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This paper studies the problem of accurately recovering a structured signal from a small number of corrupted sub-Gaussian measurements. We consider three different procedures to reconstruct signal and corruption when different kinds of…

Information Theory · Computer Science 2017-09-19 Jinchi Chen , Yulong Liu

In this paper, we study the issue of estimating a structured signal $x_0 \in \mathbb{R}^n$ from non-linear and noisy Gaussian observations. Supposing that $x_0$ is contained in a certain convex subset $K \subset \mathbb{R}^n$, we prove that…

Statistics Theory · Mathematics 2017-02-21 Martin Genzel

This paper considers the problem of recovering a one or two dimensional discrete signal which is approximately sparse in its discrete gradient from an incomplete subset of its discrete Fourier coefficients which have been corrupted with…

Numerical Analysis · Mathematics 2015-06-10 Clarice Poon

When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…

Methodology · Statistics 2020-11-11 Richard Creswell , Ben Lambert , Chon Lok Lei , Martin Robinson , David Gavaghan

In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

A host of problems involve the recovery of structured signals from a dimensionality reduced representation such as a random projection; examples include sparse signals (compressive sensing) and low-rank matrices (matrix completion). Given…

Information Theory · Computer Science 2012-05-22 Shirin Jalali , Arian Maleki , Richard Baraniuk

We investigate the dynamical sampling space-time trade-off problem within a graph setting. Specifically, we derive necessary and sufficient conditions for space-time sampling that enable the reconstruction of an initial band-limited signal…

Information Theory · Computer Science 2024-11-20 Akram Aldroubi , Victor Bailey , Ilya Krishtal , Brendan Miller , Armenak Petrosyan

Suppose that we observe noisy linear measurements of an unknown signal that can be modeled as the sum of two component signals, each of which arises from a nonlinear sub-manifold of a high dimensional ambient space. We introduce SPIN, a…

Information Theory · Computer Science 2012-06-11 Chinmay Hegde , Richard G. Baraniuk

A noisy Gaussian channel is defined as a channel in which an input field mode is subjected to random Gaussian displacements in phase space. We introduce the quantum fidelity of a Gaussian channel for pure and mixed input states, and we…

Quantum Physics · Physics 2007-05-23 Carlton M. Caves , Krzysztof Wodkiewicz

In this article, we review the literature on design and analysis of recursive algorithms for reconstructing a time sequence of sparse signals from compressive measurements. The signals are assumed to be sparse in some transform domain or in…

Information Theory · Computer Science 2016-06-29 Namrata Vaswani , Jinchun Zhan

This paper reports an effort to consolidate numerous coherence-based sparse signal recovery results available in the literature. We present a single theory that applies to general Hilbert spaces with the sparsity of a signal defined as the…

Information Theory · Computer Science 2012-05-22 Graeme Pope , Helmut Bölcskei

For information transmission a discrete time channel with independent additive Gaussian noise is used. There is also another channel with independent additive Gaussian noise (the feedback channel), and the transmitter observes without delay…

Information Theory · Computer Science 2015-01-21 Marat V. Burnashev , Hirosuke Yamamoto

We consider the problem of quickly detecting a signal in a sensor network when the subset of sensors in which signal may be present is completely unknown. We formulate this problem as a sequential hypothesis testing problem with a simple…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , Alexander Tartakovsky

In recent years, there is a growing need for processing methods aimed at extracting useful information from large datasets. In many cases the challenge is to discover a low-dimensional structure in the data, often concealed by the existence…

Statistics Theory · Mathematics 2019-06-05 Yariv Aizenbud , Boris Landa , Yoel Shkolnisky

We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

Motivated by the classical work on finite noisy automata (Gray 1982, G\'{a}cs 2001, Gray 2001) and by the recent work on broadcasting on grids (Makur, Mossel, and Polyanskiy 2022), we introduce Gaussian variants of these models. These…

Information Theory · Computer Science 2024-02-20 Pakawut Jiradilok , Elchanan Mossel

As an example of the recently-introduced concept of rate of innovation, signals that are linear combinations of a finite number of Diracs per unit time can be acquired by linear filtering followed by uniform sampling. However, in reality,…

Applications · Statistics 2009-03-09 Vincent Y. F. Tan , Vivek K. Goyal

A different compressive sensing framework, convolution with white noise waveform followed by subsampling at fixed (not randomly selected) locations, is studied in this paper. We show that its recoverability for sparse signals depends on the…

Optimization and Control · Mathematics 2009-09-30 Yin Xiang , Lianlin Li , Fang Li

We introduce a signal processing model for signals in non-white noise, where the exact noise spectrum is a priori unknown. The model is based on a Student's t distribution and constitutes a natural generalization of the widely used normal…

Methodology · Statistics 2015-03-13 Christian Röver , Renate Meyer , Nelson Christensen

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky