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Sparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussian distribution. Poisson observations in particular are a…

Statistics Theory · Mathematics 2018-02-14 Xin Jiang , Patricia Reynaud-Bouret , Vincent Rivoirard , Laure Sansonnet , Rebecca Willett

Sparse linear regression with ill-conditioned Gaussian random designs is widely believed to exhibit a statistical/computational gap, but there is surprisingly little formal evidence for this belief, even in the form of examples that are…

Data Structures and Algorithms · Computer Science 2022-03-08 Jonathan A. Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Noise robust compressive sensing algorithm is considered. This algorithm allows an efficient signal reconstruction in the presence of different types of noise due to the possibility to change minimization norm. For instance, the commonly…

Information Theory · Computer Science 2015-02-23 Maja Lakicevic , Mitar Moracanin , Nadja Djerkovic

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

This note presents a unified analysis of the recovery of simple objects from random linear measurements. When the linear functionals are Gaussian, we show that an s-sparse vector in R^n can be efficiently recovered from 2s log n…

Information Theory · Computer Science 2012-03-01 Emmanuel Candes , Benjamin Recht

In this paper, the estimation problem for sparse reduced rank regression (SRRR) model is considered. The SRRR model is widely used for dimension reduction and variable selection with applications in signal processing, econometrics, etc. The…

Machine Learning · Statistics 2018-03-21 Ziping Zhao , Daniel P. Palomar

The recovery of structured signals from a few linear measurements is a central point in both compressed sensing (CS) and discrete tomography. In CS the signal structure is described by means of a low complexity model e.g. co-/sparsity. The…

Optimization and Control · Mathematics 2018-12-31 Jan Kuske , Stefania Petra

The goal of compressed sensing is to reconstruct a sparse signal under a few linear measurements far less than the dimension of the ambient space of the signal. However, many real-life applications in physics and biomedical sciences carry…

Optimization and Control · Mathematics 2017-08-29 Angang Cui , Jigen Peng , Haiyang Li

We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of…

Information Theory · Computer Science 2014-02-05 Rina Foygel , Lester Mackey

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

Sparse channel estimation for massive multiple-input multiple-output systems has drawn much attention in recent years. The required pilots are substantially reduced when the sparse channel state vectors can be reconstructed from a few…

Information Theory · Computer Science 2021-02-17 Pengxia Wu , Hui Ma , Julian Cheng

We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…

Machine Learning · Statistics 2024-03-08 Pierre Mergny , Justin Ko , Florent Krzakala , Lenka Zdeborová

This paper considers the penalized least squares estimator with arbitrary convex penalty. When the observation noise is Gaussian, we show that the prediction error is a subgaussian random variable concentrated around its median. We apply…

Statistics Theory · Mathematics 2016-09-22 Pierre C. Bellec , Alexandre B. Tsybakov

This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…

Numerical Analysis · Mathematics 2016-08-03 Kristian Bredies , Barbara Kaltenbacher , Elena Resmerita

This paper considers fundamental limits for solving sparse inverse problems in the presence of Poisson noise with physical constraints. Such problems arise in a variety of applications, including photon-limited imaging systems based on…

Statistics Theory · Mathematics 2014-03-27 Xin Jiang , Garvesh Raskutti , Rebecca Willett

In this paper, we consider the problem of state estimation through observations possibly corrupted with both bad data and additive observation noises. A mixed $\ell_1$ and $\ell_2$ convex programming is used to separate both sparse bad data…

Information Theory · Computer Science 2011-05-04 Weiyu Xu , Meng Wang , Ao Tang

This work deals with the ill-posed inverse problem of reconstructing a function $f$ given implicitly as the solution of $g = Af$, where $A$ is a compact linear operator with unknown singular values and known eigenfunctions. We observe the…

Statistics Theory · Mathematics 2013-02-28 Jan Johannes , Maik Schwarz

A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…

Numerical Analysis · Mathematics 2021-03-19 Darko Volkov

This article considers recovery of signals that are sparse or approximately sparse in terms of a (possibly) highly overcomplete and coherent tight frame from undersampled data corrupted with additive noise. We show that the properly…

Information Theory · Computer Science 2013-09-10 Junhong Lin , Song Li

Weak lensing experiments are a powerful probe of cosmology through their measurement of the mass distribution of the universe. A challenge for this technique is to control systematic errors that occur when measuring the shapes of distant…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-04 Alexandre Refregier , Tomasz Kacprzak , Adam Amara , Sarah Bridle , Barnaby Rowe