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We prove sharp lower bounds for the smallest singular value of a partial Fourier matrix with arbitrary "off the grid" nodes (equivalently, a rectangular Vandermonde matrix with the nodes on the unit circle), in the case when some of the…

Numerical Analysis · Mathematics 2019-06-20 Dmitry Batenkov , Laurent Demanet , Gil Goldman , Yosef Yomdin

This paper studies early-stopped mirror descent applied to noisy sparse phase retrieval, which is the problem of recovering a $k$-sparse signal $\mathbf{x}^\star\in\mathbb{R}^n$ from a set of quadratic Gaussian measurements corrupted by…

Signal Processing · Electrical Eng. & Systems 2021-05-11 Fan Wu , Patrick Rebeschini

In this paper, we introduce a sparse approximation property of order $s$ for a measurement matrix ${\bf A}$: $$\|{\bf x}_s\|_2\le D \|{\bf A}{\bf x}\|_2+ \beta \frac{\sigma_s({\bf x})}{\sqrt{s}} \quad {\rm for\ all} \ {\bf x},$$ where ${\bf…

Information Theory · Computer Science 2015-05-28 Qiyu Sun

We address the problem of recovering a sparse signal from clipped or quantized measurements. We show how these two problems can be formulated as minimizing the distance to a convex feasibility set, which provides a convex and differentiable…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley

We give an algorithm for $\ell_2/\ell_2$ sparse recovery from Fourier measurements using $O(k\log N)$ samples, matching the lower bound of \cite{DIPW} for non-adaptive algorithms up to constant factors for any $k\leq N^{1-\delta}$. The…

Data Structures and Algorithms · Computer Science 2014-05-14 Piotr Indyk , Michael Kapralov

We study the high-dimensional inference of a rank-one signal corrupted by sparse noise. The noise is modelled as the adjacency matrix of a weighted undirected graph with finite average connectivity in the large size limit. Using the replica…

Machine Learning · Statistics 2025-11-18 Urte Adomaityte , Gabriele Sicuro , Pierpaolo Vivo

The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…

Optimization and Control · Mathematics 2009-12-10 William Hager , Dzung Phan , Hongchao Zhang

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

We consider the problem of reconstructing one-dimensional point sources from their Fourier measurements in a bounded interval $[-\Omega, \Omega]$. This problem is known to be challenging in the regime where the spacing of the sources is…

Signal Processing · Electrical Eng. & Systems 2024-06-11 Zetao Fei , Hai Zhang

We explore a fundamental problem of super-resolving a signal of interest from a few measurements of its low-pass magnitudes. We propose a 2-stage tractable algorithm that, in the absence of noise, admits perfect super-resolution of an…

Information Theory · Computer Science 2014-03-10 Yuxin Chen , Yonina C. Eldar , Andrea J. Goldsmith

The problem of signal recovery from its Fourier transform magnitude is of paramount importance in various fields of engineering and has been around for over 100 years. Due to the absence of phase information, some form of additional…

Information Theory · Computer Science 2015-07-02 Kishore Jaganathan , Samet Oymak , Babak Hassibi

In this paper, we study the spectral estimation problem of estimating the locations of a fixed number of point sources given multiple snapshots of Fourier measurements in a bounded domain. We aim to provide a mathematical foundation for…

Image and Video Processing · Electrical Eng. & Systems 2025-06-27 Ping Liu , Sanghyeon Yu , Ola Sabet , Lucas Pelkmans , Habib Ammari

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We consider the problem of recovering a linear combination of Dirac delta functions and derivatives from a finite number of Fourier samples corrupted by noise. This is a generalized version of the well-known spike recovery problem, which is…

Numerical Analysis · Mathematics 2016-10-13 Dmitry Batenkov

We consider imaging of two partially coherent sources and derive the ultimate quantum limits for estimating the separation, location, relative intensity, and coherence factor. We show that super-resolution in the separation is achievable…

Quantum Physics · Physics 2026-05-20 Joaquín López-Suárez , Michalis Skotiniotis

We give lower bounds for the problem of stable sparse recovery from /adaptive/ linear measurements. In this problem, one would like to estimate a vector $x \in \R^n$ from $m$ linear measurements $A_1x,..., A_mx$. One may choose each vector…

Data Structures and Algorithms · Computer Science 2012-10-23 Eric Price , David P. Woodruff

The capacity of a discrete-time model of optical fiber described by the split-step Fourier method (SSFM) as a function of the signal-to-noise ratio $\text{SNR}$ and the number of segments in distance $K$ is considered. It is shown that if…

Information Theory · Computer Science 2021-09-28 Milad Sefidgaran , Mansoor Yousefi

Compressed sensing of simultaneously sparse and low-rank matrices enables recovery of sparse signals from a few linear measurements of their bilinear form. One important question is how many measurements are needed for a stable…

Information Theory · Computer Science 2016-07-01 Kiryung Lee , Yihong Wu , Yoram Bresler

While spike trains are obviously not band-limited, the theory of super-resolution tells us that perfect recovery of unknown spike locations and weights from low-pass Fourier transform measurements is possible provided that the minimum…

Information Theory · Computer Science 2017-01-24 Céline Aubel , David Stotz , Helmut Bölcskei