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Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…

Statistics Theory · Mathematics 2016-11-15 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

In this paper we study the compressed sensing problem of recovering a sparse signal from a system of underdetermined linear equations when we have prior information about the probability of each entry of the unknown signal being nonzero. In…

Information Theory · Computer Science 2009-01-20 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complex. We study…

Information Theory · Computer Science 2015-03-19 Arian Maleki , Laura Anitori , Zai Yang , Richard Baraniuk

The iterations of many sparse estimation algorithms are comprised of a fixed linear filter cascaded with a thresholding nonlinearity, which collectively resemble a typical neural network layer. Consequently, a lengthy sequence of algorithm…

Machine Learning · Computer Science 2016-05-11 Bo Xin , Yizhou Wang , Wen Gao , David Wipf

The goal of compressed sensing is to reconstruct a sparse signal under a few linear measurements far less than the dimension of the ambient space of the signal. However, many real-life applications in physics and biomedical sciences carry…

Optimization and Control · Mathematics 2017-08-29 Angang Cui , Jigen Peng , Haiyang Li

We provide another framework of iterative algorithms based on thresholding, feedback and null space tuning for sparse signal recovery arising in sparse representations and compressed sensing. Several thresholding algorithms with various…

Information Theory · Computer Science 2012-11-13 Shidong Li , Yulong Liu , Tiebin Mi

The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…

Information Theory · Computer Science 2014-08-27 Peter Jung , Philipp Walk

Random sampling in compressive sensing (CS) enables the compression of large amounts of input signals in an efficient manner, which is useful for many applications. CS reconstructs the compressed signals exactly with overwhelming…

Information Theory · Computer Science 2016-03-22 Dongeun Lee , Rafael Lima , Jaesik Choi

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…

Information Theory · Computer Science 2019-09-04 Alex Dytso , Martina Cardone , H. Vincent Poor

There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations $y = \Phi x$. In many applications, extremely large problem sizes are envisioned, with at least tens of…

Information Theory · Computer Science 2009-04-08 Arian Maleki

In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO)…

Information Theory · Computer Science 2014-10-30 Chao-Kai Wen , Jun Zhang , Kai-Kit Wong , Jung-Chieh Chen , Chau Yuen

The simultaneous orthogonal matching pursuit (SOMP) is a popular, greedy approach for common support recovery of a row-sparse matrix. However, compared to the noiseless scenario, the performance analysis of noisy SOMP is still nascent,…

Information Theory · Computer Science 2023-12-01 Wei Zhang , Taejoon Kim

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

In this paper we look at a connection between the $\ell_q,0\leq q\leq 1$, optimization and under-determined linear systems of equations with sparse solutions. The case $q=1$, or in other words $\ell_1$ optimization and its a connection with…

Information Theory · Computer Science 2013-06-19 Mihailo Stojnic

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

Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector of a stochastic dynamic system under feedback control, for which the current input may depend on the past…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Wenxiao Zhao , George G. Yin , Er-Wei Bai

We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…

Machine Learning · Statistics 2023-07-07 Gabriel Arpino , Ramji Venkataramanan

Most of the existing methods for sparse signal recovery assume a static system: the unknown signal is a finite-length vector for which a fixed set of linear measurements and a sparse representation basis are available and an L1-norm…

Information Theory · Computer Science 2013-06-17 M. Salman Asif , Justin Romberg

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

Signal Processing · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , M. E. Ashour , N. S. Aybat , Constantino M. Lagoa