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Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

We study the tensor robust principal component analysis (TRPCA) problem, a tensorial extension of matrix robust principal component analysis (RPCA), that aims to split the given tensor into an underlying low-rank component and a sparse…

Numerical Analysis · Mathematics 2024-01-30 HanQin Cai , Zehan Chao , Longxiu Huang , Deanna Needell

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

Compressed Sensing (CS) is an effective approach to reduce the required number of samples for reconstructing a sparse signal in an a priori basis, but may suffer severely from the issue of basis mismatch. In this paper we study the problem…

Information Theory · Computer Science 2014-02-04 Yuejie Chi

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

In this paper, we propose \textit{coded compressive sensing} that recovers an $n$-dimensional integer sparse signal vector from a noisy and quantized measurement vector whose dimension $m$ is far-fewer than $n$. The core idea of coded…

Information Theory · Computer Science 2016-01-27 Namyoon Lee , Song-Nam Hong

We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may…

Optimization and Control · Mathematics 2019-09-10 Vito Cerone , Sophie M. Fosson , Diego Regruto

We consider the problem of reconstructing time sequences of spatially sparse signals (with unknown and time-varying sparsity patterns) from a limited number of linear "incoherent" measurements, in real-time. The signals are sparse in some…

Information Theory · Computer Science 2016-11-17 Namrata Vaswani

In traditional compressed sensing theory, the dictionary matrix is given a priori, whereas in real applications this matrix suffers from random noise and fluctuations. In this paper we consider a signal model where each column in the…

Information Theory · Computer Science 2015-06-17 Zhao Tan , Peng Yang , Arye Nehorai

In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design matrix with additive Gaussian noise. We precisely analyze the…

Statistics Theory · Mathematics 2020-09-18 Ayed M. Alrashdi , Houssem Sifaou , Abla Kammoun , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…

Machine Learning · Statistics 2013-01-15 Yudong Chen , Constantine Caramanis , Shie Mannor

We propose and analyze an online algorithm for reconstructing a sequence of signals from a limited number of linear measurements. The signals are assumed sparse, with unknown support, and evolve over time according to a generic nonlinear…

Optimization and Control · Mathematics 2015-03-12 Joao F. C. Mota , Nikos Deligiannis , Aswin C. Sankaranarayanan , Volkan Cevher , Miguel R. D. Rodrigues

The problem of recovering a structured signal from its linear measurements in the presence of speckle noise is studied. This problem appears in many imaging systems such as synthetic aperture radar and optical coherence tomography. The…

Information Theory · Computer Science 2021-08-03 Wenda Zhou , Shirin Jalali , Arian Maleki

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

Optimization and Control · Mathematics 2022-06-28 Vahan Hovhannisyan , Yannis Panagakis , Panos Parpas , Stefanos Zafeiriou

In this work, we study the online robust principal components' analysis (RPCA) problem. In recent work, RPCA has been defined as a problem of separating a low-rank matrix (true data), $L$, and a sparse matrix (outliers), $S$, from their…

Information Theory · Computer Science 2016-02-01 Jinchun Zhan , Brian Lois , Namrata Vaswani

This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…

Information Theory · Computer Science 2014-10-07 Matthew L. Malloy , Robert Nowak

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

In the Multiple Measurements Vector (MMV) model, measurement vectors are connected to unknown, jointly sparse signal vectors through a linear regression model employing a single known measurement matrix (or dictionary). Typically, the…

Methodology · Statistics 2024-08-05 Esa Ollila

This paper introduces the Reed Muller Sieve, a deterministic measurement matrix for compressed sensing. The columns of this matrix are obtained by exponentiating codewords in the quaternary second order Reed Muller code of length $N$. For…

Information Theory · Computer Science 2010-04-20 Robert Calderbank , Stephen Howard , Sina Jafarpour

In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…

Information Theory · Computer Science 2015-03-13 V. Saligrama , M. Zhao