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We consider the problem of recovering the support of a sparse signal using noisy projections. While extensive work has been done on the dense measurement matrix setting, the sparse setting remains less explored. In this work, we establish…

Machine Learning · Statistics 2025-09-03 Youssef Chaabouni , David Gamarnik

For Gaussian sampling matrices, we provide bounds on the minimal number of measurements $m$ required to achieve robust weighted sparse recovery guarantees in terms of how well a given prior model for the sparsity support aligns with the…

Numerical Analysis · Mathematics 2016-05-04 Bubacarr Bah , Rachel Ward

This paper investigates the problem of signal estimation from undersampled noisy sub-Gaussian measurements under the assumption of a cosparse model. Based on generalized notions of sparsity, we derive novel recovery guarantees for the…

Information Theory · Computer Science 2021-02-23 Martin Genzel , Gitta Kutyniok , Maximilian März

In this paper we introduce a nonuniform sparsity model and analyze the performance of an optimized weighted $\ell_1$ minimization over that sparsity model. In particular, we focus on a model where the entries of the unknown vector fall into…

Information Theory · Computer Science 2010-09-21 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design matrix with additive Gaussian noise. We precisely analyze the…

Statistics Theory · Mathematics 2020-09-18 Ayed M. Alrashdi , Houssem Sifaou , Abla Kammoun , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

The problem of multiple sensors simultaneously acquiring measurements of a single object can be found in many applications. In this paper, we present the optimal recovery guarantees for the recovery of compressible signals from multi-sensor…

Information Theory · Computer Science 2023-08-31 Il Yong Chun , Chen Li , Ben Adcock

In compressed sensing, a small number of linear measurements can be used to reconstruct an unknown signal. Existing approaches leverage assumptions on the structure of these signals, such as sparsity or the availability of a generative…

Machine Learning · Statistics 2018-08-02 Manik Dhar , Aditya Grover , Stefano Ermon

Mixture models are widely used to fit complex and multimodal datasets. In this paper we study mixtures with high dimensional sparse latent parameter vectors and consider the problem of support recovery of those vectors. While parameter…

Machine Learning · Computer Science 2022-09-13 Arya Mazumdar , Soumyabrata Pal

The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…

Statistics Theory · Mathematics 2009-03-02 Nicolai Meinshausen , Bin Yu

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 consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

We study the recovery of sparse vectors from subsampled random convolutions via $\ell_1$-minimization. We consider the setup in which both the subsampling locations as well as the generating vector are chosen at random. For a subgaussian…

Information Theory · Computer Science 2018-03-28 Shahar Mendelson , Holger Rauhut , Rachel Ward

We study the problem of exact support recovery for high-dimensional sparse linear regression under independent Gaussian design when the signals are weak, rare, and possibly heterogeneous. Under a suitable scaling of the sample size and…

Statistics Theory · Mathematics 2023-07-19 Saptarshi Roy , Ambuj Tewari , Ziwei Zhu

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

Limitations on bandwidth and power consumption impose strict bounds on data rates of diagnostic imaging systems. Consequently, the design of suitable (i.e. task- and data-aware) compression and reconstruction techniques has attracted…

Image and Video Processing · Electrical Eng. & Systems 2021-01-26 Iris A. M. Huijben , Bastiaan S. Veeling , Kees Janse , Massimo Mischi , Ruud J. G. van Sloun

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

This study investigates the use of continuous-time dynamical systems for sparse signal recovery. The proposed dynamical system is in the form of a nonlinear ordinary differential equation (ODE) derived from the gradient flow of the Lasso…

Information Theory · Computer Science 2023-03-30 Tadashi Wadayama , Ayano Nakai-Kasai

We want to exactly reconstruct a sparse signal f (a vector in R^n of small support) from few linear measurements of f (inner products with some fixed vectors). A nice and intuitive reconstruction by Linear Programming has been advocated…

Numerical Analysis · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin