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We study the intrinsic limitations of sequential convex optimization through the lens of feedback information theory. In the oracle model of optimization, an algorithm queries an {\em oracle} for noisy information about the unknown…

Information Theory · Computer Science 2011-09-12 Maxim Raginsky , Alexander Rakhlin

In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…

Machine Learning · Computer Science 2016-10-18 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

Structural seismic interpretation and quantitative characterization are historically intertwined processes. The latter provides estimates of properties of the subsurface which can be used to aid structural interpretation alongside the…

Geophysics · Physics 2021-10-13 Matteo Ravasi , Claire Emma Birnie

We consider the problem of recovering a function over the space of permutations (or, the symmetric group) over $n$ elements from given partial information; the partial information we consider is related to the group theoretic Fourier…

Statistics Theory · Mathematics 2011-06-21 Srikanth Jagabathula , Devavrat Shah

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

Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…

Optimization and Control · Mathematics 2026-04-09 Alberto De Marchi

Demixing is the problem of identifying multiple structured signals from a superimposed, undersampled, and noisy observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. When the…

Information Theory · Computer Science 2013-10-01 Michael B. McCoy , Joel A. Tropp

Light spectra are a very important source of information for diverse classification problems, e.g., for discrimination of materials. To lower the cost for acquiring this information, multispectral cameras are used. Several techniques exist…

Image and Video Processing · Electrical Eng. & Systems 2022-09-19 Frank Sippel , Jürgen Seiler , Nils Genser , André Kaup

Accurate interpolation of seismic data is crucial for improving the quality of imaging and interpretation. In recent years, deep learning models such as U-Net and generative adversarial networks have been widely applied to seismic data…

Most compressed sensing algorithms do not account for the effect of saturation in noisy compressed measurements, though saturation is an important consequence of the limited dynamic range of existing sensors. The few algorithms that handle…

Machine Learning · Computer Science 2021-02-09 Shuvayan Banerjee , Radhe Srivastava , Ajit Rajwade

The theory behind compressive sampling pre-supposes that a given sequence of observations may be exactly represented by a linear combination of a small number of basis vectors. In practice, however, even small deviations from an exact…

Optimization and Control · Mathematics 2014-06-30 Jonathan M. Nichols , Albert K. Oh , Rebecca M. Willett

The angular synchronization problem of estimating a set of unknown angles from their known noisy pairwise differences arises in various applications. It can be reformulated as a optimization problem on graphs involving the graph Laplacian…

Optimization and Control · Mathematics 2022-09-12 Frank Filbir , Felix Krahmer , Oleh Melnyk

Seismic data acquisition is often affected by various types of noise, which degrade data quality and hinder subsequent interpretation. Recovery of seismic data becomes particularly challenging in the presence of strong noise, which…

Geophysics · Physics 2025-10-07 Mingwei Wang , Yingtian Liu , Junheng Peng , Yong Li , Huating Li

We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…

Systems and Control · Computer Science 2017-11-07 Laurent Bako

Man-made environments typically comprise planar structures that exhibit numerous geometric relationships, such as parallelism, coplanarity, and orthogonality. Making full use of these relationships can considerably improve the robustness of…

Computer Vision and Pattern Recognition · Computer Science 2019-05-21 Yangbin Lin , Jialian Li , Cheng Wang , Zhonggui Chen , Zongyue Wang , Jonathan Li

In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…

Optimization and Control · Mathematics 2011-11-10 Tansu Alpcan

Seismic data processing plays a major role in seismic exploration as it conditions much of the seismic interpretation performance. In this context, generating reliable post-stack seismic data depends also on disposing of an efficient…

Image and Video Processing · Electrical Eng. & Systems 2020-10-30 Dario Augusto Borges Oliveira , Daniil Semin , Semen Zaytsev

Acquisition cost is a crucial bottleneck for seismic workflows, and low-rank formulations for data interpolation allow practitioners to `fill in' data volumes from critically subsampled data acquired in the field. Tremendous size of seismic…

Optimization and Control · Mathematics 2025-09-10 Rajiv Kumar , Oscar López , Damek Davis , Aleksandr Y. Aravkin , Felix J. Herrmann

In this effort, we propose a convex optimization approach based on weighted $\ell_1$-regularization for reconstructing objects of interest, such as signals or images, that are sparse or compressible in a wavelet basis. We recover the…

Image and Video Processing · Electrical Eng. & Systems 2019-09-17 Joseph Daws , Armenak Petrosyan , Hoang Tran , Clayton G. Webster

This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are…

Numerical Analysis · Mathematics 2024-03-11 Lexing Ying