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We present a computationally-efficient method for recovering sparse signals from a series of noisy observations, known as the problem of compressed sensing (CS). CS theory requires solving a convex constrained minimization problem. We…

Information Theory · Computer Science 2010-06-22 Avishy Carmi , Pini Gurfil

We consider the problem of estimating the support of a vector $\beta^* \in \mathbb{R}^{p}$ based on observations contaminated by noise. A significant body of work has studied behavior of $\ell_1$-relaxations when applied to measurement…

Machine Learning · Statistics 2008-05-21 Dapo Omidiran , Martin J. Wainwright

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Information Theory · Computer Science 2015-06-04 Paul Tune

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

Bi-static sensing is crucial for exploring the potential of networked sensing capabilities in integrated sensing and communications (ISAC). However, it suffers from the challenging clock asynchronism issue. CSI ratio-based sensing is an…

Information Theory · Computer Science 2024-01-18 Yanmo Hu , Kai Wu , J. Andrew Zhang , Weibo Deng , Y. Jay Guo

The Bayesian Cram\'er-Rao bound (BCRB) is a crucial tool in signal processing for assessing the fundamental limitations of any estimation problem as well as benchmarking within a Bayesian frameworks. However, the BCRB cannot be computed…

Signal Processing · Electrical Eng. & Systems 2025-02-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

This paper provides performance bounds for compressed sensing in the presence of Poisson noise using expander graphs. The Poisson noise model is appropriate for a variety of applications, including low-light imaging and digital streaming,…

Information Theory · Computer Science 2015-05-19 Maxim Raginsky , Sina Jafarpour , Zachary Harmany , Roummel Marcia , Rebecca Willett , Robert Calderbank

We consider sparse array beamfomer design achieving maximum signal-to interference plus noise ratio (MaxSINR). Both array configuration and weights are attuned to the changing sensing environment. This is accomplished by simultaneously…

Signal Processing · Electrical Eng. & Systems 2019-10-24 Syed A. Hamza , Moeness G. Amin

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

This article extends the concept of compressed sensing to signals that are not sparse in an orthonormal basis but rather in a redundant dictionary. It is shown that a matrix, which is a composition of a random matrix of certain type and a…

Probability · Mathematics 2010-11-10 Holger Rauhut , Karin Schnass , Pierre Vandergheynst

We study the Compressed Sensing (CS) problem, which is the problem of finding the most sparse vector that satisfies a set of linear measurements up to some numerical tolerance. We introduce an $\ell_2$ regularized formulation of CS which we…

Signal Processing · Electrical Eng. & Systems 2024-07-15 Dimitris Bertsimas , Nicholas A. G. Johnson

Suppose that we wish to estimate a vector $\mathbf{x} \in \mathbb{C}^n$ from a small number of noisy linear measurements of the form $\mathbf{y} = \mathbf{A x} + \mathbf{z}$, where $\mathbf{z}$ represents measurement noise. When the vector…

Information Theory · Computer Science 2016-09-21 Mark A. Davenport , Andrew K. Massimino , Deanna Needell , Tina Woolf

We consider entanglement-assisted frequency estimation by Ramsey interferometry, in the presence of dephasing noise from spatiotemporally correlated environments.By working in the widely employed local estimation regime, we show that even…

Quantum Physics · Physics 2023-09-20 Francisco Riberi , Gerardo Paz-Silva , Lorenza Viola

We study the high-dimensional inference of a rank-one signal corrupted by sparse noise. The noise is modelled as the adjacency matrix of a weighted undirected graph with finite average connectivity in the large size limit. Using the replica…

Machine Learning · Statistics 2025-11-18 Urte Adomaityte , Gabriele Sicuro , Pierpaolo Vivo

Ongoing demand for radio spectrum by commercial wireless services has steadily increased pressure on the frequency bands traditionally reserved for radar. This paper addresses the joint problem of designing non-contiguous radar transmission…

Signal Processing · Electrical Eng. & Systems 2026-05-29 Gordon Ariho , Hara Madhav Talasila , James M. Stiles , Peng Seng Tan

Space-time adaptive processing (STAP) is a well-known technique in detecting slow-moving targets in the presence of a clutter-spreading environment. When considering the STAP system deployed with conformal radar array (CFA), the training…

Information Theory · Computer Science 2010-11-16 Ke Sun , Huadong Meng , Fabian Lapierre , Xiqin Wang

Reduced-rank approach has been used for decades in robust linear estimation of both deterministic and random vector of parameters in linear model y=Hx+\sqrt{epsilon}n. In practical settings, estimation is frequently performed under…

Optimization and Control · Mathematics 2024-08-05 Tomasz Piotrowski , Isao Yamada

Compressed sensing is by now well-established as an effective tool for extracting sparsely distributed information, where sparsity is a discrete concept, referring to the number of dominant nonzero signal components in some basis for the…

Information Theory · Computer Science 2015-06-15 Dinesh Ramasamy , Sriram Venkateswaran , Upamanyu Madhow

Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrices in the high dimensional setting. Optimal rates of…

Statistics Theory · Mathematics 2012-12-13 T. Tony Cai , Weidong Liu , Harrison H. Zhou
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