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We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features.…

Information Theory · Computer Science 2017-02-17 Cem Aksoylar , George Atia , Venkatesh Saligrama

The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy…

Information Theory · Computer Science 2020-09-29 Lan V. Truong , Jonathan Scarlett

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Statistics Theory · Mathematics 2016-11-17 D. Motamedvaziri , M. H. Rohban , V. Saligrama

We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy…

Information Theory · Computer Science 2010-03-04 Yuzhe Jin , Young-Han Kim , Bhaskar D. Rao

We derive an information-theoretic lower bound for sample complexity in sparse recovery problems where inputs can be chosen sequentially and adaptively. This lower bound is in terms of a simple mutual information expression and unifies many…

Information Theory · Computer Science 2014-04-30 Cem Aksoylar , Venkatesh Saligrama

The effectiveness of using model sparsity as a priori information when solving linear inverse problems is studied. We investigate the reconstruction quality of such a method in the non-idealized case and compute some typical recovery errors…

Numerical Analysis · Mathematics 2010-07-19 Ignace Loris , Caroline Verhoeven

The performance of estimating the common support for jointly sparse signals based on their projections onto lower-dimensional space is analyzed. Support recovery is formulated as a multiple-hypothesis testing problem. Both upper and lower…

Information Theory · Computer Science 2009-11-05 Gongguo Tang , Arye Nehorai

We analyze the asymptotic performance of sparse signal recovery from noisy measurements. In particular, we generalize some of the existing results for the Gaussian case to subgaussian and other ensembles. An achievable result is presented…

Information Theory · Computer Science 2009-04-30 Paul Tune , Sibiraj Bhaskaran Pillai , Stephen Hanly

In compressive sensing, sparse signals are recovered from underdetermined noisy linear observations. One of the interesting problems which attracted a lot of attention in recent times is the support recovery or sparsity pattern recovery…

Information Theory · Computer Science 2010-04-26 Subhojit Som , Lee C Potter

The population recovery problem is a basic problem in noisy unsupervised learning that has attracted significant research attention in recent years [WY12,DRWY12, MS13, BIMP13, LZ15,DST16]. A number of different variants of this problem have…

Data Structures and Algorithms · Computer Science 2017-03-07 Anindya De , Ryan O'Donnell , Rocco Servedio

In this paper, we study the support recovery guarantees of underdetermined sparse regression using the $\ell_1$-norm as a regularizer and a non-smooth loss function for data fidelity. More precisely, we focus in detail on the cases of…

Information Theory · Computer Science 2016-11-04 Kévin Degraux , Gabriel Peyré , Jalal M. Fadili , Laurent Jacques

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Machine Learning · Statistics 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Mixture models are widely used to fit complex and multimodal datasets. In this paper we study mixtures with high dimensional sparse latent parameter vectors and consider the problem of support recovery of those vectors. While parameter…

Machine Learning · Computer Science 2022-09-13 Arya Mazumdar , Soumyabrata Pal

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

The problem of recovering the sparsity pattern of a fixed but unknown vector $\beta^* \in \real^p based on a set of $n$ noisy observations arises in a variety of settings, including subset selection in regression, graphical model selection,…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…

Statistics Theory · Mathematics 2008-06-04 Wei Wang , Martin J. Wainwright , Kannan Ramchandran
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