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Optimization of sensor selection has been studied to monitor complex and large-scale systems with data-driven linear reduced-order modeling. An algorithm for greedy sensor selection is presented under the assumption of correlated noise in…

Signal Processing · Electrical Eng. & Systems 2022-07-14 Keigo Yamada , Yuji Saito , Taku Nonomura , Keisuke Asai

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor…

Functional Analysis · Mathematics 2012-10-26 Eric Cances , Virginie Ehrlacher , Tony Lelievre

Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an…

Machine Learning · Computer Science 2012-12-18 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations $y = \Phi x$. In many applications, extremely large problem sizes are envisioned, with at least tens of…

Information Theory · Computer Science 2009-04-08 Arian Maleki

In this paper, we address the sparse multiple measurement vector (MMV) problem where the objective is to recover a set of sparse nonzero row vectors or indices of a signal matrix from incomplete measurements. Ideally, regardless of the…

Information Theory · Computer Science 2016-01-27 Kyung Su Kim , Sae-Young Chung

The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin…

Numerical Analysis · Mathematics 2022-04-13 Ziyang Yuan , Hui Zhang , Hongxia Wang

Efficiently representing real world data in a succinct and parsimonious manner is of central importance in many fields. We present a generalized greedy pursuit framework, allowing us to efficiently solve structured matrix factorization…

Machine Learning · Computer Science 2016-02-15 Rajiv Khanna , Michael Tschannen , Martin Jaggi

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

A greedy algorithm called Bayesian multiple matching pursuit (BMMP) is proposed to estimate a sparse signal vector and its support given $m$ linear measurements. Unlike the maximum a posteriori (MAP) support detection, which was proposed by…

Information Theory · Computer Science 2019-04-04 Kyung-Su Kim , Sae-Young Chung

Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…

Information Theory · Computer Science 2015-07-03 Yipeng Liu

Measurement samples are often taken in various monitoring applications. To reduce the sensing cost, it is desirable to achieve better sensing quality while using fewer samples. Compressive Sensing (CS) technique finds its role when the…

Information Theory · Computer Science 2016-11-18 Ying Li , Kun Xie , Xin Wang

We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

Methodology · Statistics 2025-08-13 Daeyoung Ham , Bradley S. Price , Adam J. Rothman

In cosparse analysis compressive sensing (CS), one seeks to estimate a non-sparse signal vector from noisy sub-Nyquist linear measurements by exploiting the knowledge that a given linear transform of the signal is cosparse, i.e., has…

Information Theory · Computer Science 2014-10-21 Mark Borgerding , Philip Schniter , Sundeep Rangan

The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…

Information Theory · Computer Science 2017-02-23 Vardan Papyan , Jeremias Sulam , Michael Elad

There have been many matching pursuit algorithms (MPAs) which handle the sparse signal recovery problem a.k.a. compressed sensing (CS). In the MPAs, the correlation computation step has a dominant computational complexity. In this letter,…

Information Theory · Computer Science 2012-05-21 Kee-Hoon Kim , Hosung Park , Seokbeom Hong , Jong-Seon No , Habong Chung

Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…

Optimization and Control · Mathematics 2021-06-08 Sebatian Ament , Carla Gomes

We study sparse approximation by greedy algorithms. Our contribution is two-fold. First, we prove exact recovery with high probability of random $K$-sparse signals within $\lceil K(1+\e)\rceil$ iterations of the Orthogonal Matching Pursuit…

Numerical Analysis · Mathematics 2013-04-03 Eugene Livshitz , Vladimir Temlyakov

Approximating field variables and data vectors from sparse samples is a key challenge in computational science. Widely used methods such as gappy proper orthogonal decomposition and empirical interpolation rely on linear approximation…

Numerical Analysis · Mathematics 2024-12-16 Paul Schwerdtner , Serkan Gugercin , Benjamin Peherstorfer

Compressed sensing (CS) is a technique which uses fewer measurements than dictated by the Nyquist sampling theorem. The traditional CS with linear measurements achieves efficient recovery performances, but it suffers from the large bit…

Signal Processing · Electrical Eng. & Systems 2024-10-30 Ching-Lun Tai , Sung-Hsien Hsieh , Chun-Shien Lu

We address the problem of sparse recovery using greedy compressed sensing recovery algorithms, without explicit knowledge of the sparsity. Estimating the sparsity order is a crucial problem in many practical scenarios, e.g., wireless…

Information Theory · Computer Science 2022-10-26 Samrat Mukhopadhyay , Himanshu Bhusan Mishra