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We study sparse recovery with structured random measurement matrices having independent, identically distributed, and uniformly bounded rows and with a nontrivial covariance structure. This class of matrices arises from random sampling of…

Information Theory · Computer Science 2020-05-15 Simone Brugiapaglia , Sjoerd Dirksen , Hans Christian Jung , Holger Rauhut

In the Network Inference problem, one seeks to recover the edges of an unknown graph from the observations of cascades propagating over this graph. In this paper, we approach this problem from the sparse recovery perspective. We introduce a…

Social and Information Networks · Computer Science 2024-11-14 Jean Pouget-Abadie , Thibaut Horel

Signal modeling lies at the core of numerous signal and image processing applications. A recent approach that has drawn considerable attention is sparse representation modeling, in which the signal is assumed to be generated as a…

Information Theory · Computer Science 2016-11-17 Tomer Peleg , Yonina C. Eldar , Michael Elad

In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which…

Statistics Theory · Mathematics 2020-03-17 Botao Hao , Anru Zhang , Guang Cheng

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

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

This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are…

Numerical Analysis · Mathematics 2024-03-11 Lexing Ying

The joint sparse recovery problem is a generalization of the single measurement vector problem which is widely studied in Compressed Sensing and it aims to recovery a set of jointly sparse vectors. i.e. have nonzero entries concentrated at…

Information Theory · Computer Science 2017-01-10 Changlong Wang , Jigen Peng

The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for…

Numerical Analysis · Mathematics 2013-09-24 Karthikeyan Natesan Ramamurthy , Jayaraman J. Thiagarajan , Andreas Spanias

This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of $l_2$-norm or Mean Square Error (MSE), a new perceptual quality measure is used…

Machine Learning · Computer Science 2017-10-18 Amirhossein Javaheri , Hadi Zayyani , Farokh Marvasti

Given a known matrix that is the sum of a low rank matrix and a masked sparse matrix, we wish to recover both the low rank component and the sparse component. The sparse matrix is masked in the sense that a linear transformation has been…

Information Theory · Computer Science 2025-04-29 Xuemei Chen , Rongrong Wang

We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows…

Information Theory · Computer Science 2019-05-14 Ali Ahmed , Alireza Aghasi , Paul Hand

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…

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

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

We study a practical algorithm for sparse principal component analysis (PCA) of incomplete and noisy data. Our algorithm is based on the semidefinite program (SDP) relaxation of the non-convex $l_1$-regularized PCA problem. We provide…

Machine Learning · Statistics 2022-09-16 Hanbyul Lee , Qifan Song , Jean Honorio

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

In this paper, we consider recovery of jointly sparse multichannel signals from incomplete measurements. Several approaches have been developed to recover the unknown sparse vectors from the given observations, including thresholding,…

Information Theory · Computer Science 2009-04-06 Yonina C. Eldar , Holger Rauhut

The problem of finding the unique low dimensional decomposition of a given matrix has been a fundamental and recurrent problem in many areas. In this paper, we study the problem of seeking a unique decomposition of a low rank matrix $Y\in…

Optimization and Control · Mathematics 2023-10-17 Dian Jin , Xin Bing , Yuqian Zhang

We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features.…

Information Theory · Computer Science 2017-02-17 Cem Aksoylar , George Atia , Venkatesh Saligrama

In matrix recovery from random linear measurements, one is interested in recovering an unknown $M$-by-$N$ matrix $X_0$ from $n<MN$ measurements $y_i=Tr(A_i^T X_0)$ where each $A_i$ is an $M$-by-$N$ measurement matrix with i.i.d random…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Matan Gavish
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