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In this paper, we consider the mixture of sparse linear regressions model. Let ${\beta}^{(1)},\ldots,{\beta}^{(L)}\in\mathbb{C}^n$ be $ L $ unknown sparse parameter vectors with a total of $ K $ non-zero coefficients. Noisy linear…

Information Theory · Computer Science 2018-08-03 Dong Yin , Ramtin Pedarsani , Yudong Chen , Kannan Ramchandran

We consider the compressed sensing problem, where the object $x_0 \in \bR^N$ is to be recovered from incomplete measurements $y = Ax_0 + z$; here the sensing matrix $A$ is an $n \times N$ random matrix with iid Gaussian entries and $n < N$.…

Information Theory · Computer Science 2011-03-25 David Donoho , Iain Johnstone , Arian Maleki , Andrea Montanari

We present improved sampling complexity bounds for stable and robust sparse recovery in compressed sensing. Our unified analysis based on l1 minimization encompasses the case where (i) the measurements are block-structured samples in order…

Information Theory · Computer Science 2020-05-22 Ben Adcock , Claire Boyer , Simone Brugiapaglia

One of the key challenges in sensor networks is the extraction of information by fusing data from a multitude of distinct, but possibly unreliable sensors. Recovering information from the maximum number of dependable sensors while…

Machine Learning · Statistics 2015-05-20 Vassilis Kekatos , Georgios B. Giannakis

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

A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…

Machine Learning · Computer Science 2015-08-25 Rémi Gribonval , Rodolphe Jenatton , Francis Bach

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

Machine Learning · Computer Science 2015-06-11 Arash Amini , Ulugbek S. Kamilov , Emrah Bostan , Michael Unser

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

The problem of sparse linear regression is relevant in the context of linear system identification from large datasets. When data are collected from real-world experiments, measurements are always affected by perturbations or low-precision…

Optimization and Control · Mathematics 2020-04-01 S. M. Fosson , V. Cerone , D. Regruto

Sparse recovery is widely applied in many fields, since many signals or vectors can be sparsely represented under some frames or dictionaries. Most of fast algorithms at present are based on solving $l^0$ or $l^1$ minimization problems and…

Numerical Analysis · Mathematics 2019-03-06 Chong-Jun Li , Yi-Jun Zhong

We analyze the asymptotic performance of sparse signal recovery from noisy measurements. In particular, we generalize some of the existing results for the Gaussian case to subgaussian and other ensembles. An achievable result is presented…

Information Theory · Computer Science 2009-04-30 Paul Tune , Sibiraj Bhaskaran Pillai , Stephen Hanly

Over the past years, there are increasing interests in recovering the signals from undersampling data where such signals are sparse under some orthogonal dictionary or tight framework, which is referred to be sparse synthetic model. More…

Information Theory · Computer Science 2012-02-10 Lianlin Li

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

Information Theory · Computer Science 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

In this paper, we consider the "foreach" sparse recovery problem with failure probability $p$. The goal of which is to design a distribution over $m \times N$ matrices $\Phi$ and a decoding algorithm $\algo$ such that for every…

Data Structures and Algorithms · Computer Science 2013-04-24 Anna C. Gilbert , Hung Q. Ngo , Ely Porat , Atri Rudra , Martin J. Strauss

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…

Machine Learning · Statistics 2012-10-03 Rodolphe Jenatton , Rémi Gribonval , Francis Bach

We investigate conditions for the unique recoverability of sparse integer-valued signals from a small number of linear measurements. Both the objective of minimizing the number of nonzero components, the so-called $\ell_0$-norm, as well as…

Information Theory · Computer Science 2019-09-18 Jan-Hendrik Lange , Marc E. Pfetsch , Bianca M. Seib , Andreas M. Tillmann

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 this paper we derive information theoretic performance bounds to sensing and reconstruction of sparse phenomena from noisy projections. We consider two settings: output noise models where the noise enters after the projection and input…

Information Theory · Computer Science 2011-12-22 Shuchin Aeron , Venkatesh Saligrama , Manqi Zhao