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In this paper, we propose a general framework for designing sensing matrix $\boldsymbol{A} \in \mathbb{R}^{d\times p}$, for estimation of sparse covariance matrix from compressed measurements of the form $\boldsymbol{y} =…

Information Theory · Computer Science 2022-11-16 Muralikrishnna G. Sethuraman , Hang Zhang , Faramarz Fekri

Signal recovery is one of the key techniques of Compressive sensing (CS). It reconstructs the original signal from the linear sub-Nyquist measurements. Classical methods exploit the sparsity in one domain to formulate the L0 norm…

Information Theory · Computer Science 2012-06-05 Yipeng Liu , Ivan Gligorijevic , Vladimir Matic , Maarten De Vos , Sabine Van Huffel

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

Compressed sensing and its extensions have recently triggered interest in randomized signal acquisition. A key finding is that random measurements provide sparse signal reconstruction guarantees for efficient and stable algorithms with a…

Information Theory · Computer Science 2014-07-08 Felix Krahmer , Holger Rauhut

Compressive Sensing (CS) theory shows that a signal can be decoded from many fewer measurements than suggested by the Nyquist sampling theory, when the signal is sparse in some domain. Most of conventional CS recovery approaches, however,…

Computer Vision and Pattern Recognition · Computer Science 2014-04-30 Jian Zhang , Debin Zhao , Feng Jiang , Wen Gao

Compressed sensing is a paradigm within signal processing that provides the means for recovering structured signals from linear measurements in a highly efficient manner. Originally devised for the recovery of sparse signals, it has become…

Information Theory · Computer Science 2021-12-09 Jens Eisert , Axel Flinth , Benedikt Groß , Ingo Roth , Gerhard Wunder

We present a general class of compressed sensing matrices which are then demonstrated to have associated sublinear-time sparse approximation algorithms. We then develop methods for constructing specialized matrices from this class which are…

Numerical Analysis · Mathematics 2011-06-01 J. Bailey , M. A. Iwen , C. V. Spencer

In this paper we develop a general theory of compressed sensing for analog signals, in close similarity to prior results for vectors in finite dimensional spaces that are sparse in a given orthonormal basis. The signals are modeled by…

Functional Analysis · Mathematics 2018-03-13 Bernard G. Bodmann , Axel Flinth , Gitta Kutyniok

We develop a framework that we call compressive rate estimation. We assume that the composite channel gain matrix (i.e. the matrix of all channel gains between all network nodes) is compressible which means it can be approximated by a…

Information Theory · Computer Science 2015-04-29 Jan Schreck , Peter Jung , Sławomir Stańczak

Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…

Methodology · Statistics 2025-12-30 Shaoxin Wang , Ziyun Ma

Recovery of sparse vectors and low-rank matrices from a small number of linear measurements is well-known to be possible under various model assumptions on the measurements. The key requirement on the measurement matrices is typically the…

Numerical Analysis · Mathematics 2021-09-23 Mark A. Iwen , Deanna Needell , Michael Perlmutter , Elizaveta Rebrova

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

In its most elementary form, compressed sensing studies the design of decoding algorithms to recover a sufficiently sparse vector or code from a lower dimensional linear measurement vector. Typically it is assumed that the decoder has…

Machine Learning · Computer Science 2021-07-20 Michael Murray , Jared Tanner

In this letter, we consider the problem of detecting a high dimensional signal based on compressed measurements with physical layer secrecy guarantees. We assume that the network operates in the presence of an eavesdropper who intends to…

Information Theory · Computer Science 2015-06-02 Bhavya Kailkhura , Sijia Liu , Thakshila Wimalajeewa , Pramod K. Varshney

The construction of highly incoherent frames, sequences of vectors placed on the unit hyper sphere of a finite dimensional Hilbert space with low correlation between them, has proven very difficult. Algorithms proposed in the past have…

Information Theory · Computer Science 2016-11-28 Cristian Rusu , Nuria González-Prelcic

Consider the compressed sensing setup where the support $s^*$ of an $m$-sparse $d$-dimensional signal $x$ is to be recovered from $n$ linear measurements with a given algorithm. Suppose that the measurements are such that the algorithm does…

Information Theory · Computer Science 2021-03-10 Mohammad Mehrabi , Aslan Tchamkerten

The class of Fourier matrices is of special importance in compressed sensing (CS). This paper concerns deterministic construction of compressed sensing matrices from Fourier matrices. By using Katz' character sum estimation, we are able to…

Information Theory · Computer Science 2013-01-04 Guangwu Xu , Zhiqiang Xu

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

Information Theory · Computer Science 2013-11-13 Florent Krzakala , Marc Mézard , Lenka Zdeborová

A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution, and achieving accurate reconstruction on average, is…

Computer Vision and Pattern Recognition · Computer Science 2015-05-27 Guoshen Yu , Guillermo Sapiro
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