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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

In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…

Probability · Mathematics 2024-08-27 Herold G. Dehling , Davide Giraudo , Sara K. Schmidt

Structure discovery in graphical models is the determination of the topology of a graph that encodes conditional independence properties of the joint distribution of all variables in the model. For some class of probability distributions,…

Machine Learning · Statistics 2016-04-07 Wacha Bounliphone , Matthew Blaschko

Compressed sensing is designed to measure sparse signals directly in a compressed form. However, most signals of interest are only "approximately sparse", i.e. even though the signal contains only a small fraction of relevant (large)…

Information Theory · Computer Science 2013-04-04 Jean Barbier , Florent Krzakala , Marc Mézard , Lenka Zdeborová

Compressed sensing (CS) is a signal acquisition paradigm to simultaneously acquire and reduce dimension of signals that admit sparse representations. This is achieved by collecting linear, non-adaptive measurements of a signal, which can be…

Information Theory · Computer Science 2019-11-19 Arman Arian , Ozgur Yilmaz

In applications ranging from communications to genetics, signals can be modeled as lying in a union of subspaces. Under this model, signal coefficients that lie in certain subspaces are active or inactive together. The potential subspaces…

Machine Learning · Statistics 2012-09-17 Nikhil Rao , Benjamin Recht , Robert Nowak

Compressed sensing provided a data-acquisition paradigm for sparse signals. Remarkably, it has been shown that practical algorithms provide robust recovery from noisy linear measurements acquired at a near optimal sampling rate. In many…

Information Theory · Computer Science 2017-08-03 Kiryung Lee , Yanjun Li , Kyong Hwan Jin , Jong Chul Ye

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

In the matrix sensing problem, one wishes to reconstruct a matrix from (possibly noisy) observations of its linear projections along given directions. We consider this model in the high-dimensional limit: while previous works on this model…

Machine Learning · Statistics 2025-11-13 Yizhou Xu , Antoine Maillard , Lenka Zdeborová , Florent Krzakala

Compressive sensing (CS) is a technique for estimating a sparse signal from the random measurements and the measurement matrix. Traditional sparse signal recovery methods have seriously degeneration with the measurement matrix uncertainty…

Information Theory · Computer Science 2011-06-21 Yipeng Liu , Qun Wan , Fei Wen , Jia Xu , Yingning Peng

Compressed sensing is a novel technique where one can recover sparse signals from the undersampled measurements. In this paper, a $K \times N$ measurement matrix for compressed sensing is deterministically constructed via multiplicative…

Information Theory · Computer Science 2010-11-12 Nam Yul Yu

Phase-only compressed sensing (PO-CS) concerns the recovery of sparse signals from the phases of complex measurements. Recent results show that sparse signals in the standard sphere $\mathbb{S}^{n-1}$ can be exactly recovered from complex…

Information Theory · Computer Science 2026-04-07 Junren Chen , Michael K. Ng , Jonathan Scarlett

By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex criterion functions. This method is then applied to…

Statistics Theory · Mathematics 2011-07-20 Nils Lid Hjort , David Pollard

In the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…

Information Theory · Computer Science 2017-01-04 Christophe Schülke , Philip Schniter , Lenka Zdeborová

Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…

Methodology · Statistics 2024-10-31 Yixiao Ruan , Zan Li , Zhaohui Li , Dennis K. J. Lin , Qingpei Hu , Dan Yu

The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…

Statistics Theory · Mathematics 2025-06-26 Joshua Agterberg , René Vidal

Measurement samples are often taken in various monitoring applications. To reduce the sensing cost, it is desirable to achieve better sensing quality while using fewer samples. Compressive Sensing (CS) technique finds its role when the…

Information Theory · Computer Science 2016-11-18 Ying Li , Kun Xie , Xin Wang

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

We establish the fundamental limits of lossless linear analog compression by considering the recovery of random vectors ${\boldsymbol{\mathsf{x}}}\in{\mathbb R}^m$ from the noiseless linear measurements…

Information Theory · Computer Science 2016-05-06 Giovanni Alberti , Helmut Bölcskei , Camillo De Lellis , Günther Koliander , Erwin Riegler

We consider the scenario in which multiple sensors send spatially correlated data to a fusion center (FC) via independent Rayleigh-fading channels with additive noise. Assuming that the sensor data is sparse in some basis, we show that the…

Information Theory · Computer Science 2015-06-12 Gang Yang , Vincent Y. F. Tan , Chin Keong Ho , See Ho Ting , Yong Liang Guan