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The performance of estimating the common support for jointly sparse signals based on their projections onto lower-dimensional space is analyzed. Support recovery is formulated as a multiple-hypothesis testing problem. Both upper and lower…

Information Theory · Computer Science 2009-11-05 Gongguo Tang , Arye Nehorai

In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…

Information Theory · Computer Science 2015-03-13 V. Saligrama , M. Zhao

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

This work studies the recursive robust principal components analysis (PCA) problem. If the outlier is the signal-of-interest, this problem can be interpreted as one of recursively recovering a time sequence of sparse vectors, $S_t$, in the…

Information Theory · Computer Science 2014-03-28 Chenlu Qiu , Namrata Vaswani , Brian Lois , Leslie Hogben

We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy…

Information Theory · Computer Science 2010-03-04 Yuzhe Jin , Young-Han Kim , Bhaskar D. Rao

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy…

Information Theory · Computer Science 2020-09-29 Lan V. Truong , Jonathan Scarlett

Recent breakthrough results in compressive sensing (CS) have established that many high dimensional signals can be accurately recovered from a relatively small number of non-adaptive linear observations, provided that the signals possess a…

Information Theory · Computer Science 2013-10-17 Akshay Soni , Jarvis Haupt

Compressed sensing has shown that it is possible to reconstruct sparse high dimensional signals from few linear measurements. In many cases, the solution can be obtained by solving an L1-minimization problem, and this method is accurate…

Numerical Analysis · Mathematics 2009-04-27 Deanna Needell

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

In this paper, we provide a general methodology to draw statistical inferences on individual signal coordinates or linear combinations of them in sparse phase retrieval. Given an initial estimator for the targeting parameter (some simple…

Methodology · Statistics 2020-09-29 Yisha Yao

We consider the problem of recursively reconstructing time sequences of sparse signals (with unknown and time-varying sparsity patterns) from a limited number of linear incoherent measurements with additive noise. The idea of our proposed…

Information Theory · Computer Science 2010-03-25 Namrata Vaswani

Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…

Information Theory · Computer Science 2015-07-03 Yipeng Liu

In this paper, we consider the problem of compressive sensing (CS) recovery with a prior support and the prior support quality information available. Different from classical works which exploit prior support blindly, we shall propose novel…

Information Theory · Computer Science 2015-10-28 Xiongbin Rao , Vincent K. N. Lau

Lower dimensional signal representation schemes frequently assume that the signal of interest lies in a single vector space. In the context of the recently developed theory of compressive sensing (CS), it is often assumed that the signal of…

Information Theory · Computer Science 2014-03-18 Thakshila Wimalajeewa , Yonina C. Eldar , Pramod K. Varshney

In this paper, we investigate a Bayesian sparse reconstruction algorithm called compressive sensing via Bayesian support detection (CS-BSD). This algorithm is quite robust against measurement noise and achieves the performance of a minimum…

Information Theory · Computer Science 2012-05-15 Jaewook Kang , Heung-No Lee , Kiseon Kim

This work studies the recursive robust principal components' analysis (PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this…

Information Theory · Computer Science 2011-06-17 Chenlu Qiu , Namrata Vaswani