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The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…

Information Theory · Computer Science 2018-12-05 Michael Fauss , Abdelhak M. Zoubir

We discuss a general notion of "sparsity structure" and associated recoveries of a sparse signal from its linear image of reduced dimension possibly corrupted with noise. Our approach allows for unified treatment of (a) the "usual sparsity"…

Optimization and Control · Mathematics 2016-11-26 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadi Nemirovski

In this paper, we consider the problem of recovering compressively sensed ultrasound images. We build on prior work, and consider a number of existing approaches that we consider to be the state-of-the-art. The methods we consider take…

Signal Processing · Electrical Eng. & Systems 2018-11-06 Richard Porter , Vladislav Tadic , Alin Achim

A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…

History and Overview · Mathematics 2024-04-08 Michaël Bensimhoun

While most existing sparse recovery results allow only minimal structure within the measurement scheme, many practical problems possess significant structure. To address this gap, we present a framework for structured measurements that are…

Information Theory · Computer Science 2025-07-28 Timm Gilles , Hartmut Führ

We investigate whether uncoded schemes are optimal for Gaussian sources on multiuser Gaussian channels. Particularly, we consider two problems: the first is to send correlated Gaussian sources on a Gaussian broadcast channel where each…

Information Theory · Computer Science 2017-03-02 Chao Tian , Jun Chen , Suhas Diggavi , Shlomo Shamai

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

Statistics Theory · Mathematics 2022-01-24 Qiyang Han

This work theoretically studies the problem of estimating a structured high-dimensional signal $x_0 \in \mathbb{R}^n$ from noisy $1$-bit Gaussian measurements. Our recovery approach is based on a simple convex program which uses the hinge…

Statistics Theory · Mathematics 2020-06-02 Martin Genzel , Alexander Stollenwerk

This paper considers the problem of optimum reconstruction in generalized sampling-reconstruction processes (GSRPs). We propose constrained GSRP, a novel framework that minimizes the reconstruction error for inputs in a subspace, subject to…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Bashir Sadeghi , Runyi Yu , Vishnu Naresh Boddeti

Normalizing Flows explicitly maximize a full-dimensional likelihood on the training data. However, real data is typically only supported on a lower-dimensional manifold leading the model to expend significant compute on modeling noise.…

Machine Learning · Computer Science 2024-06-28 Peter Sorrenson , Felix Draxler , Armand Rousselot , Sander Hummerich , Lea Zimmermann , Ullrich Köthe

We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-23 Yanjun Han , Ayfer Özgür , Tsachy Weissman

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

Consider the standard Gaussian linear regression model $Y=X\theta+\epsilon$, where $Y\in R^n$ is a response vector and $ X\in R^{n*p}$ is a design matrix. Numerous work have been devoted to building efficient estimators of $\theta$ when $p$…

Statistics Theory · Mathematics 2012-01-26 Nicolas Verzelen

In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…

Numerical Analysis · Mathematics 2021-10-25 Zhiming Chen , Wenlong Zhang , Jun Zou

This paper presents uniform-in-time finite-sample bounds for regularized linear regression with vector-valued outputs and conditionally zero-mean subgaussian noise. By revisiting classical self-normalized martingale arguments, we obtain…

Statistics Theory · Mathematics 2026-03-20 Léo Simpson , Katrin Baumgärtner , Johannes Köhler , Moritz Diehl

In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…

Statistics Theory · Mathematics 2022-04-25 Azeem Zaman , Botond Szabó

In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design matrix with additive Gaussian noise. We precisely analyze the…

Statistics Theory · Mathematics 2020-09-18 Ayed M. Alrashdi , Houssem Sifaou , Abla Kammoun , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable…

Statistics Theory · Mathematics 2023-12-27 Abhishake , Tapio Helin , Nicole Mücke

In this paper we extend a recent idea of formulating and regularizing inverse problems as minimization problems, so without using a forward operator, thus avoiding explicit evaluation of a parameter-to-state map. We do so by rephrasing…

Numerical Analysis · Mathematics 2020-04-28 Kha Van Huynh , Barbara Kaltenbacher