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This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort. The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal…

Methodology · Statistics 2013-04-03 Dennis Wei , Alfred O. Hero

This paper gives a precise characterization of the fundamental limits of adaptive sensing for diverse estimation and testing problems concerning sparse signals. We consider in particular the setting introduced in (IEEE Trans. Inform. Theory…

Statistics Theory · Mathematics 2014-10-16 Rui M. Castro

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

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 many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential data collection procedures are known by different names,…

Statistics Theory · Mathematics 2013-11-28 Ervin Tánczos , Rui M. Castro

In sparse target inference problems it has been shown that significant gains can be achieved by adaptive sensing using convex criteria. We generalize previous work on adaptive sensing to (a) include multiple classes of targets with…

Information Theory · Computer Science 2014-09-30 Gregory E. Newstadt , Beipeng Mu , Dennis Wei , Jonathan P. How , Alfred O. Hero

This paper studies the problem of power allocation in compressed sensing when different components in the unknown sparse signal have different probability to be non-zero. Given the prior information of the non-uniform sparsity and the total…

Information Theory · Computer Science 2014-05-12 Xiaochen Zhao , Wei Dai

Oversampled adaptive sensing (OAS) is a recently proposed Bayesian framework which sequentially adapts the sensing basis. In OAS, estimation quality is, in each step, measured by conditional mean squared errors (MSEs), and the basis for the…

Information Theory · Computer Science 2018-11-16 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…

Information Theory · Computer Science 2018-02-12 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

An adaptive nonparametric estimation procedure is constructed for the estimation problem of heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound for a quadratic risk (an oracle…

Statistics Theory · Mathematics 2008-12-18 Leonid Galtchouk , Serguey Pergamenshchikov

This paper investigates the problem of recovering the support of structured signals via adaptive compressive sensing. We examine several classes of structured support sets, and characterize the fundamental limits of accurately recovering…

Statistics Theory · Mathematics 2016-09-05 Rui M. Castro , Ervin Tánczos

The goal of (stable) sparse recovery is to recover a $k$-sparse approximation $x*$ of a vector $x$ from linear measurements of $x$. Specifically, the goal is to recover $x*$ such that ||x-x*||_p <= C min_{k-sparse x'} ||x-x'||_q for some…

Data Structures and Algorithms · Computer Science 2011-10-19 Piotr Indyk , Eric Price , David P. Woodruff

While adaptive sensing has provided improved rates of convergence in sparse regression and classification, results in nonparametric regression have so far been restricted to quite specific classes of functions. In this paper, we describe an…

Statistics Theory · Mathematics 2015-03-20 Adam D. Bull

This paper considers the problem of resource-constrained and noise-limited localization and estimation of dynamic targets that are sparsely distributed over a large area. We generalize an existing framework [Bashan et al, 2008] for adaptive…

Information Theory · Computer Science 2014-04-09 Gregory E. Newstadt , Dennis L. Wei , Alfred O. Hero

Exploiting intrinsic structures in sparse signals underpins the recent progress in compressive sensing (CS). The key for exploiting such structures is to achieve two desirable properties: generality (\ie, the ability to fit a wide range of…

Signal Processing · Electrical Eng. & Systems 2018-12-26 Suwichaya Suwanwimolkul , Lei Zhang , Dong Gong , Zhen Zhang , Chao Chen , Damith C. Ranasinghe , Qinfeng Shi

We consider the problem of pointwise estimation of multi-dimensional signals $s$, from noisy observations $(y_\tau)$ on the regular grid $\bZd$. Our focus is on the adaptive estimation in the case when the signal can be well recovered using…

Statistics Theory · Mathematics 2008-09-05 Anatoli Juditsky , Arkadii S. Nemirovski

A sparse or compressible signal can be recovered from a certain number of noisy random projections, smaller than what dictated by classic Shannon/Nyquist theory. In this paper, we derive the closed-form expression of the mean square error…

Information Theory · Computer Science 2014-03-10 Giulio Coluccia , Aline Roumy , Enrico Magli

We consider the problem of recovering of continuous multi-dimensional functions from the noisy observations over the regular grid. Our focus is at the adaptive estimation in the case when the function can be well recovered using a linear…

Statistics Theory · Mathematics 2009-03-06 Anatoli Iouditski , Arkadii S. Nemirovski

Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…

Information Theory · Computer Science 2023-06-28 Simon Ruetz

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
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