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Existing nonconvex statistical optimization theory and methods crucially rely on the correct specification of the underlying "true" statistical models. To address this issue, we take a first step towards taming model misspecification by…

Machine Learning · Statistics 2017-12-19 Zhuoran Yang , Lin F. Yang , Ethan X. Fang , Tuo Zhao , Zhaoran Wang , Matey Neykov

In this paper a new result of recovery of sparse vectors from deterministic and noisy measurements by l1 minimization is given. The sparse vector is randomly chosen and follows a generic p-sparse model introduced by Candes and al. The main…

Optimization and Control · Mathematics 2012-12-04 Charles Dossal , Rémi Tesson

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

The paper considers the phase retrieval problem in N-dimensional complex vector spaces. It provides two sets of deterministic measurement vectors which guarantee signal recovery for all signals, excluding only a specific subspace and a…

Information Theory · Computer Science 2014-07-21 Volker Pohl , Fanny Yang , Holger Boche

The phase retrieval problem asks to recover a natural signal $y_0 \in \mathbb{R}^n$ from $m$ quadratic observations, where $m$ is to be minimized. As is common in many imaging problems, natural signals are considered sparse with respect to…

Information Theory · Computer Science 2018-07-12 Paul Hand , Oscar Leong , Vladislav Voroninski

In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…

Numerical Analysis · Mathematics 2021-10-15 Jian-Feng Cai , Jingzhi Li , Xiliang Lu , Juntao You

The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for…

Numerical Analysis · Mathematics 2013-09-24 Karthikeyan Natesan Ramamurthy , Jayaraman J. Thiagarajan , Andreas Spanias

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

We investigate the methods that simultaneously enforce sparsity and low-rank structure in a matrix as often employed for sparse phase retrieval problems or phase calibration problems in compressive sensing. We propose a new approach for…

Numerical Analysis · Computer Science 2014-03-20 Cagdas Bilen , Gilles Puy , Rémi Gribonval , Laurent Daudet

It was recently shown that the phase retrieval imaging of a sample can be modeled as a simple convolution process. Sometimes, such a convolution depends on physical parameters of the sample which are difficult to estimate a priori. In this…

Numerical Analysis · Mathematics 2017-02-20 Eduardo X. Miqueles , Nathaly L. Archilha , Marcelo R. Dos Anjos , Harry Westfahl , Elias S. Helou

We study the low-rank phase retrieval problem, where we try to recover a $d_1\times d_2$ low-rank matrix from a series of phaseless linear measurements. This is a fourth-order inverse problem, as we are trying to recover factors of matrix…

Information Theory · Computer Science 2020-07-07 Kiryung Lee , Sohail Bahmani , Yonina Eldar , Justin Romberg

Phase retrieval seeks to recover a signal x from the amplitude |Ax| of linear measurements. We cast the phase retrieval problem as a non-convex quadratic program over a complex phase vector and formulate a tractable relaxation (called…

Optimization and Control · Mathematics 2013-07-23 Irène Waldspurger , Alexandre d'Aspremont , Stéphane Mallat

The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…

Information Theory · Computer Science 2014-08-27 Peter Jung , Philipp Walk

Generally, phase retrieval problem can be viewed as the reconstruction of a function/signal from only the magnitude of the linear measurements. These measurements can be, for example, the Fourier transform of the density function.…

Optimization and Control · Mathematics 2019-11-21 Bing Gao , Haixia Liu , Yang Wang

The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

Given a dictionary that consists of multiple blocks and a signal that lives in the range space of only a few blocks, we study the problem of finding a block-sparse representation of the signal, i.e., a representation that uses the minimum…

Optimization and Control · Mathematics 2015-05-27 Ehsan Elhamifar , Rene Vidal

In this paper, we consider the mixture of sparse linear regressions model. Let ${\beta}^{(1)},\ldots,{\beta}^{(L)}\in\mathbb{C}^n$ be $ L $ unknown sparse parameter vectors with a total of $ K $ non-zero coefficients. Noisy linear…

Information Theory · Computer Science 2018-08-03 Dong Yin , Ramtin Pedarsani , Yudong Chen , Kannan Ramchandran

The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…

Machine Learning · Statistics 2016-11-03 Konstantinos Benidis , Ying Sun , Prabhu Babu , Daniel P. Palomar

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu
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