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We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…

Methodology · Statistics 2023-11-27 Per August Jarval Moen , Ingrid Kristine Glad , Martin Tveten

This paper proposes a simple adaptive sensing and group testing algorithm for sparse signal recovery. The algorithm, termed Compressive Adaptive Sense and Search (CASS), is shown to be near-optimal in that it succeeds at the lowest possible…

Information Theory · Computer Science 2014-04-30 Matthew L. Malloy , Robert D. Nowak

Compressive sensing has been receiving a great deal of interest from researchers in many areas because of its ability in speeding up data acquisition. This framework allows fast signal acquisition and compression when signals are sparse in…

Information Theory · Computer Science 2020-03-17 Fatima Salahdine , Elias Ghribi , Naima Kaabouch

Compressed sensing is a recent set of mathematical results showing that sparse signals can be exactly reconstructed from a small number of linear measurements. Interestingly, for ideal sparse signals with no measurement noise, random…

Information Theory · Computer Science 2009-01-28 Hyun Sung Chang , Yair Weiss , William T. Freeman

Intensively growing approach in signal processing and acquisition, the Compressive Sensing approach, allows sparse signals to be recovered from small number of randomly acquired signal coefficients. This paper analyses some of the commonly…

Signal Processing · Electrical Eng. & Systems 2018-02-21 Tamara Koljensic , Caslav Labudovic

In this paper, the joint support recovery of several sparse signals whose supports present similarities is examined. Each sparse signal is acquired using the same noisy linear measurement process, which returns fewer observations than the…

Information Theory · Computer Science 2017-02-20 Jean-François Determe , Jérôme Louveaux , Laurent Jacques , François Horlin

The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…

Optimization and Control · Mathematics 2025-07-10 Jamiree Harrison , Enoch Yeung

Smart Grid systems not only transport electric energy but also information which will be active part of the electricity supply system. This has led to the introduction of intelligent components on all layers of the electrical grid in power…

Systems and Control · Computer Science 2016-08-24 Mohammed S. Kemal , Rasmus L. Olsen

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

We consider the problems of detection and localization of a contiguous block of weak activation in a large matrix, from a small number of noisy, possibly adaptive, compressive (linear) measurements. This is closely related to the problem of…

Machine Learning · Statistics 2013-06-26 Sivaraman Balakrishnan , Mladen Kolar , Alessandro Rinaldo , Aarti Singh

Compressive Sensing, which offers exact reconstruction of sparse signal from a small number of measurements, has tremendous potential for trajectory compression. In order to optimize the compression, trajectory compression algorithms need…

Information Theory · Computer Science 2013-07-29 Rajib Rana , Mingrui Yang , Tim Wark , Chun Tung Chou , Wen Hu

Active sensing refers to the process of choosing or tuning a set of sensors in order to track an underlying system in an efficient and accurate way. In a wireless environment, among the several kinds of features extracted by traditional…

Information Theory · Computer Science 2016-05-30 Alessandro Biason , Urbashi Mitra , Michele Zorzi

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the…

Information Theory · Computer Science 2023-07-19 Gabor Braun , Sebastian Pokutta , Yao Xie

In this paper we investigate the problem of detecting dynamically evolving signals. We model the signal as an $n$ dimensional vector that is either zero or has $s$ non-zero components. At each time step $t\in \mathbb{N}$ the non-zero…

Statistics Theory · Mathematics 2017-11-15 Rui M. Castro , Ervin Tánczos

In this note, we develop an adaptive observer for a class of nonlinear systems with switched unknown parameters to estimate the states and parameters simultaneously. The main challenge lies in how to eliminate the disturbance effect of…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Tong Liu , Zengjie Zhang , Fangzhou Liu , Martin Buss

Compressed sensing (CS) is an emerging field that has attracted considerable research interest over the past few years. Previous review articles in CS limit their scope to standard discrete-to-discrete measurement architectures using…

Information Theory · Computer Science 2011-07-29 Marco F. Duarte , Yonina C. Eldar

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in…

Machine Learning · Statistics 2013-12-18 Nikolaos M. Freris , Orhan Öçal , Martin Vetterli

Sparsity driven signal processing has gained tremendous popularity in the last decade. At its core, the assumption is that the signal of interest is sparse with respect to either a fixed transformation or a signal dependent dictionary. To…

Computer Vision and Pattern Recognition · Computer Science 2014-06-10 Yuanming Suo , Minh Dao , Umamahesh Srinivas , Vishal Monga , Trac D. Tran

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

In this paper we consider estimation of sparse covariance matrices and propose a thresholding procedure which is adaptive to the variability of individual entries. The estimators are fully data driven and enjoy excellent performance both…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu
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