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Related papers: Sharp MSE Bounds for Proximal Denoising

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We study the matrix denoising problem of estimating the singular vectors of a rank-$1$ signal corrupted by noise with both column and row correlations. Existing works are either unable to pinpoint the exact asymptotic estimation error or,…

Statistics Theory · Mathematics 2024-10-29 Yihan Zhang , Marco Mondelli

We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss function. In this paper, we use a family of weighted loss…

Statistics Theory · Mathematics 2021-04-08 William Leeb

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

In this paper, we aim at recovering an unknown signal x0 from noisy L1measurements y=Phi*x0+w, where Phi is an ill-conditioned or singular linear operator and w accounts for some noise. To regularize such an ill-posed inverse problem, we…

Statistics Theory · Mathematics 2013-11-05 Samuel Vaiter , Charles Deledalle , Gabriel Peyré , Charles Dossal , Jalal Fadili

Patient scans from MRI often suffer from noise, which hampers the diagnostic capability of such images. As a method to mitigate such artifact, denoising is largely studied both within the medical imaging community and beyond the community…

Image and Video Processing · Electrical Eng. & Systems 2022-03-25 Hyungjin Chung , Eun Sun Lee , Jong Chul Ye

Motivated by recent work on atomic norms in inverse problems, we propose a new approach to line spectral estimation that provides theoretical guarantees for the mean-squared-error (MSE) performance in the presence of noise and without…

Information Theory · Computer Science 2013-02-19 Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

Statistics Theory · Mathematics 2022-01-24 Qiyang Han

Non-stationary blind super-resolution is an extension of the traditional super-resolution problem, which deals with the problem of recovering fine details from coarse measurements. The non-stationary blind super-resolution problem appears…

Information Theory · Computer Science 2019-10-09 Shuang Li , Michael B. Wakin , Gongguo Tang

We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…

Machine Learning · Statistics 2024-03-08 Pierre Mergny , Justin Ko , Florent Krzakala , Lenka Zdeborová

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

This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe…

Machine Learning · Statistics 2024-04-22 Andrew D. McRae , Mark A. Davenport

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

Reconstruction fidelity of sparse signals contaminated by sparse noise is considered. Statistical mechanics inspired tools are used to show that the l1-norm based convex optimization algorithm exhibits a phase transition between the…

Information Theory · Computer Science 2013-09-17 Mikko Vehkapera , Yoshiyuki Kabashima , Saikat Chatterjee

We consider the problems of compressed sensing and optimal denoising for signals $\mathbf{x_0}\in\mathbb{R}^N$ that are monotone, i.e., $\mathbf{x_0}(i+1) \geq \mathbf{x_0}(i)$, and sparsely varying, i.e., $\mathbf{x_0}(i+1) >…

Statistics Theory · Mathematics 2017-01-03 Eftychios A. Pnevmatikakis

We consider the problem of learning a coefficient vector x_0\in R^N from noisy linear observation y=Ax_0+w \in R^n. In many contexts (ranging from model selection to image processing) it is desirable to construct a sparse estimator x'. In…

Statistics Theory · Mathematics 2015-12-16 Mohsen Bayati , Andrea Montanari

Nonnegative matrix factorization (NMF) has become a ubiquitous tool for data analysis. An important variant is the sparse NMF problem which arises when we explicitly require the learnt features to be sparse. A natural measure of sparsity is…

Machine Learning · Computer Science 2013-03-20 Vamsi K. Potluru , Sergey M. Plis , Jonathan Le Roux , Barak A. Pearlmutter , Vince D. Calhoun , Thomas P. Hayes

Among the many ways to model signals, a recent approach that draws considerable attention is sparse representation modeling. In this model, the signal is assumed to be generated as a random linear combination of a few atoms from a…

Computer Vision and Pattern Recognition · Computer Science 2015-05-18 Javier Turek , Irad Yavneh , Matan Protter , Michael Elad

Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Dror Simon , Jeremias Sulam , Yaniv Romano , Yue M. Lu , Michael Elad

In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design matrix with additive Gaussian noise. We precisely analyze the…

Statistics Theory · Mathematics 2020-09-18 Ayed M. Alrashdi , Houssem Sifaou , Abla Kammoun , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye