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We propose and analyze an online algorithm for reconstructing a sequence of signals from a limited number of linear measurements. The signals are assumed sparse, with unknown support, and evolve over time according to a generic nonlinear…

Optimization and Control · Mathematics 2015-03-12 Joao F. C. Mota , Nikos Deligiannis , Aswin C. Sankaranarayanan , Volkan Cevher , Miguel R. D. Rodrigues

The Kaczmarz method for solving a linear system $Ax = b$ interprets such a system as a collection of equations $\left\langle a_i, x\right\rangle = b_i$, where $a_i$ is the $i-$th row of $A$, then picks such an equation and corrects $x_{k+1}…

Numerical Analysis · Mathematics 2021-09-15 Stefan Steinerberger

When solving noisy linear systems Ax = b + c, the theoretical and empirical performance of stochastic iterative methods, such as the Randomized Kaczmarz algorithm, depends on the noise level. However, if there are a small number of highly…

Numerical Analysis · Mathematics 2023-08-17 Jamie Haddock , Anna Ma , Elizaveta Rebrova

Compressive Sensing (CS) stipulates that a sparse signal can be recovered from a small number of linear measurements, and that this recovery can be performed efficiently in polynomial time. The framework of model-based compressive sensing…

Information Theory · Computer Science 2015-04-22 Chinmay Hegde , Piotr Indyk , Ludwig Schmidt

We present a new framework for the analysis and design of randomized algorithms for solving various types of linear systems, including consistent or inconsistent, full rank or rank-deficient. Our method is formulated with four randomized…

Optimization and Control · Mathematics 2022-08-25 Deren Han , Jiaxin Xie

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

We investigate a power-constrained sensing matrix design problem for a compressed sensing framework. We adopt a mean square error (MSE) performance criterion for sparse source reconstruction in a system where the source-to-sensor channel…

Information Theory · Computer Science 2014-09-29 Amirpasha Shirazinia , Subhrakanti Dey

The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized randomization scheme for this algorithm, which is related…

Systems and Control · Computer Science 2016-11-17 Liang Dai , Mojtaba Soltanalian , Kristiaan Pelckmans

We address the problem of sparse recovery in an online setting, where random linear measurements of a sparse signal are revealed sequentially and the objective is to recover the underlying signal. We propose a reweighted least squares (RLS)…

Machine Learning · Computer Science 2017-06-30 Subhadip Mukherjee , Deepak R. , Huaijin Chen , Ashok Veeraraghavan , Chandra Sekhar Seelamantula

When solving linear systems $Ax=b$, $A$ and $b$ are given, but the measurements $b$ often contain corruptions. Inspired by recent work on the quantile-randomized Kaczmarz method, we propose an acceleration of the randomized Kaczmarz method…

Numerical Analysis · Mathematics 2024-10-18 Emeric Battaglia , Anna Ma

In this paper, we propose and analyze an accelerated linearized Bregman (ALB) method for solving the basis pursuit and related sparse optimization problems. This accelerated algorithm is based on the fact that the linearized Bregman (LB)…

Optimization and Control · Mathematics 2011-06-28 Bo Huang , Shiqian Ma , Donald Goldfarb

Optimizing the acquisition matrix is useful for compressed sensing of signals that are sparse in overcomplete dictionaries, because the acquisition matrix can be adapted to the particular correlations of the dictionary atoms. In this paper…

Information Theory · Computer Science 2013-09-17 Nicolae Cleju

In this paper, we investigate power-constrained sensing matrix design in a sparse Gaussian linear dimensionality reduction framework. Our study is carried out in a single--terminal setup as well as in a multi--terminal setup consisting of…

Information Theory · Computer Science 2015-10-28 Amirpasha Shirazinia , Subhrakanti Dey

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

Federated learning is a privacy-preserving approach to train a global model at a central server by collaborating with wireless devices, each with its own local training data set. In this paper, we present a compressive sensing approach for…

Signal Processing · Electrical Eng. & Systems 2020-08-06 Yo-Seb Jeon , Mohammad Mohammadi Amiri , Jun Li , H. Vincent Poor

Massive multiple-input-multiple-output (M-MIMO) features a capability for spatial multiplexing of large number of users. This number becomes even more extreme in extra-large (XL-MIMO), a variant of M-MIMO where the antenna array is of very…

Information Theory · Computer Science 2021-05-25 Victor Croisfelt Rodrigues , Abolfazl Amiri , Taufik Abrão , Elisabeth de Carvalho , Petar Popovski

This letter proposes a novel distributed compressed estimation scheme for sparse signals and systems based on compressive sensing techniques. The proposed scheme consists of compression and decompression modules inspired by compressive…

Information Theory · Computer Science 2015-02-05 S. Xu , R. C. de Lamare , H. V. Poor

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

In many modern imaging applications the desire to reconstruct high resolution images, coupled with the abundance of data from acquisition using ultra-fast detectors, have led to new challenges in image reconstruction. A main challenge is…

Numerical Analysis · Mathematics 2020-06-24 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

Compressed sensing (CS) demonstrates that a sparse, or compressible signal can be acquired using a low rate acquisition process below the Nyquist rate, which projects the signal onto a small set of vectors incoherent with the sparsity…

Information Theory · Computer Science 2014-02-25 Yuli Sun , Jinxu Tao
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