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Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

This paper studies a formulation of 1-bit Compressed Sensing (CS) problem based on the maximum likelihood estimation framework. In order to solve the problem we apply the recently proposed Gradient Support Pursuit algorithm, with a minor…

Information Theory · Computer Science 2013-04-25 Sohail Bahmani , Petros T. Boufounos , Bhiksha Raj

We investigate the methods that simultaneously enforce sparsity and low-rank structure in a matrix as often employed for sparse phase retrieval problems or phase calibration problems in compressive sensing. We propose a new approach for…

Numerical Analysis · Computer Science 2014-03-20 Cagdas Bilen , Gilles Puy , Rémi Gribonval , Laurent Daudet

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an…

Machine Learning · Computer Science 2012-12-18 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

The sparse linear regression problem is difficult to handle with usual sparse optimization models when both predictors and measurements are either quantized or represented in low-precision, due to non-convexity. In this paper, we provide a…

Optimization and Control · Mathematics 2019-03-22 Vito Cerone , Sophie M. Fosson , Diego Regruto

In many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential data collection procedures are known by different names,…

Statistics Theory · Mathematics 2013-11-28 Ervin Tánczos , Rui M. Castro

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…

Pattern Formation and Solitons · Physics 2016-09-22 Samuel H. Rudy , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

In this paper, we consider the problem of compressed sensing where the goal is to recover almost all the sparse vectors using a small number of fixed linear measurements. For this problem, we propose a novel partial hard-thresholding…

Information Theory · Computer Science 2011-06-15 Prateek Jain , Ambuj Tewari , Inderjit S. Dhillon

In this paper, we propose a new orthogonal matching pursuit algorithm called quasi-OMP algorithm which greatly enhances the performance of classical orthogonal matching pursuit (OMP) algorithm, at some cost of computational complexity. We…

Numerical Analysis · Mathematics 2020-07-21 Ming-Jun Lai , Zhaiming Shen

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

We consider a distributed compressed sensing scenario where many sensors measure correlated sparse signals and the sensors are connected through a network. Correlation between sparse signals is modeled by a partial common support-set. For…

Information Theory · Computer Science 2015-01-14 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

In this paper we consider the problem of locating a nonzero entry in a high-dimensional vector from possibly adaptive linear measurements. We consider a recursive bisection method which we dub the compressive binary search and show that it…

Information Theory · Computer Science 2012-06-01 Mark A. Davenport , Ery Arias-Castro

Compressive sensing is a powerful technique for recovering sparse solutions of underdetermined linear systems, which is often encountered in uncertainty quantification analysis of expensive and high-dimensional physical models. We perform…

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

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

Governing equations are essential to the study of nonlinear dynamics, often enabling the prediction of previously unseen behaviors as well as the inclusion into control strategies. The discovery of governing equations from data thus has the…

Dynamical Systems · Mathematics 2021-04-30 Alejandro Carderera , Sebastian Pokutta , Christof Schütte , Martin Weiser

We establish a general form of explicit, input-dependent, measure-valued warpings for learning nonstationary kernels. While stationary kernels are ubiquitous and simple to use, they struggle to adapt to functions that vary in smoothness…

Machine Learning · Computer Science 2020-10-12 Anthony Tompkins , Rafael Oliveira , Fabio Ramos

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois