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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

The problem of consistently estimating the sparsity pattern of a vector $\betastar \in \real^\mdim$ based on observations contaminated by noise arises in various contexts, including subset selection in regression, structure estimation in…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

This paper considers the exact recovery of $k$-sparse signals in the noiseless setting and support recovery in the noisy case when some prior information on the support of the signals is available. This prior support consists of two parts.…

Information Theory · Computer Science 2017-06-30 Huanmin Ge , Wengu Chen

In this paper we study the problem of recovering sparse or compressible signals from uniformly quantized measurements. We present a new class of convex optimization programs, or decoders, coined Basis Pursuit DeQuantizer of moment $p$…

Optimization and Control · Mathematics 2015-03-13 Laurent Jacques , David K. Hammond , M. Jalal Fadili

Recently, many practical algorithms have been proposed to recover the sparse signal from fewer measurements. Orthogonal matching pursuit (OMP) is one of the most effective algorithm. In this paper, we use the restricted isometry property to…

Functional Analysis · Mathematics 2011-06-01 Yi Shen , Song Li

In this paper, we use the block orthogonal matching pursuit (BOMP) algorithm to recover block sparse signals $\x$ from measurements $\y=\A\x+\v$, where $\v$ is an $\ell_2$-bounded noise vector (i.e., $\|\v\|_2\leq \epsilon$ for some…

Information Theory · Computer Science 2018-05-16 Jinming Wen , Zhengchun Zhou , Zilong Liu , Ming-Jun Lai , Xiaohu Tang

The effectiveness of using model sparsity as a priori information when solving linear inverse problems is studied. We investigate the reconstruction quality of such a method in the non-idealized case and compute some typical recovery errors…

Numerical Analysis · Mathematics 2010-07-19 Ignace Loris , Caroline Verhoeven

$\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity (the size of the support set), under which with high probability a sparse signal…

Information Theory · Computer Science 2011-03-17 Weiyu Xu , Ao Tang

Classical results in sparse recovery guarantee the exact reconstruction of $s$-sparse signals under assumptions on the dictionary that are either too strong or NP-hard to check. Moreover, such results may be pessimistic in practice since…

Information Theory · Computer Science 2019-04-04 Mengnan Zhao , M. Devrim Kaba , René Vidal , Daniel P. Robinson , Enrique Mallada

We know that compressive sensing can establish stable sparse recovery results from highly undersampled data under a restricted isometry property condition. In reality, however, numerous problems are coherent, and vast majority conventional…

Optimization and Control · Mathematics 2021-11-25 Yanyun Ding , Haibin Zhang , Peili Li , Yunhai Xiao

In this paper, we study the problem of decomposing a superposition of a low-rank matrix and a sparse matrix when a relatively few linear measurements are available. This problem arises in many data processing tasks such as aligning multiple…

Information Theory · Computer Science 2012-03-01 Arvind Ganesh , Kerui Min , John Wright , Yi Ma

Recently, the worse-case analysis, probabilistic analysis and empirical justification have been employed to address the fundamental question: When does $\ell_1$-minimization find the sparsest solution to an underdetermined linear system? In…

Information Theory · Computer Science 2015-06-16 Yunbin Zhao

This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary.…

Numerical Analysis · Mathematics 2015-03-17 Emmanuel J. Candes , Yonina C. Eldar , Deanna Needell , Paige Randall

In phase-only compressive sensing (PO-CS), our goal is to recover low-complexity signals (e.g., sparse signals, low-rank matrices) from the phase of complex linear measurements. While perfect recovery of signal direction in PO-CS was…

Information Theory · Computer Science 2023-07-10 Junren Chen , Michael K. Ng

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

The aim of this paper is to build up the theoretical framework for the recovery of sparse signals from the magnitude of the measurement. We first investigate the minimal number of measurements for the success of the recovery of sparse…

Information Theory · Computer Science 2013-10-07 Yang Wang , Zhiqiang Xu

This article considers recovery of signals that are sparse or approximately sparse in terms of a (possibly) highly overcomplete and coherent tight frame from undersampled data corrupted with additive noise. We show that the properly…

Information Theory · Computer Science 2013-09-10 Junhong Lin , Song Li

The orthogonal matching pursuit (OMP) algorithm is a commonly used algorithm for recovering $K$-sparse signals $\x\in \mathbb{R}^{n}$ from linear model $\y=\A\x$, where $\A\in \mathbb{R}^{m\times n}$ is a sensing matrix. A fundamental…

Information Theory · Computer Science 2019-04-23 Jinming Wen , Wei Yu

We discuss two new methods of recovery of sparse signals from noisy observation based on $\ell_1$- minimization. They are closely related to the well-known techniques such as Lasso and Dantzig Selector. However, these estimators come with…

Statistics Theory · Mathematics 2014-04-11 Anatoli Iouditski , Arkadii S. Nemirovski