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This paper presents a novel method for recovering sparse vectors from linear models corrupted by Poisson noise. The contribution is twofold. First, an operator defined via the external division of two Bregman proximity operators is…

Machine Learning · Computer Science 2026-02-13 Kazuki Haishima , Kyohei Suzuki , Konstantinos Slavakis

Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the…

Information Theory · Computer Science 2007-09-04 Andrea Montanari

In the wild, we often encounter collections of sequential data such as electrocardiograms, motion capture, genomes, and natural language, and sequences may be multichannel or symbolic with nonlinear dynamics. We introduce a new method to…

Machine Learning · Computer Science 2024-06-12 Jonathan Y. Zhou , Yao Xie

This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear…

Optimization and Control · Mathematics 2015-04-27 Wei Pan , Ye Yuan , Jorge Gonçalves , Guy-Bart Stan

In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…

Numerical Analysis · Mathematics 2022-11-23 Jian-Feng Cai , Yuling Jiao , Xiliang Lu , Juntao You

We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In…

Information Theory · Computer Science 2013-11-12 Kishore Jaganathan , Samet Oymak , Babak Hassibi

A different compressive sensing framework, convolution with white noise waveform followed by subsampling at fixed (not randomly selected) locations, is studied in this paper. We show that its recoverability for sparse signals depends on the…

Optimization and Control · Mathematics 2009-09-30 Yin Xiang , Lianlin Li , Fang Li

Discrete-time systems under aperiodic sampling may serve as a modeling abstraction for a multitude of problems arising in cyber-physical and networked control systems. Recently, model- and data-based stability conditions for such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-28 Stefan Wildhagen , Julian Berberich , Matthias Hirche , Frank Allgöwer

Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems…

Machine Learning · Computer Science 2022-03-08 Holden Lee

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

This work introduces a novel approach for data-driven model reduction of time-dependent parametric partial differential equations. Using a multi-step procedure consisting of proper orthogonal decomposition, dynamic mode decomposition and…

Numerical Analysis · Mathematics 2022-11-23 Martin W. Hess , Annalisa Quaini , Gianluigi Rozza

We consider the demixing problem of two (or more) high-dimensional vectors from nonlinear observations when the number of such observations is far less than the ambient dimension of the underlying vectors. Specifically, we demonstrate an…

Machine Learning · Statistics 2017-01-25 Mohammadreza Soltani , Chinmay Hegde

We consider the inverse problem of reconstructing an unknown function $u$ from a finite set of measurements, under the assumption that $u$ is the trajectory of a transport-dominated problem with unknown input parameters. We propose an…

Numerical Analysis · Mathematics 2024-11-12 Olga Mula , Cecilia Pagliantini , Federico Vismara

In this work we proof that boson sampling with $N$ particles in $M$ modes is equivalent to short-time evolution with $N$ excitations in an XY model of $2N$ spins. This mapping is efficient whenever the boson bunching probability is small,…

Quantum Physics · Physics 2016-03-22 Borja Peropadre , Alan Aspuru-Guzik , Juan Jose Garcia-Ripoll

This paper deals with the problem of reconstructing a band-limited signal when a finite subset of its samples and of its derivative are missing. The technique used, due to P.J.S.G. Ferreira, is based on the use of a particular frame for…

Functional Analysis · Mathematics 2010-09-13 Paola Brianzi , Vincenza Del Prete

This paper concerns the problem of recovering an unknown but structured signal $x \in R^n$ from $m$ quadratic measurements of the form $y_r=|<a_r,x>|^2$ for $r=1,2,...,m$. We focus on the under-determined setting where the number of…

Machine Learning · Computer Science 2017-02-22 Mahdi Soltanolkotabi

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…

Information Theory · Computer Science 2015-06-16 Afonso S. Bandeira , Dustin G. Mixon

In many data acquisition systems it is common to observe signals whose amplitudes have been clipped. We present two new algorithms for recovering a clipped signal by leveraging the model assumption that the underlying signal is sparse in…

Information Theory · Computer Science 2011-10-25 Alejandro J. Weinstein , Michael B. Wakin

This work proposes a decentralized, iterative, Bayesian algorithm called CB-DSBL for in-network estimation of multiple jointly sparse vectors by a network of nodes, using noisy and underdetermined linear measurements. The proposed algorithm…

Machine Learning · Computer Science 2016-11-15 Saurabh Khanna , Chandra R. Murthy

A conditional sampling oracle for a probability distribution D returns samples from the conditional distribution of D restricted to a specified subset of the domain. A recent line of work (Chakraborty et al. 2013 and Cannone et al. 2014)…

Data Structures and Algorithms · Computer Science 2016-08-18 Themistoklis Gouleakis , Christos Tzamos , Manolis Zampetakis