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We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such…

Information Theory · Computer Science 2012-02-22 John Wright , Arvind Ganesh , Kerui Min , Yi Ma

We consider the following basic inference problem: there is an unknown high-dimensional vector $w \in \mathbb{R}^n$, and an algorithm is given access to labeled pairs $(x,y)$ where $x \in \mathbb{R}^n$ is a measurement and $y = w \cdot x +…

Computational Complexity · Computer Science 2019-11-05 Xue Chen , Anindya De , Rocco A. Servedio

We consider support recovery in the quadratic logistic regression setting - where the target depends on both p linear terms $x_i$ and up to $p^2$ quadratic terms $x_i x_j$. Quadratic terms enable prediction/modeling of higher-order effects…

Machine Learning · Statistics 2017-03-09 Karthikeyan Shanmugam , Murat Kocaoglu , Alexandros G. Dimakis , Sujay Sanghavi

This work treats the recovery of sparse, binary signals through box-constrained basis pursuit using biased measurement matrices. Using a probabilistic model, we provide conditions under which the recovery of both sparse and saturated binary…

Numerical Analysis · Mathematics 2018-01-11 Axel Flinth , Sandra Keiper

We address the problem of recovering a sparse $n$-vector within a given subspace. This problem is a subtask of some approaches to dictionary learning and sparse principal component analysis. Hence, if we can prove scaling laws for recovery…

Optimization and Control · Mathematics 2014-12-04 Laurent Demanet , Paul Hand

In the theory of compressed sensing (CS), the sparsity $\|x\|_0$ of the unknown signal $\mathbf{x} \in \mathcal{R}^n$ is of prime importance and the focus of reconstruction algorithms has mainly been either $\|x\|_0$ or its convex…

Information Theory · Computer Science 2016-05-17 Mithun Das Gupta

Sparse channel estimation for massive multiple-input multiple-output systems has drawn much attention in recent years. The required pilots are substantially reduced when the sparse channel state vectors can be reconstructed from a few…

Information Theory · Computer Science 2021-02-17 Pengxia Wu , Hui Ma , Julian Cheng

The paper covers a formulation of the inverse quadratic programming problem in terms of unconstrained optimization where it is required to find the unknown parameters (the matrix of the quadratic form and the vector of the quasi-linear part…

Numerical Analysis · Computer Science 2017-01-09 E. G. Abramov

The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…

Optimization and Control · Mathematics 2009-12-10 William Hager , Dzung Phan , Hongchao Zhang

We propose a DC proximal Newton algorithm for solving nonconvex regularized sparse learning problems in high dimensions. Our proposed algorithm integrates the proximal Newton algorithm with multi-stage convex relaxation based on the…

Machine Learning · Statistics 2018-02-16 Xingguo Li , Lin F. Yang , Jason Ge , Jarvis Haupt , Tong Zhang , Tuo Zhao

Demixing refers to the challenge of identifying two structured signals given only the sum of the two signals and prior information about their structures. Examples include the problem of separating a signal that is sparse with respect to…

Information Theory · Computer Science 2015-03-20 Michael B. McCoy , Joel A. Tropp

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

Information Theory · Computer Science 2011-08-17 Ulaş Ayaz , Holger Rauhut

We study the problem of reconstructing a block-sparse signal from compressively sampled measurements. In certain applications, in addition to the inherent block-sparse structure of the signal, some prior information about the block support,…

Information Theory · Computer Science 2019-02-25 Sajad Daei , Farzan Haddadi , Arash Amini

Exact recovery of $K$-sparse signals $x \in \mathbb{R}^{n}$ from linear measurements $y=Ax$, where $A\in \mathbb{R}^{m\times n}$ is a sensing matrix, arises from many applications. The orthogonal matching pursuit (OMP) algorithm is widely…

Information Theory · Computer Science 2020-08-13 Jinming Wen , Rui Zhang , Wei Yu

This paper deals with finding an $n$-dimensional solution $x$ to a system of quadratic equations of the form $y_i=|\langle{a}_i,x\rangle|^2$ for $1\le i \le m$, which is also known as phase retrieval and is NP-hard in general. We put forth…

Optimization and Control · Mathematics 2017-05-31 Gang Wang , Georgios B. Giannakis , Yousef Saad , Jie Chen

Supervised learning methods with missing data have been extensively studied not just due to the techniques related to low-rank matrix completion. Also in unsupervised learning one often relies on imputation methods. As a matter of fact,…

Statistics Theory · Mathematics 2018-11-27 Andreas Elsener , Sara van de Geer

This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of $l_2$-norm or Mean Square Error (MSE), a new perceptual quality measure is used…

Machine Learning · Computer Science 2017-10-18 Amirhossein Javaheri , Hadi Zayyani , Farokh Marvasti

In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…

Numerical Analysis · Mathematics 2022-11-23 Jian-Feng Cai , Yuling Jiao , Xiliang Lu , Juntao You

Phase retrieval (PR), also sometimes referred to as quadratic sensing, is a problem that occurs in numerous signal and image acquisition domains ranging from optics, X-ray crystallography, Fourier ptychography, sub-diffraction imaging, and…

Machine Learning · Computer Science 2020-06-25 Namrata Vaswani

We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite…

Optimization and Control · Mathematics 2026-03-11 Oktay Günlük , Paul Jünger , Jeff Linderoth , Andrea Lodi , James Luedtke