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In this paper, we discuss the statistical properties of the $\ell_q$ optimization methods $(0<q\leq 1)$, including the $\ell_q$ minimization method and the $\ell_q$ regularization method, for estimating a sparse parameter from noisy…

Machine Learning · Statistics 2019-11-14 Xin Li , Yaohua Hu , Chong Li , Xiaoqi Yang , Tianzi Jiang

Random sinusoidal features are a popular approach for speeding up kernel-based inference in large datasets. Prior to the inference stage, the approach suggests performing dimensionality reduction by first multiplying each data vector by a…

Machine Learning · Statistics 2017-07-12 Mohammadreza Soltani , Chinmay Hegde

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

Compressed Sensing aims to capture attributes of a sparse signal using very few measurements. Cand\`{e}s and Tao showed that sparse reconstruction is possible if the sensing matrix acts as a near isometry on all $\boldsymbol{k}$-sparse…

Information Theory · Computer Science 2009-10-18 Robert Calderbank , Stephen Howard , Sina Jafarpour

The sparse optimization problems arise in many areas of science and engineering, such as compressed sensing, image processing, statistical and machine learning. The $\ell_{0}$-minimization problem is one of such optimization problems, which…

Optimization and Control · Mathematics 2019-04-23 Jialiang Xu , Yun-Bin Zhao

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

This paper introduces the Reed Muller Sieve, a deterministic measurement matrix for compressed sensing. The columns of this matrix are obtained by exponentiating codewords in the quaternary second order Reed Muller code of length $N$. For…

Information Theory · Computer Science 2010-04-20 Robert Calderbank , Stephen Howard , Sina Jafarpour

We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…

Information Theory · Computer Science 2023-06-13 Johannes Maly

The problem of finding the sparsest vector (direction) in a low dimensional subspace can be considered as a homogeneous variant of the sparse recovery problem, which finds applications in robust subspace recovery, dictionary learning,…

Machine Learning · Computer Science 2020-01-22 Qing Qu , Zhihui Zhu , Xiao Li , Manolis C. Tsakiris , John Wright , René Vidal

We consider compressed sensing of block-sparse signals, i.e., sparse signals that have nonzero coefficients occuring in clusters. Based on an uncertainty relation for block-sparse signals, we define a block-coherence measure and we show…

Information Theory · Computer Science 2008-12-02 Yonina C. Eldar , Helmut Bolcskei

Much of the existing literature in sparse recovery is concerned with the following question: given a sparsity pattern and a corresponding regularizer, derive conditions on the dictionary under which exact recovery is possible. In this…

Signal Processing · Electrical Eng. & Systems 2020-07-24 Mustafa D. Kaba , Mengnan Zhao , Rene Vidal , Daniel P. Robinson , Enrique Mallada

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

It is well known that the performance of sparse vector recovery algorithms from compressive measurements can depend on the distribution underlying the non-zero elements of a sparse vector. However, the extent of these effects has yet to be…

Data Structures and Algorithms · Computer Science 2011-07-18 Bob L. Sturm

Auto-Encoders are unsupervised models that aim to learn patterns from observed data by minimizing a reconstruction cost. The useful representations learned are often found to be sparse and distributed. On the other hand, compressed sensing…

Machine Learning · Statistics 2017-07-14 Devansh Arpit , Yingbo Zhou , Hung Q. Ngo , Nils Napp , Venu Govindaraju

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal…

Statistics Theory · Mathematics 2016-04-27 Yash Deshpande , 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

Analysis $\ell_1$-recovery refers to a technique of recovering a signal that is sparse in some transform domain from incomplete corrupted measurements. This includes total variation minimization as an important special case when the…

Information Theory · Computer Science 2015-10-28 Maryia Kabanava , Holger Rauhut , Hui Zhang

Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…

Machine Learning · Statistics 2017-02-27 Simon S. Du , Sivaraman Balakrishnan , Aarti Singh

In this paper we revisit one of the classical problems of compressed sensing. Namely, we consider linear under-determined systems with sparse solutions. A substantial success in mathematical characterization of an $\ell_1$ optimization…

Information Theory · Computer Science 2015-07-17 Mihailo Stojnic