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Signals sparse in a transformation domain can be recovered from a reduced set of randomly positioned samples by using compressive sensing algorithms. Simple re- construction algorithms are presented in the first part of the paper. The…

Information Theory · Computer Science 2015-12-08 Ljubisa Stankovic , Isidora Stankovic

This paper concerns the performance of the LASSO (also knows as basis pursuit denoising) for recovering sparse signals from undersampled, randomized, noisy measurements. We consider the recovery of the signal $x_o \in \mathbb{R}^N$ from $n$…

Statistics Theory · Mathematics 2013-09-26 Ali Mousavi , Arian Maleki , Richard G. Baraniuk

A classical problem that arises in numerous signal processing applications asks for the reconstruction of an unknown, $k$-sparse signal $x_0\in R^n$ from underdetermined, noisy, linear measurements $y=Ax_0+z\in R^m$. One standard approach…

Statistics Theory · Mathematics 2015-02-18 Christos Thrampoulidis , Ashkan Panahi , Daniel Guo , Babak Hassibi

We present a strategy for the recovery of a sparse solution of a common problem in acoustic engineering, which is the reconstruction of sound source levels and locations applying microphone array measurements. The considered task bears…

Optimization and Control · Mathematics 2016-07-04 Laurent Hoeltgen , Michael Breuß , Gert Herold , Ennes Sarradj

We study the Compressed Sensing (CS) problem, which is the problem of finding the most sparse vector that satisfies a set of linear measurements up to some numerical tolerance. We introduce an $\ell_2$ regularized formulation of CS which we…

Signal Processing · Electrical Eng. & Systems 2024-07-15 Dimitris Bertsimas , Nicholas A. G. Johnson

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

We investigate non-negative least squares (NNLS) for the recovery of sparse non-negative vectors from noisy linear and biased measurements. We build upon recent results from [1] showing that for matrices whose row-span intersects the…

Information Theory · Computer Science 2019-12-30 Yonatan Shadmi , Peter Jung , Giuseppe Caire

This paper describes performance bounds for compressed sensing in the presence of Poisson noise when the underlying signal, a vector of Poisson intensities, is sparse or compressible (admits a sparse approximation). The signal-independent…

Information Theory · Computer Science 2009-04-30 Rebecca M. Willett , Maxim Raginsky

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

One of the most prominent methods for uncertainty quantification in high-dimen-sional statistics is the desparsified LASSO that relies on unconstrained $\ell_1$-minimization. The majority of initial works focused on real (sub-)Gaussian…

Information Theory · Computer Science 2023-09-14 Frederik Hoppe , Felix Krahmer , Claudio Mayrink Verdun , Marion I. Menzel , Holger Rauhut

Compressive sensing (CS) is a technique for estimating a sparse signal from the random measurements and the measurement matrix. Traditional sparse signal recovery methods have seriously degeneration with the measurement matrix uncertainty…

Information Theory · Computer Science 2011-06-21 Yipeng Liu , Qun Wan , Fei Wen , Jia Xu , Yingning Peng

Model-based compressed sensing refers to compressed sensing with extra structure about the underlying sparse signal known a priori. Recent work has demonstrated that both for deterministic and probabilistic models imposed on the signal,…

Information Theory · Computer Science 2015-09-07 Sidhant Misra , Pablo A. Parrilo

This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary.…

Numerical Analysis · Mathematics 2015-03-17 Emmanuel J. Candes , Yonina C. Eldar , Deanna Needell , Paige Randall

We proposed a weighted l1 minimization to recover a sparse signal vector and the corrupted noise vector from a linear measurement when the sensing matrix A is an m by n row i.i.d subgaussian matrix. We obtain both uniform and nonuniform…

Information Theory · Computer Science 2016-01-25 Dongcai Su

In this paper, we develop a framework to design sensing matrices for compressive sensing applications that lead to good mean squared error (MSE) performance subject to sensing cost constraints. By capitalizing on the MSE of the oracle…

Information Theory · Computer Science 2021-01-28 Wei Chen , Miguel R. D. Rodrigues , Ian Wassell

Compressed sensing with subsampled unitary matrices benefits from \emph{optimized} sampling schemes, which feature improved theoretical guarantees and empirical performance relative to uniform subsampling. We provide, in a first of its kind…

Machine Learning · Statistics 2025-04-03 Yaniv Plan , Matthew S. Scott , Xia Sheng , Ozgur Yilmaz

We compute approximate solutions to L0 regularized linear regression using L1 regularization, also known as the Lasso, as an initialization step. Our algorithm, the Lass-0 ("Lass-zero"), uses a computationally efficient stepwise search to…

Machine Learning · Statistics 2016-02-18 William Herlands , Maria De-Arteaga , Daniel Neill , Artur Dubrawski

This article extends the concept of compressed sensing to signals that are not sparse in an orthonormal basis but rather in a redundant dictionary. It is shown that a matrix, which is a composition of a random matrix of certain type and a…

Probability · Mathematics 2010-11-10 Holger Rauhut , Karin Schnass , Pierre Vandergheynst

Goal: This paper deals with the problems that some EEG signals have no good sparse representation and single channel processing is not computationally efficient in compressed sensing of multi-channel EEG signals. Methods: An optimization…

Information Theory · Computer Science 2015-06-30 Yipeng Liu , Maarten De Vos , Sabine Van Huffel

The traditional compressed sensing approach is naturally offline, in that it amounts to sparsely sampling and reconstructing a given dataset. Recently, an online algorithm for performing compressed sensing on streaming data was proposed:…

Optimization and Control · Mathematics 2016-05-10 Pantelis Sopasakis , Nikolaos Freris , Panagiotis Patrinos
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