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In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…

Optimization and Control · Mathematics 2021-10-01 Lei Yang , Xiaojun Chen , Shuhuang Xiang

Exact recovery of $K$-sparse signals $x \in \mathbb{R}^{n}$ from linear measurements $y=Ax$, where $A\in \mathbb{R}^{m\times n}$ is a sensing matrix, arises from many applications. The orthogonal matching pursuit (OMP) algorithm is widely…

Information Theory · Computer Science 2020-08-13 Jinming Wen , Rui Zhang , Wei Yu

Conventional sparse phase retrieval schemes can recover sparse signals from the magnitude of linear measurements only up to a global phase ambiguity. This work proposes a novel approach that instead utilizes the magnitude of affine…

Information Theory · Computer Science 2021-05-25 Ming-Hsun Yang , Y. -W. Peter Hong , Jwo-Yuh Wu

We propose a systematic method for constructing a sparse data reconstruction algorithm in compressed sensing at a relatively low computational cost for general observation matrix. It is known that the cost of l1-norm minimization using a…

Information Theory · Computer Science 2014-04-10 Koujin Takeda , Yoshiyuki Kabashima

We study oblivious sketching for $k$-sparse linear regression under various loss functions such as an $\ell_p$ norm, or from a broad class of hinge-like loss functions, which includes the logistic and ReLU losses. We show that for sparse…

Data Structures and Algorithms · Computer Science 2023-04-06 Tung Mai , Alexander Munteanu , Cameron Musco , Anup B. Rao , Chris Schwiegelshohn , David P. Woodruff

In this paper we study the $\ell_p$-analysis optimization ($0<p\leq1$) problem for cosparse signal recovery. We establish a bound for recovery error via the restricted $p$-isometry property over any subspace. We further prove that the…

Information Theory · Computer Science 2018-08-28 Shubao Zhang , Hui Qian , Xiaojin Gong , Jianying Zhou

We discuss two new methods of recovery of sparse signals from noisy observation based on $\ell_1$- minimization. They are closely related to the well-known techniques such as Lasso and Dantzig Selector. However, these estimators come with…

Statistics Theory · Mathematics 2014-04-11 Anatoli Iouditski , Arkadii S. Nemirovski

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

The Sparsest Cut is a fundamental optimization problem that has been extensively studied. For planar inputs the problem is in $P$ and can be solved in $\tilde{O}(n^3)$ time if all vertex weights are $1$. Despite a significant amount of…

Data Structures and Algorithms · Computer Science 2020-07-07 Amir Abboud , Vincent Cohen-Addad , Philip N. Klein

This paper deals with the design of a sensing matrix along with a sparse recovery algorithm by utilizing the probability-based prior information for compressed sensing system. With the knowledge of the probability for each atom of the…

Machine Learning · Computer Science 2019-10-29 Q. Jiang , S. Li , Z. Zhu , H. Bai , X. He , R. C. de Lamare

We study the rate of decay of the probability of error for distinguishing between a sparse signal with noise, modeled as a sparse mixture, from pure noise. This problem has many applications in signal processing, evolutionary biology,…

Information Theory · Computer Science 2016-12-28 Jonathan G. Ligo , George V. Moustakides , Venugopal V. Veeravalli

The problem of population recovery refers to estimating a distribution based on incomplete or corrupted samples. Consider a random poll of sample size $n$ conducted on a population of individuals, where each pollee is asked to answer $d$…

Statistics Theory · Mathematics 2020-04-30 Yury Polyanskiy , Ananda Theertha Suresh , Yihong Wu

Compressed sensing is a central topic in signal processing with myriad applications, where the goal is to recover a signal from as few observations as possible. Iterative re-weighting is one of the fundamental tools to achieve this goal.…

Statistics Theory · Mathematics 2019-10-17 Aleksandr Y. Aravkin , James V. Burke , Daiwei He

We study the problem of recovering an $s$-sparse signal $\mathbf{x}^{\star}\in\mathbb{C}^n$ from corrupted measurements $\mathbf{y} = \mathbf{A}\mathbf{x}^{\star}+\mathbf{z}^{\star}+\mathbf{w}$, where $\mathbf{z}^{\star}\in\mathbb{C}^m$ is…

Information Theory · Computer Science 2018-04-04 Peng Zhang , Lu Gan , Cong Ling , Sumei Sun

This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…

Machine Learning · Statistics 2014-12-22 Yang Cao , Yao Xie

In recent years, privacy-preserving machine learning algorithms have attracted increasing attention because of their important applications in many scientific fields. However, in the literature, most privacy-preserving algorithms demand…

Machine Learning · Statistics 2024-01-03 Weidong Liu , Xiaojun Mao , Xiaofei Zhang , Xin Zhang

We study the recovery of functions in various norms, including $L_p$ with $1\le p\le\infty$, based on function evaluations. We obtain worst case error bounds for general classes of functions in terms of the best $L_2$-approximation from a…

Numerical Analysis · Mathematics 2025-12-23 David Krieg , Kateryna Pozharska , Mario Ullrich , Tino Ullrich

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

We present a novel stagewise strategy for improving greedy algorithms for sparse recovery. We demonstrate its efficiency both for synthesis and analysis sparse priors, where in both cases we demonstrate its computational efficiency and…

Numerical Analysis · Mathematics 2020-12-02 Guy Leibovitz , Raja Giryes

We consider the problem of reconstructing a sparse signal $x^0\in\R^n$ from a limited number of linear measurements. Given $m$ randomly selected samples of $U x^0$, where $U$ is an orthonormal matrix, we show that $\ell_1$ minimization…

Statistics Theory · Mathematics 2009-11-11 Emmanuel Candes , Justin Romberg