017-09-15 Niannan Xue , Jiankang Deng , Yannis Panagakis , Stefanos Zafeiriou

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

Traditional sampling theories consider the problem of reconstructing an unknown signal $x$ from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that $x$ lies in a known subspace.…

Cellular Automata and Lattice Gases · Physics 2009-03-30 Yonina C. Eldar , Moshe Mishali

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and…

Optimization and Control · Mathematics 2023-01-19 Arthur Marmin , Marc Castella , Jean-Christophe Pesquet , Laurent Duval

We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover…

Information Theory · Computer Science 2008-05-30 Emmanuel J. Candes , Benjamin Recht

Motivated by applications in unsourced random access, this paper develops a novel scheme for the problem of compressed sensing of binary signals. In this problem, the goal is to design a sensing matrix $A$ and a recovery algorithm, such…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Or Ordentlich