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We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss function. In this paper, we use a family of weighted loss…

Statistics Theory · Mathematics 2021-04-08 William Leeb

We present weight normalization: a reparameterization of the weight vectors in a neural network that decouples the length of those weight vectors from their direction. By reparameterizing the weights in this way we improve the conditioning…

Machine Learning · Computer Science 2016-06-07 Tim Salimans , Diederik P. Kingma

We consider message-efficient continuous random sampling from a distributed stream, where the probability of inclusion of an item in the sample is proportional to a weight associated with the item. The unweighted version, where all weights…

Data Structures and Algorithms · Computer Science 2019-04-09 Rajesh Jayaram , Gokarna Sharma , Srikanta Tirthapura , David P. Woodruff

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

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

Due to excessive need for faster propagations of signals and necessity to reduce number of measurements and rapidly increase efficiency, new sensing theories have been proposed. Conventional sampling approaches that follow Shannon-Nyquist…

Signal Processing · Electrical Eng. & Systems 2019-02-21 Milan Resetar , Gojko Ratkovic , Svetlana Zecevic

Group zero-attracting LMS and its reweighted form have been proposed for addressing system identification problems with structural group sparsity in the parameters to estimate. Both algorithms however suffer from a trade-off between…

Signal Processing · Electrical Eng. & Systems 2018-04-02 Danqi Jin , Jie Chen , Cedric Richard , Jingdong Chen

We study the properties of sparse reconstruction of transformed $\ell_1$ (TL1) minimization and present improved theoretical results about the recoverability and the accuracy of this reconstruction from undersampled measurements. We then…

Numerical Analysis · Mathematics 2018-05-31 Ling Guo , Jing Li , Yongle Liu

From a numerical analysis perspective, assessing the robustness of l1-minimization is a fundamental issue in compressed sensing and sparse regularization. Yet, the recovery guarantees available in the literature usually depend on a priori…

Numerical Analysis · Mathematics 2017-05-10 Simone Brugiapaglia , Ben Adcock , Richard K. Archibald

We show that the problem of recovering the topology and admittance of an electrical network from power and voltage data at all vertices is often ill-posed, and sometimes it even has multiple solutions. We reformulate the problem to seek for…

Optimization and Control · Mathematics 2026-01-19 Álvaro Samperio

The L1 norm regularized least squares method is often used for finding sparse approximate solutions and is widely used in 1-D signal restoration. Basis pursuit denoising (BPD) performs noise reduction in this way. However, the shortcoming…

Computer Vision and Pattern Recognition · Computer Science 2020-01-30 Nantheera Anantrasirichai , Rencheng Zheng , Ivan Selesnick , Alin Achim

Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is…

Numerical Analysis · Computer Science 2018-02-16 Raja Giryes , Yonina C. Eldar , Alex M. Bronstein , Guillermo Sapiro

Based on the methodological similarity between sparse signal reconstruction and system identification, a new approach for sparse signal reconstruction in compressive sensing (CS) is proposed in this paper. This approach employs a stochastic…

Information Theory · Computer Science 2015-06-15 Jian Jin , Yuantao Gu , Shunliang Mei

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

Compressed sensing (CS) demonstrates that a sparse, or compressible signal can be acquired using a low rate acquisition process below the Nyquist rate, which projects the signal onto a small set of vectors incoherent with the sparsity…

Information Theory · Computer Science 2014-02-25 Yuli Sun , Jinxu Tao

In this paper, a fast algorithm for overcomplete sparse decomposition, called SL0, is proposed. The algorithm is essentially a method for obtaining sparse solutions of underdetermined systems of linear equations, and its applications…

Information Theory · Computer Science 2009-11-13 Hossein Mohimani , Massoud Babaie-Zadeh , Christian Jutten

We present DeepFPC, a novel deep neural network designed by unfolding the iterations of the fixed-point continuation algorithm with one-sided l1-norm (FPC-l1), which has been proposed for solving the 1-bit compressed sensing problem. The…

Machine Learning · Computer Science 2019-12-05 Peng Xiao , Bin Liao , Nikos Deligiannis

Common problem in signal processing is reconstruction of the missing signal samples. Missing samples can occur by intentionally omitting signal coefficients to reduce memory requirements, or to speed up the transmission process. Also, noisy…

Information Theory · Computer Science 2015-03-02 Slavoljub Jokić , Ljindita Niković , Jelena Kadović

The proportionate normalized least mean square (PNLMS) algorithm and its variants are by far the most popular adaptive filters that are used to identify sparse systems. The convergence speed of the PNLMS algorithm, though very high…

Information Theory · Computer Science 2015-07-13 Rajib Lochan Das , Mrityunjoy Chackraborty

In this paper, we aim at recovering an unknown signal x0 from noisy L1measurements y=Phi*x0+w, where Phi is an ill-conditioned or singular linear operator and w accounts for some noise. To regularize such an ill-posed inverse problem, we…

Statistics Theory · Mathematics 2013-11-05 Samuel Vaiter , Charles Deledalle , Gabriel Peyré , Charles Dossal , Jalal Fadili