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The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

We use the Sum of Squares method to develop new efficient algorithms for learning well-separated mixtures of Gaussians and robust mean estimation, both in high dimensions, that substantially improve upon the statistical guarantees achieved…

Data Structures and Algorithms · Computer Science 2017-11-21 Samuel B. Hopkins , Jerry Li

We develop a multidimensional version of Gradient-MUSIC for estimating the frequencies of a nonharmonic signal from noisy samples. The guiding principle is that frequency recovery should be based only on the signal subspace determined by…

Optimization and Control · Mathematics 2026-03-31 Albert Fannjiang , Weilin Li

Quantized compressive sensing (QCS) deals with the problem of representing compressive signal measurements with finite precision representation, i.e., a mandatory process in any practical sensor design. To characterize the signal…

Information Theory · Computer Science 2018-05-14 Chunlei Xu , Vincent Schellekens , Laurent Jacques

Signal sampling and reconstruction is a fundamental engineering task at the heart of signal processing. The celebrated Shannon-Nyquist theorem guarantees perfect signal reconstruction from uniform samples, obtained at a rate twice the…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Charilaos I. Kanatsoulis , Xiao Fu , Nicholas D. Sidiropoulos , Mehmet Akçakaya

The reconstruction of an unknown quantity from noisy measurements is a mathematical problem relevant in most applied sciences, for example, in medical imaging, radar inverse scattering, or astronomy. This underlying mathematical problem is…

Optimization and Control · Mathematics 2025-10-14 Nina M. Gottschling , David Iagaru , Jakob Gawlikowski , Ioannis Sgouralis

This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…

Information Theory · Computer Science 2019-09-04 Alex Dytso , Martina Cardone , H. Vincent Poor

We examine the problem of selecting a small set of linear measurements for reconstructing high-dimensional signals. Well-established methods for optimizing such measurements include principal component analysis (PCA), independent component…

Computer Vision and Pattern Recognition · Computer Science 2025-08-06 Ling-Qi Zhang , Zahra Kadkhodaie , Eero P. Simoncelli , David H. Brainard

In a noiseless linear estimation problem, one aims to reconstruct a vector x* from the knowledge of its linear projections y=Phi x*. There have been many theoretical works concentrating on the case where the matrix Phi is a random i.i.d.…

Machine Learning · Statistics 2020-01-22 Alia Abbara , Antoine Baker , Florent Krzakala , Lenka Zdeborová

We analyse the wavelet shrinkage algorithm of Donoho and Johnstone in order to assess the quality of the reconstruction of a signal obtained from noisy samples. We prove deviation bounds for the maximum of the squares of the error, and for…

Probability · Mathematics 2025-10-20 Dawei Hong , Jean-Camille Birget

We consider estimating a random vector from its noisy projections onto low dimensional subspaces constituting a fusion frame. A fusion frame is a collection of subspaces, for which the sum of the projection operators onto the subspaces is…

Functional Analysis · Mathematics 2007-09-17 Gitta Kutyniok , Ali Pezeshki , Robert Calderbank , Taotao Liu

We study the problem of reconstructing an unknown point in $\mathbb{R}^d$ from approximate linear queries. This setting arises naturally in applications ranging from low-dimensional remote sensing and signal recovery to high-dimensional…

Machine Learning · Computer Science 2026-05-20 Yuval Filmus , Shay Moran , Elizaveta Nesterova

In Ruckdeschel[10], we derive an asymptotic expansion of the maximal mean squared error (MSE) of location M-estimators on suitably thinned out, shrinking gross error neighborhoods. In this paper, we compile several consequences of this…

Statistics Theory · Mathematics 2010-06-02 Peter Ruckdeschel

Reconstruction error bounds in compressed sensing under Gaussian or uniform bounded noise do not translate easily to the case of Poisson noise. Reasons for this include the signal dependent nature of Poisson noise, and also the fact that…

Information Theory · Computer Science 2017-09-26 Sukanya Patil , Karthik Gurumoorthy , Ajit Rajwade

In information fusion, one is often confronted with the following problem: given a preexisting set of measurements about an unknown quantity, what new measurements should one collect in order to accomplish a given fusion task with optimal…

Functional Analysis · Mathematics 2015-05-28 Matthew Fickus , Dustin G. Mixon , Miriam J. Poteet

Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the observed portion of an augmented regularly-spaced data set. We…

Statistics Theory · Mathematics 2007-06-13 Thomas C. M. Lee , Xiao-Li Meng

Reconstruction fidelity of sparse signals contaminated by sparse noise is considered. Statistical mechanics inspired tools are used to show that the l1-norm based convex optimization algorithm exhibits a phase transition between the…

Information Theory · Computer Science 2013-09-17 Mikko Vehkapera , Yoshiyuki Kabashima , Saikat Chatterjee

We provide a complete characterization of the randomized Kaczmarz algorithm (RKA) for inconsistent linear systems. The Kaczmarz algorithm, known in some fields as the algebraic reconstruction technique, is a classical method for solving…

Numerical Analysis · Mathematics 2015-02-05 Chuang Wang , Ameya Agaskar , Yue M. Lu

This paper addresses the deconvolution problem of estimating a square-integrable probability density from observations contaminated with additive measurement errors having a known density. The estimator begins with a density estimate of the…

Statistics Theory · Mathematics 2023-04-12 David Kent , David Ruppert

We consider the case when a set of spatially distributed sensors make local observations which are noisy versions of a signal of interest. Each sensor transmits compressed information about its measurements to the fusion center which should…

Information Theory · Computer Science 2015-08-20 Alex Grant , Anatoli Torokhti , Pablo Soto-Quiros