Related papers: An explicit sparse recovery scheme in the L1-norm
The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…
In the trace reconstruction problem our goal is to learn an unknown string $x\in \{0,1\}^n$ given independent traces of $x$. A trace is obtained by independently deleting each bit of $x$ with some probability $\delta$ and concatenating the…
The minimum degree algorithm is one of the most widely-used heuristics for reducing the cost of solving large sparse systems of linear equations. It has been studied for nearly half a century and has a rich history of bridging techniques…
The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…
L1-minimization refers to finding the minimum L1-norm solution to an underdetermined linear system b=Ax. Under certain conditions as described in compressive sensing theory, the minimum L1-norm solution is also the sparsest solution. In…
Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…
We demonstrate that the best $k$-sparse approximation of a length-$n$ vector can be recovered within a $(1+\epsilon)$-factor approximation in $O((k/\epsilon) \log n)$ time using a non-adaptive linear sketch with $O((k/\epsilon) \log n)$…
We introduce a two step algorithm with theoretical guarantees to recover a jointly sparse and low-rank matrix from undersampled measurements of its columns. The algorithm first estimates the row subspace of the matrix using a set of common…
This work addresses the problem of estimating proton density and T1 maps from two partially sampled K-space scans such that the total acquisition time remains approximately the same as a single scan. Existing multi parametric non linear…
We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…
We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…
We address the issue of recovering the structure of large sparse directed acyclic graphs from noisy observations of the system. We propose a novel procedure based on a specific formulation of the l1-norm regularized maximum likelihood,…
We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…
Auto-Encoders are unsupervised models that aim to learn patterns from observed data by minimizing a reconstruction cost. The useful representations learned are often found to be sparse and distributed. On the other hand, compressed sensing…
From a numerical analysis perspective, assessing the robustness of l1-minimization is a fundamental issue in compressed sensing and sparse regularization. Yet, the recovery guarantees available in the literature usually depend on a priori…
We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…
We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…
We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…
Compressive sensing aims to recover a high-dimensional sparse signal from a relatively small number of measurements. In this paper, a novel design of the measurement matrix is proposed. The design is inspired by the construction of…
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…