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Recently, the precise performance of the Generalized LASSO algorithm for recovering structured signals from compressed noisy measurements, obtained via i.i.d. Gaussian matrices, has been characterized. The analysis is based on a framework…

Information Theory · Computer Science 2015-03-26 Christos Thrampoulidis , Babak Hassibi

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

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

Optimization and Control · Mathematics 2019-12-30 Thomas Zhang

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

In the context of multiple regression model, suppose that the vector parameter of interest \beta is subjected to lie in the subspace hypothesis H\beta = h, where this restriction is based on either additional information or prior knowledge.…

Statistics Theory · Mathematics 2015-05-13 M. Norouzirad , M. Arashi , A. K. Md. Ehsanes Saleh

We study a family of sparse estimators defined as minimizers of some empirical Lipschitz loss function -- which include the hinge loss, the logistic loss and the quantile regression loss -- with a convex, sparse or group-sparse…

Machine Learning · Statistics 2021-09-23 Antoine Dedieu

Recent advances in noiseless non-adaptive group testing have led to a precise asymptotic characterization of the number of tests required for high-probability recovery in the sublinear regime $k = n^{\theta}$ (with $\theta \in (0,1)$), with…

Data Structures and Algorithms · Computer Science 2021-12-24 Oliver Gebhard , Max Hahn-Klimroth , Olaf Parczyk , Manuel Penschuck , Maurice Rolvien , Jonathan Scarlett , Nelvin Tan

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

Compressed sensing allows for the recovery of sparse signals from few measurements, whose number is proportional to the sparsity of the unknown signal, up to logarithmic factors. The classical theory typically considers either random linear…

Functional Analysis · Mathematics 2025-04-02 Giovanni S. Alberti , Alessandro Felisi , Matteo Santacesaria , S. Ivan Trapasso

The arrival of AI techniques in computations, with the potential for hallucinations and non-robustness, has made trustworthiness of algorithms a focal point. However, trustworthiness of the many classical approaches are not well understood.…

Optimization and Control · Mathematics 2023-12-19 Alexander Bastounis , Felipe Cucker , Anders C. Hansen

We have developed an approximate signal recovery algorithm with low computational cost for compressed sensing on the basis of randomly constructed sparse measurement matrices. The law of large numbers and the central limit theorem suggest…

Information Theory · Computer Science 2011-02-21 Yoshiyuki Kabashima , Tadashi Wadayama

In this paper, we analyze the generalization performance of the Iterative Hard Thresholding (IHT) algorithm widely used for sparse recovery problems. The parameter estimation and sparsity recovery consistency of IHT has long been known in…

Machine Learning · Statistics 2022-03-18 Xiao-Tong Yuan , Ping Li

The newly proposed $l_1$ norm constraint zero-point attraction Least Mean Square algorithm (ZA-LMS) demonstrates excellent performance on exact sparse system identification. However, ZA-LMS has less advantage against standard LMS when the…

Information Theory · Computer Science 2013-03-12 Jian Jin , Qing Qu , Yuantao Gu

A new variant of the Compressed Sensing problem is investigated when the number of measurements corrupted by errors is upper bounded by some value l but there are no more restrictions on errors. We prove that in this case it is enough to…

Information Theory · Computer Science 2015-09-25 Grigory Kabatiansky , Cedric Tavernier , Serge Vladuts

Typical dimension reduction techniques for nonoverlapping sparse optimization involve screening or sieving strategies based on a dual certificate derived from the first-order optimality condition, approximating the gradients or exploiting…

Optimization and Control · Mathematics 2026-01-29 Yifan Bai , Clarice Poon , Jingwei Liang

The main contribution of this paper is a mathematical definition of statistical sparsity, which is expressed as a limiting property of a sequence of probability distributions. The limit is characterized by an exceedance measure~$H$ and a…

Methodology · Statistics 2018-05-24 Peter McCullagh , Nicholas Polson

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

In the problem of adaptive compressed sensing, one wants to estimate an approximately $k$-sparse vector $x\in\mathbb{R}^n$ from $m$ linear measurements $A_1 x, A_2 x,\ldots, A_m x$, where $A_i$ can be chosen based on the outcomes $A_1…

Data Structures and Algorithms · Computer Science 2018-04-26 Vasileios Nakos , Xiaofei Shi , David P. Woodruff , Hongyang Zhang

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

Information Theory · Computer Science 2013-11-13 Florent Krzakala , Marc Mézard , Lenka Zdeborová