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We proposed a weighted l1 minimization to recover a sparse signal vector and the corrupted noise vector from a linear measurement when the sensing matrix A is an m by n row i.i.d subgaussian matrix. We obtain both uniform and nonuniform…

Information Theory · Computer Science 2016-01-25 Dongcai Su

The simultaneous orthogonal matching pursuit (SOMP) is a popular, greedy approach for common support recovery of a row-sparse matrix. However, compared to the noiseless scenario, the performance analysis of noisy SOMP is still nascent,…

Information Theory · Computer Science 2023-12-01 Wei Zhang , Taejoon Kim

We consider the problem of recovery of an unknown multivariate signal $f$ observed in a $d$-dimensional Gaussian white noise model of intensity $\varepsilon$. We assume that $f$ belongs to a class of smooth functions ${\cal F}^d\subset…

Statistics Theory · Mathematics 2015-08-28 Cristina Butucea , Natalia Stepanova

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

In this paper, we study the phase retrieval problem in the situation where the vector to be recovered has an a priori structure that can encoded into a regularization term. This regularizer is intended to promote solutions conforming to…

Optimization and Control · Mathematics 2024-07-24 Jean-Jacques Godeme , Jalal Fadili

Random sinusoidal features are a popular approach for speeding up kernel-based inference in large datasets. Prior to the inference stage, the approach suggests performing dimensionality reduction by first multiplying each data vector by a…

Machine Learning · Statistics 2017-07-12 Mohammadreza Soltani , Chinmay Hegde

Previous work regarding low-rank matrix recovery has concentrated on the scenarios in which the matrix is noise-free and the measurements are corrupted by noise. However, in practical application, the matrix itself is usually perturbed by…

Information Theory · Computer Science 2020-03-09 Jianwen Huang , Jianjun Wang , Feng Zhang , Hailin Wang , Wendong Wang

The population recovery problem is a basic problem in noisy unsupervised learning that has attracted significant research attention in recent years [WY12,DRWY12, MS13, BIMP13, LZ15,DST16]. A number of different variants of this problem have…

Data Structures and Algorithms · Computer Science 2017-03-07 Anindya De , Ryan O'Donnell , Rocco Servedio

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

This work explores the fundamental problem of the recoverability of a sparse tensor being reconstructed from its compressed embodiment. We present a generalized model of block-sparse tensor recovery as a theoretical foundation, where…

Signal Processing · Electrical Eng. & Systems 2024-12-19 Liyang Lu , Zhaocheng Wang , Zhen Gao , Sheng Chen , H. Vincent Poor

We consider the problem of estimating the factors of a low-rank $n \times d$ matrix, when this is corrupted by additive Gaussian noise. A special example of our setting corresponds to clustering mixtures of Gaussians with equal (known)…

Statistics Theory · Mathematics 2022-11-02 Andrea Montanari , Yuchen Wu

We study the problem of recovering the common $k$-sized support of a set of $n$ samples of dimension $d$, using $m$ noisy linear measurements per sample. Most prior work has focused on the case when $m$ exceeds $k$, in which case $n$ of the…

Information Theory · Computer Science 2021-05-14 Lekshmi Ramesh , Chandra R. Murthy , Himanshu Tyagi

Recovering a planted vector $v$ in an $n$-dimensional random subspace of $\mathbb{R}^N$ is a generic task related to many problems in machine learning and statistics, such as dictionary learning, subspace recovery, principal component…

Statistics Theory · Mathematics 2022-10-14 Cheng Mao , Alexander S. Wein

Consider jointly Gaussian random variables whose conditional independence structure is specified by a graphical model. If we observe realizations of the variables, we can compute the covariance matrix, and it is well known that the support…

Machine Learning · Statistics 2019-01-28 Ashish Katiyar , Jessica Hoffmann , Constantine Caramanis

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

In this paper, we study the subgaussian matrix variate model, where we observe the matrix variate data $X$ which consists of a signal matrix $X_0$ and a noise matrix $W$. More specifically, we study a subgaussian model using the Kronecker…

Statistics Theory · Mathematics 2025-02-06 Shuheng Zhou , Seyoung Park , Kerby Shedden

The recovery of signals that are sparse not in a basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compressed sensing with numerous applications. As in the standard…

Information Theory · Computer Science 2021-10-01 Pedro Abdalla , Christian Kümmerle

Analysis of non-asymptotic estimation error and structured statistical recovery based on norm regularized regression, such as Lasso, needs to consider four aspects: the norm, the loss function, the design matrix, and the noise model. This…

Machine Learning · Statistics 2015-12-01 Arindam Banerjee , Sheng Chen , Farideh Fazayeli , Vidyashankar Sivakumar

We consider a problem of recovering a high-dimensional vector $\mu$ observed in white noise, where the unknown vector $\mu$ is assumed to be sparse. The objective of the paper is to develop a Bayesian formalism which gives rise to a family…

Statistics Theory · Mathematics 2007-12-18 Felix Abramovich , Vadim Grinshtein , Marianna Pensky
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