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The choice of the sensing matrix is crucial in compressed sensing. Random Gaussian sensing matrices satisfy the restricted isometry property, which is crucial for solving the sparse recovery problem using convex optimization techniques.…

Signal Processing · Electrical Eng. & Systems 2023-12-29 Kartheek Kumar Reddy Nareddy , Abijith Jagannath Kamath , Chandra Sekhar Seelamantula

We propose a new asymptotic expansion method for nonlinear filtering, based on a small parameter in the system noise. The conditional expectation is expanded as a power series in the noise level, with each coefficient computed by solving a…

Signal Processing · Electrical Eng. & Systems 2025-09-30 Masahiro Kurisaki

We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

We address the problem of inferring descriptions of system behavior using Linear Temporal Logic (LTL) from a finite set of positive and negative examples. Most of the existing approaches for solving such a task rely on predefined templates…

Machine Learning · Computer Science 2021-06-28 Jean-Raphaël Gaglione , Daniel Neider , Rajarshi Roy , Ufuk Topcu , Zhe Xu

This paper demonstrates how new principles of compressed sensing, namely asymptotic incoherence, asymptotic sparsity and multilevel sampling, can be utilised to better understand underlying phenomena in practical compressed sensing and…

Functional Analysis · Mathematics 2014-07-08 Bogdan Roman , Anders Hansen , Ben Adcock

We present a hybrid quantum-classical framework for simulating generic matrix functions more amenable to early fault-tolerant quantum hardware than standard quantum singular-value transformations. The method is based on randomization over…

Quantum Physics · Physics 2024-11-28 Allan Tosta , Thais de Lima Silva , Giancarlo Camilo , Leandro Aolita

Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…

Machine Learning · Computer Science 2025-11-21 Ethan Blaser , Shangtong Zhang

We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…

Statistics Theory · Mathematics 2025-05-21 Gregor Pasemann , Markus Reiß

We consider parameter estimation under sparse linear regression -- an extensively studied problem in high-dimensional statistics and compressed sensing. While the minimax framework has been one of the most fundamental approaches for…

Statistics Theory · Mathematics 2025-01-24 Shubhangi Ghosh , Yilin Guo , Haolei Weng , Arian Maleki

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

We determine statistical and computational limits for estimation of a rank-one matrix (the spike) corrupted by an additive gaussian noise matrix, in a sparse limit, where the underlying hidden vector (that constructs the rank-one matrix)…

Information Theory · Computer Science 2020-11-02 Jean Barbier , Nicolas Macris , Cynthia Rush

Accurate phase extraction from sinusoidal signals is a crucial task in various signal processing applications. While prior research predominantly addresses the case of asynchronous sampling with unknown signal frequency, this study focuses…

Signal Processing · Electrical Eng. & Systems 2024-11-01 Emmanuel Dervieux , Florian Tilquin , Alexis Bisiaux , Wilfried Uhring

An algorithm for unconstrained non-convex optimization is described, which does not evaluate the objective function and in which minimization is carried out, at each iteration, within a randomly selected subspace. It is shown that this…

Optimization and Control · Mathematics 2025-01-31 S. Bellavia , S. Gratton , B. Morini , Ph. L. Toint

This paper focusses on the sparse estimation in the situation where both the the sensing matrix and the measurement vector are corrupted by additive Gaussian noises. The performance bound of sparse estimation is analyzed and discussed in…

Information Theory · Computer Science 2015-06-12 Yujie Tang , Laming Chen , Yuantao Gu

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Statistics Theory · Mathematics 2025-07-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

This paper is on the normal approximation of singular subspaces when the noise matrix has i.i.d. entries. Our contributions are three-fold. First, we derive an explicit representation formula of the empirical spectral projectors. The…

Statistics Theory · Mathematics 2019-07-29 Dong Xia

In a multiple measurement vector problem (MMV), where multiple signals share a common sparse support and are sampled by a common sensing matrix, we can expect joint sparsity to enable a further reduction in the number of required…

Information Theory · Computer Science 2015-06-03 Jong Min Kim , Ok Kyun Lee , Jong Chul Ye

Background noise is a major source of quality impairments in Voice over Internet Protocol (VoIP) and Public Switched Telephone Network (PSTN) calls. Recent work shows the efficacy of deep learning for noise suppression, but the datasets…

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

As enjoying the closed form solution, least squares support vector machine (LSSVM) has been widely used for classification and regression problems having the comparable performance with other types of SVMs. However, LSSVM has two drawbacks:…

Machine Learning · Computer Science 2017-02-08 Li Chen , Shuisheng Zhou