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This paper considers compressed sensing and affine rank minimization in both noiseless and noisy cases and establishes sharp restricted isometry conditions for sparse signal and low-rank matrix recovery. The analysis relies on a key…

Information Theory · Computer Science 2013-10-23 T. Tony Cai , Anru Zhang

Optimal sensor placement is a central challenge in the design, prediction, estimation, and control of high-dimensional systems. High-dimensional states can often leverage a latent low-dimensional representation, and this inherent…

Optimization and Control · Mathematics 2020-05-18 Krithika Manohar , Bingni W. Brunton , J. Nathan Kutz , Steven L. Brunton

Sparse recovery can recover sparse signals from a set of underdetermined linear measurements. Motivated by the need to monitor large-scale networks from a limited number of measurements, this paper addresses the problem of recovering sparse…

Information Theory · Computer Science 2015-03-20 Meng Wang , Weiyu Xu , Enrique Mallada , Ao Tang

Compressed sensing (CS) techniques demand significant storage and computational resources, when recovering high-dimensional sparse signals. Block CS (BCS), a special class of CS, addresses both the storage and complexity issues by…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Aron Bevelander , Kim Batselier , Nitin Jonathan Myers

In this paper, we put forth a new joint sparse recovery algorithm called signal space matching pursuit (SSMP). The key idea of the proposed SSMP algorithm is to sequentially investigate the support of jointly sparse vectors to minimize the…

Information Theory · Computer Science 2020-03-10 Junhan Kim , Jian Wang , Luong Trung Nguyen , Byonghyo Shim

In phase-only compressive sensing (PO-CS), our goal is to recover low-complexity signals (e.g., sparse signals, low-rank matrices) from the phase of complex linear measurements. While perfect recovery of signal direction in PO-CS was…

Information Theory · Computer Science 2023-07-10 Junren Chen , Michael K. Ng

We consider the problem of recovering the support of a sparse signal using noisy projections. While extensive work has been done on the dense measurement matrix setting, the sparse setting remains less explored. In this work, we establish…

Machine Learning · Statistics 2025-09-03 Youssef Chaabouni , David Gamarnik

We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…

Signal Processing · Electrical Eng. & Systems 2021-04-28 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

We introduce a \emph{batch} version of sparse recovery, where the goal is to report a sequence of vectors $A_1',\ldots,A_m' \in \mathbb{R}^n$ that estimate unknown signals $A_1,\ldots,A_m \in \mathbb{R}^n$ using a few linear measurements,…

Data Structures and Algorithms · Computer Science 2018-07-24 Alexandr Andoni , Lior Kamma , Robert Krauthgamer , Eric Price

We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

The problem of recovering signals of high complexity from low quality sensing devices is analyzed via a combination of tools from signal processing and harmonic analysis. By using the rich structure offered by the recent development in…

Information Theory · Computer Science 2020-03-16 Roza Aceska , Jean-Luc Bouchot , Shidong Li

The problem of recovering the sparsity pattern of a fixed but unknown vector $\beta^* \in \real^p based on a set of $n$ noisy observations arises in a variety of settings, including subset selection in regression, graphical model selection,…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

In this paper, we introduce a sparse approximation property of order $s$ for a measurement matrix ${\bf A}$: $$\|{\bf x}_s\|_2\le D \|{\bf A}{\bf x}\|_2+ \beta \frac{\sigma_s({\bf x})}{\sqrt{s}} \quad {\rm for\ all} \ {\bf x},$$ where ${\bf…

Information Theory · Computer Science 2015-05-28 Qiyu Sun

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

This paper introduces a novel approach for recovering sparse signals using sorted L1/L2 minimization. The proposed method assigns higher weights to indices with smaller absolute values and lower weights to larger values, effectively…

Numerical Analysis · Mathematics 2023-08-09 Chao Wang , Ming Yan , Junjie Yu

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

This paper describes performance bounds for compressed sensing (CS) where the underlying sparse or compressible (sparsely approximable) signal is a vector of nonnegative intensities whose measurements are corrupted by Poisson noise. In this…

Information Theory · Computer Science 2015-05-14 Maxim Raginsky , Rebecca M. Willett , Zachary T. Harmany , Roummel F. Marcia

Group-sparsity is a common low-complexity signal model with widespread application across various domains of science and engineering. The recovery of such signal ensembles from compressive measurements has been extensively studied in the…

Information Theory · Computer Science 2022-03-25 Niklas Koep , Arash Behboodi , Rudolf Mathar

Recovering the support of sparse vectors in underdetermined linear regression models, \textit{aka}, compressive sensing is important in many signal processing applications. High SNR consistency (HSC), i.e., the ability of a support recovery…

Signal Processing · Electrical Eng. & Systems 2018-11-20 Sreejith Kallummil , Sheetal Kalyani

Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that $\ell_1$-regularized…

Machine Learning · Statistics 2012-01-11 Shuheng Zhou , John Lafferty , Larry Wasserman