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This chapter develops a theoretical analysis of the convex programming method for recovering a structured signal from independent random linear measurements. This technique delivers bounds for the sampling complexity that are similar with…

Information Theory · Computer Science 2014-12-05 Joel A. Tropp

This paper addresses the problem of sparse phase retrieval, a fundamental inverse problem in applied mathematics, physics, and engineering, where a signal need to be reconstructed using only the magnitude of its transformation while phase…

Machine Learning · Statistics 2025-04-15 The Tien Mai

Let $x\in\mathbb{C}^n$ be a spectrally sparse signal consisting of $r$ complex sinusoids with or without damping. We consider the spectral compressed sensing problem, which is about reconstructing $x$ from its partial revealed entries. By…

Optimization and Control · Mathematics 2017-08-01 Jian-Feng Cai , Tianming Wang , Ke Wei

In this paper, we consider recovery of jointly sparse multichannel signals from incomplete measurements. Several approaches have been developed to recover the unknown sparse vectors from the given observations, including thresholding,…

Information Theory · Computer Science 2009-04-06 Yonina C. Eldar , Holger Rauhut

We consider the following k-sparse recovery problem: design an m x n matrix A, such that for any signal x, given Ax we can efficiently recover x' satisfying ||x-x'||_1 <= C min_{k-sparse} x"} ||x-x"||_1. It is known that there exist…

Data Structures and Algorithms · Computer Science 2011-06-06 Khanh Do Ba , Piotr Indyk , Eric Price , David P. Woodruff

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 this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

Statistics Theory · Mathematics 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

The recovery of unknown signals from quadratic measurements finds extensive applications in fields such as phase retrieval, power system state estimation, and unlabeled distance geometry. This paper investigates the finite sample properties…

Statistics Theory · Mathematics 2026-04-15 Jun Fan , Jingyu Yang , Xinyu Zhang , Liqun Wang

We consider the problem of sparse phase retrieval, where a $k$-sparse signal ${\bf x} \in {\mathbb R}^n \textrm{ (or } {\mathbb C}^n\textrm{)}$ is measured as ${\bf y} = |{\bf Ax}|,$ where ${\bf A} \in {\mathbb R}^{m \times n} \textrm{ (or…

Information Theory · Computer Science 2014-08-18 Mehmet Akçakaya , Vahid Tarokh

We consider the problem of high-dimensional misspecified phase retrieval. This is where we have an $s$-sparse signal vector $\mathbf{x}_*$ in $\mathbb{R}^n$, which we wish to recover using sampling vectors…

Information Theory · Computer Science 2017-12-14 Yan Shuo Tan

We propose a pivotal method for estimating high-dimensional sparse linear regression models, where the overall number of regressors $p$ is large, possibly much larger than $n$, but only $s$ regressors are significant. The method is a…

Methodology · Statistics 2015-03-17 Alexandre Belloni , Victor Chernozhukov , Lie Wang

The problem central to sparse recovery and compressive sensing is that of stable sparse recovery: we want a distribution of matrices A in R^{m\times n} such that, for any x \in R^n and with probability at least 2/3 over A, there is an…

Data Structures and Algorithms · Computer Science 2011-12-30 Eric Price , David P. Woodruff

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and…

Optimization and Control · Mathematics 2023-01-19 Arthur Marmin , Marc Castella , Jean-Christophe Pesquet , Laurent Duval

A noisy underdetermined system of linear equations is considered in which a sparse vector (a vector with a few nonzero elements) is subject to measurement. The measurement matrix elements are drawn from a Gaussian distribution. We study the…

Information Theory · Computer Science 2014-06-26 Behrooz Kamary Aliabadi , Silèye Ba

We give lower bounds for the problem of stable sparse recovery from /adaptive/ linear measurements. In this problem, one would like to estimate a vector $x \in \R^n$ from $m$ linear measurements $A_1x,..., A_mx$. One may choose each vector…

Data Structures and Algorithms · Computer Science 2012-10-23 Eric Price , David P. Woodruff

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with $\ell_0$-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to…

Machine Learning · Statistics 2020-10-20 Alper Atamturk , Andres Gomez , Shaoning Han

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…

Machine Learning · Computer Science 2020-03-23 Luiz F. O. Chamon , Yonina C. Eldar , Alejandro Ribeiro

In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…

Machine Learning · Computer Science 2016-11-18 Ashkan Esmaeili , Arash Amini , Farokh Marvasti