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A distributed adaptive algorithm for estimation of sparse unknown parameters in the presence of nonGaussian noise is proposed in this paper based on normalized least mean fourth (NLMF) criterion. At the first step, local adaptive NLMF…

Information Theory · Computer Science 2015-12-09 Mojtaba Hajiabadi

Sparse identification of differential equations aims to compute the analytic expressions from the observed data explicitly. However, there exist two primary challenges. Firstly, it exhibits sensitivity to the noise in the observed data,…

Numerical Analysis · Mathematics 2024-01-23 Yuhuang Meng , Yue Qiu

Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Bayesian approximate message passing (BAMP) performs joint recovery of multiple…

Information Theory · Computer Science 2019-01-30 Gabor Hannak , Alessandro Perelli , Norbert Goertz , Gerald Matz , Mike E. Davies

Sparse phase retrieval aims to recover a $k$-sparse signal from $m$ phaseless measurements. While the theoretically optimal sample complexity for successful recovery is $\Omega(k \log n)$, existing algorithms can only achieve this bound for…

Information Theory · Computer Science 2026-03-30 Mengchu Xu , Yuxuan Zhang , Jian Wang

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

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…

Machine Learning · Computer Science 2012-11-29 Yuyang Wang , Roni Khardon

In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

Optimization and Control · Mathematics 2017-01-23 Yosra Marnissi , Yuling Zheng , Emilie Chouzenoux , Jean-Christophe Pesquet

Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same…

Machine Learning · Computer Science 2016-10-28 Eva L. Dyer , Aswin C. Sankaranarayanan , Richard G. Baraniuk

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

This paper seeks to bridge the two major algorithmic approaches to sparse signal recovery from an incomplete set of linear measurements -- L_1-minimization methods and iterative methods (Matching Pursuits). We find a simple regularized…

Numerical Analysis · Mathematics 2008-03-15 Deanna Needell , Roman Vershynin

This paper proposes a low-computational Bayesian algorithm for noisy sparse recovery (NSR), called BHT-BP. In this framework, we consider an LDPC-like measurement matrices which has a tree-structured property, and additive white Gaussian…

Information Theory · Computer Science 2015-01-20 Jaewook Kang , Heung-No Lee , Kiseon Kim

Conventional sparse phase retrieval schemes can recover sparse signals from the magnitude of linear measurements only up to a global phase ambiguity. This work proposes a novel approach that instead utilizes the magnitude of affine…

Information Theory · Computer Science 2021-05-25 Ming-Hsun Yang , Y. -W. Peter Hong , Jwo-Yuh Wu

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

Greedy Pursuits are very popular in Compressed Sensing for sparse signal recovery. Though many of the Greedy Pursuits possess elegant theoretical guarantees for performance, it is well known that their performance depends on the statistical…

Applications · Statistics 2012-06-20 Sooraj K. Ambat , Saikat Chatterjee , K. V. S. Hari

Selecting interpretable feature sets in underdetermined ($n \ll p$) and highly correlated regimes constitutes a fundamental challenge in data science, particularly when analyzing physical measurements. In such settings, multiple distinct…

Machine Learning · Computer Science 2026-02-10 Kateřina Henclová , Václav Šmídl

The reconstruction of sparse signals requires the solution of an $\ell_0$-norm minimization problem in Compressed Sensing. Previous research has focused on the investigation of a single candidate to identify the support (index of nonzero…

Information Theory · Computer Science 2017-01-12 Zhetao Li , Hongqing Zeng , Chengqing Li , Jun Fang

Sparse signals can be recovered from a reduced set of samples by using compressive sensing algorithms. In common methods the signal is recovered in the sparse domain. A method for the reconstruction of sparse signal which reconstructs the…

Information Theory · Computer Science 2015-04-28 Ljubisa Stankovic , Milos Dakovic

The orthogonal matching pursuit (OMP) algorithm is a commonly used algorithm for recovering $K$-sparse signals $\x\in \mathbb{R}^{n}$ from linear model $\y=\A\x$, where $\A\in \mathbb{R}^{m\times n}$ is a sensing matrix. A fundamental…

Information Theory · Computer Science 2019-04-23 Jinming Wen , Wei Yu

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…

As an extension of orthogonal matching pursuit (OMP) improving the recovery performance of sparse signals, generalized OMP (gOMP) has recently been studied in the literature. In this paper, we present a new analysis of the gOMP algorithm…

Information Theory · Computer Science 2015-06-15 Jian Wang , Suhyuk Kwon , Ping Li , Byonghyo Shim