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In this paper we consider asymptotically exact support recovery in the context of high dimensional and sparse Canonical Correlation Analysis (CCA). Our main results describe four regimes of interest based on information theoretic and…

Statistics Theory · Mathematics 2022-10-12 Nilanjana Laha , Rajarshi Mukherjee

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

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

A noisy underdetermined system of linear equations is considered in which a sparse vector (a vector with a few nonzero elements) is subject to measurement. The measurement matrix elements are drawn from a Gaussian distribution. We study the…

Information Theory · Computer Science 2014-06-26 Behrooz Kamary Aliabadi , Silèye Ba

Matching pursuit, especially its orthogonal version (OMP) and variations, is a greedy algorithm widely used in signal processing, compressed sensing, and sparse modeling. Inspired by constrained sparse signal recovery, this paper proposes a…

Optimization and Control · Mathematics 2020-03-18 Jinglai Shen , Seyedahmad Mousavi

In this paper, we consider recovery of jointly sparse multichannel signals from incomplete measurements. Several approaches have been developed to recover the unknown sparse vectors from the given observations, including thresholding,…

Information Theory · Computer Science 2009-04-06 Yonina C. Eldar , Holger Rauhut

This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…

Information Theory · Computer Science 2014-10-07 Matthew L. Malloy , Robert Nowak

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Compressed sensing provided a data-acquisition paradigm for sparse signals. Remarkably, it has been shown that practical algorithms provide robust recovery from noisy linear measurements acquired at a near optimal sampling rate. In many…

Information Theory · Computer Science 2017-08-03 Kiryung Lee , Yanjun Li , Kyong Hwan Jin , Jong Chul Ye

We study the problem of jointly sparse support recovery with 1-bit compressive measurements in a sensor network. Sensors are assumed to observe sparse signals having the same but unknown sparse support. Each sensor quantizes its measurement…

Information Theory · Computer Science 2015-06-02 Vipul Gupta , Bhavya Kailkhura , Thakshila Wimalajeewa , Pramod K. Varshney

We consider the recovery of sparse signals subject to sparse interference, as introduced in Studer et al., IEEE Trans. IT, 2012. We present novel probabilistic recovery guarantees for this framework, covering varying degrees of knowledge of…

Information Theory · Computer Science 2012-09-27 Graeme Pope , Annina Bracher , Christoph Studer

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Machine Learning · Statistics 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

We investigate conditions for the unique recoverability of sparse integer-valued signals from a small number of linear measurements. Both the objective of minimizing the number of nonzero components, the so-called $\ell_0$-norm, as well as…

Information Theory · Computer Science 2019-09-18 Jan-Hendrik Lange , Marc E. Pfetsch , Bianca M. Seib , Andreas M. Tillmann

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…

Machine Learning · Statistics 2013-01-15 Yudong Chen , Constantine Caramanis , Shie Mannor

Extracting information from nonlinear measurements is a fundamental challenge in data analysis. In this work, we consider separable inverse problems, where the data are modeled as a linear combination of functions that depend nonlinearly on…

Signal Processing · Electrical Eng. & Systems 2020-07-07 Brett Bernstein , Sheng Liu , Chrysa Papadaniil , Carlos Fernandez-Granda

The field of compressed sensing has shown that a sparse but otherwise arbitrary vector can be recovered exactly from a small number of randomly constructed linear projections (or samples). The question addressed in this paper is whether an…

Information Theory · Computer Science 2010-01-26 Galen Reeves , Michael Gastpar

The problem of the distributed recovery of jointly sparse signals has attracted much attention recently. Let us assume that the nodes of a network observe different sparse signals with common support; starting from linear, compressed…

Optimization and Control · Mathematics 2016-11-15 Sophie M. Fosson , Javier Matamoros , Carles Anton-Haro , Enrico Magli

The linear inverse source and scattering problems are studied from the perspective of compressed sensing, in particular the idea that sufficient incoherence and sparsity guarantee uniqueness of the solution. By introducing the sensor as…

Data Analysis, Statistics and Probability · Physics 2009-05-19 Albert Fannjiang , Pengchong Yan , Thomas Strohmer

This paper studies the problem of support recovery of sparse signals based on multiple measurement vectors (MMV). The MMV support recovery problem is connected to the problem of decoding messages in a Single-Input Multiple-Output (SIMO)…

Information Theory · Computer Science 2011-09-12 Yuzhe Jin , Bhaskar D. Rao

Lower dimensional signal representation schemes frequently assume that the signal of interest lies in a single vector space. In the context of the recently developed theory of compressive sensing (CS), it is often assumed that the signal of…

Information Theory · Computer Science 2014-03-18 Thakshila Wimalajeewa , Yonina C. Eldar , Pramod K. Varshney