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We introduce the sparse direct sampling method (DSM) to estimate properties of a region from signals that probe the region. We demonstrate the sparse-DSM on two separate problems: estimating both the angle-of-arrival of a radio wave…

Analysis of PDEs · Mathematics 2020-10-19 Isaac Harris , Jacob D Rezac

In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…

Information Theory · Computer Science 2009-11-24 David L. Donoho , Arian Maleki , Andrea Montanari

Orthogonal matching pursuit (OMP) and orthogonal least squares (OLS) are widely used for sparse signal reconstruction in under-determined linear regression problems. The performance of these compressed sensing (CS) algorithms depends…

Machine Learning · Statistics 2017-07-28 Sreejith Kallummil , Sheetal Kalyani

We establish exact asymptotic expressions for the normalized mutual information and minimum mean-square-error (MMSE) of sparse linear regression in the sub-linear sparsity regime. Our result is achieved by a generalization of the adaptive…

Information Theory · Computer Science 2023-04-11 Lan V. Truong

The use of sparse precision (inverse covariance) matrices has become popular because they allow for efficient algorithms for joint inference in high-dimensional models. Many applications require the computation of certain elements of the…

Computation · Statistics 2017-12-06 Per Sidén , Finn Lindgren , David Bolin , Mattias Villani

Orthogonal Matching pursuit (OMP) is a popular algorithm to estimate an unknown sparse vector from multiple linear measurements of it. Assuming exact sparsity and that the measurements are corrupted by additive Gaussian noise, the success…

Statistics Theory · Mathematics 2020-08-07 Chen Amiraz , Robert Krauthgamer , Boaz Nadler

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

In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian…

Information Theory · Computer Science 2017-09-28 Ehsan Miandji , Mohammad Emadi , Jonas Unger , Ehsan Afshari

In this paper we show that inverses of well-conditioned, finite-time Gramians and impulse response matrices of large-scale interconnected systems described by sparse state-space models, can be approximated by sparse matrices. The…

Systems and Control · Computer Science 2014-05-13 Aleksandar Haber , Michel Verhaegen

Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients…

Machine Learning · Statistics 2017-12-29 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

We recover jump-sparse and sparse signals from blurred incomplete data corrupted by (possibly non-Gaussian) noise using inverse Potts energy functionals. We obtain analytical results (existence of minimizers, complexity) on inverse Potts…

Numerical Analysis · Mathematics 2015-01-23 Martin Storath , Andreas Weinmann , Laurent Demaret

In this paper, new block representations of Moore-Penrose inverses for arbitrary complex $2\times2$ block matrices are given. The approach is based on block representations of orthogonal projection matrices.

Rings and Algebras · Mathematics 2021-02-04 Bernd Fritzsche , Conrad Mädler

The goal of this paper is to achieve a computational model and corresponding efficient algorithm for obtaining a sparse representation of the fitting surface to the given scattered data. The basic idea of the model is to utilize the…

Numerical Analysis · Mathematics 2017-04-27 Yong-Xia Hao , Chong-Jun Li , Ren-Hong Wang

The pseudoinverse of a matrix, a generalized notion of the inverse, is of fundamental importance in linear algebra and, thereby, in many different fields. Despite its proven existence, an algorithmic approach is typically necessary to…

Numerical Analysis · Mathematics 2026-01-21 Holger Boche , Adalbert Fono , Gitta Kutyniok

We introduce a method and an algorithm for computing the weighted Moore-Penrose inverse of multiple-variable polynomial matrix and the related algorithm which is appropriated for sparse polynomial matrices. These methods and algorithms are…

Symbolic Computation · Computer Science 2011-04-12 Petković , M. D. , Stanimirović , P. S. , Tasić , M. B

Recovery algorithms play a key role in compressive sampling (CS). Most of current CS recovery algorithms are originally designed for one-dimensional (1D) signal, while many practical signals are two-dimensional (2D). By utilizing 2D…

Information Theory · Computer Science 2011-04-27 Yong Fang , Bormin Huang , Jiaji Wu

How can we compute the pseudoinverse of a sparse feature matrix efficiently and accurately for solving optimization problems? A pseudoinverse is a generalization of a matrix inverse, which has been extensively utilized as a fundamental…

Machine Learning · Computer Science 2020-11-10 Jinhong Jung , Lee Sael

Probabilistic Boolean Networks play a remarkable role in the modelling and control of gene regulatory networks. In this paper, we consider the inverse problem of constructing a sparse probabilistic Boolean network from the prescribed…

Numerical Analysis · Mathematics 2021-10-20 Guiyun Xiao , Zheng-Jian Bai , Wai-Ki Ching

Existing diffusion-based methods for inverse problems sample from the posterior using score functions and accept the generated random samples as solutions. In applications that posterior mean is preferred, we have to generate multiple…

Machine Learning · Computer Science 2024-10-10 Zhipeng Xue , Penghao Cai , Xiaojun Yuan , Xiqi Gao

The aim of this work is to characterize linear maps of inner pro\-duct infinite-dimensional vector spaces where the Moore-Penrose inverse exists. This MP inverse generalizes the well-known Moore-Penrose inverse of a matrix $A\in…

Rings and Algebras · Mathematics 2020-07-07 V. Cabezas Sánchez , F. Pablos Romo
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