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We study the problem of sparse recovery in the context of compressed sensing. This is to minimize the sensing error of linear measurements by sparse vectors with at most $s$ non-zero entries. We develop the so-called critical point theory…

Optimization and Control · Mathematics 2020-02-26 Sebastian Lämmel , Vladimir Shikhman

We introduce a convex approach for mixed linear regression over $d$ features. This approach is a second-order cone program, based on L1 minimization, which assigns an estimate regression coefficient in $\mathbb{R}^{d}$ for each data point.…

Optimization and Control · Mathematics 2019-01-09 Paul Hand , Babhru Joshi

This paper considers the recovery of a rank $r$ positive semidefinite matrix $X X^T\in\mathbb{R}^{n\times n}$ from $m$ scalar measurements of the form $y_i := a_i^T X X^T a_i$ (i.e., quadratic measurements of $X$). Such problems arise in a…

Numerical Analysis · Mathematics 2016-06-02 Chris D. White , Sujay Sanghavi , Rachel Ward

Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan

Motivated by the study of matrix elimination orderings in combinatorial scientific computing, we utilize graph sketching and local sampling to give a data structure that provides access to approximate fill degrees of a matrix undergoing…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Gary L. Miller , Richard Peng , Saurabh Sawlani , Junxing Wang , Shen Chen Xu

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

Sparse support recovery arises in many applications in communications and signal processing. Existing methods tackle sparse support recovery problems for a given measurement matrix, and cannot flexibly exploit the properties of sparsity…

Information Theory · Computer Science 2019-10-11 Shuaichao Li , Wanqing Zhang , Ying Cui , Hei Victor Cheng , Wei Yu

A variety of dimensionality reduction techniques have been applied for computations involving large matrices. The underlying matrix is randomly compressed into a smaller one, while approximately retaining many of its original properties. As…

Machine Learning · Computer Science 2021-06-17 Zhili Feng , Fred Roosta , David P. Woodruff

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

Randomized algorithms are important for solving large-scale optimization problems. In this paper, we propose a fast sketching algorithm for least square problems regularized by convex or nonconvex regularization functions, Sketching for…

Optimization and Control · Mathematics 2023-11-06 Yingzhen Yang , Ping Li

A recursive algorithm named Zero-point Attracting Projection (ZAP) is proposed recently for sparse signal reconstruction. Compared with the reference algorithms, ZAP demonstrates rather good performance in recovery precision and robustness.…

Information Theory · Computer Science 2015-06-04 Xiaohan Wang , Yuantao Gu , Laming Chen

We demonstrate that the best $k$-sparse approximation of a length-$n$ vector can be recovered within a $(1+\epsilon)$-factor approximation in $O((k/\epsilon) \log n)$ time using a non-adaptive linear sketch with $O((k/\epsilon) \log n)$…

Data Structures and Algorithms · Computer Science 2025-10-24 Nick Fischer , Vasileios Nakos

In this paper, {the goal is to design deterministic sampling patterns on the sphere and the rotation group} and, thereby, construct sensing matrices for sparse recovery of band-limited functions. It is first shown that random sensing…

Information Theory · Computer Science 2020-04-22 Arya Bangun , Arash Behboodi , Rudolf Mathar

Exact recovery of a sparse solution for an underdetermined system of linear equations implies full search among all possible subsets of the dictionary, which is computationally intractable, while l1 minimization will do the job when a…

Information Theory · Computer Science 2014-12-22 Mohsen Joneidi , Mahdi Barzegar Khalilsarai , Alireza Zaeemzadeh , Nazanin Rahnavard

Community detection in graphs that are generated according to stochastic block models (SBMs) has received much attention lately. In this paper, we focus on the binary symmetric SBM -- in which a graph of $n$ vertices is randomly generated…

Optimization and Control · Mathematics 2021-09-28 Peng Wang , Zirui Zhou , Anthony Man-Cho So

In a large-scale and distributed matrix multiplication problem $C=A^{\intercal}B$, where $C\in\mathbb{R}^{r\times t}$, the coded computation plays an important role to effectively deal with "stragglers" (distributed computations that may…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-19 Sinong Wang , Jiashang Liu , Ness Shroff

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

This paper develops a new method for recovering m-sparse signals that is simultaneously uniform and quick. We present a reconstruction algorithm whose run time, O(m log^2(m) log^2(d)), is sublinear in the length d of the signal. The…

Data Structures and Algorithms · Computer Science 2007-05-23 A. C. Gilbert , M. J. Strauss , J. A. Tropp , R. Vershynin

We consider the problem of recovering a complete (i.e., square and invertible) matrix $\mathbf A_0$, from $\mathbf Y \in \mathbb{R}^{n \times p}$ with $\mathbf Y = \mathbf A_0 \mathbf X_0$, provided $\mathbf X_0$ is sufficiently sparse.…

Information Theory · Computer Science 2017-01-20 Ju Sun , Qing Qu , John Wright

We have developed an approximate signal recovery algorithm with low computational cost for compressed sensing on the basis of randomly constructed sparse measurement matrices. The law of large numbers and the central limit theorem suggest…

Information Theory · Computer Science 2011-02-21 Yoshiyuki Kabashima , Tadashi Wadayama
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