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In this paper we study the compressed sensing problem of recovering a sparse signal from a system of underdetermined linear equations when we have prior information about the probability of each entry of the unknown signal being nonzero. In…

Information Theory · Computer Science 2009-01-20 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

Data samples from $\mathbb{R}^{d}$ with a common support of size $k$ are accessed through $m$ random linear projections (measurements) per sample. It is well-known that roughly $k$ measurements from a single sample are sufficient to recover…

Information Theory · Computer Science 2020-09-22 Lekshmi Ramesh , Chandra R Murthy , Himanshu Tyagi

We study the sample complexity of Bayesian recovery for solving inverse problems with general prior, forward operator and noise distributions. We consider posterior sampling according to an approximate prior $\mathcal{P}$, and establish…

Machine Learning · Computer Science 2025-12-02 Ben Adcock , Nick Huang

We consider minimum variance estimation within the sparse linear Gaussian model (SLGM). A sparse vector is to be estimated from a linearly transformed version embedded in Gaussian noise. Our analysis is based on the theory of reproducing…

Information Theory · Computer Science 2013-04-16 Alexander Jung , Sebastian Schmutzhard , Franz Hlawatsch , Zvika Ben-Haim , Yonina C. Eldar

We study the problem of recovering the common $k$-sized support of a set of $n$ samples of dimension $d$, using $m$ noisy linear measurements per sample. Most prior work has focused on the case when $m$ exceeds $k$, in which case $n$ of the…

Information Theory · Computer Science 2021-05-14 Lekshmi Ramesh , Chandra R. Murthy , Himanshu Tyagi

The problem central to sparse recovery and compressive sensing is that of stable sparse recovery: we want a distribution of matrices A in R^{m\times n} such that, for any x \in R^n and with probability at least 2/3 over A, there is an…

Data Structures and Algorithms · Computer Science 2011-12-30 Eric Price , David P. Woodruff

Sparse recovery can recover sparse signals from a set of underdetermined linear measurements. Motivated by the need to monitor large-scale networks from a limited number of measurements, this paper addresses the problem of recovering sparse…

Information Theory · Computer Science 2015-03-20 Meng Wang , Weiyu Xu , Enrique Mallada , Ao Tang

The goal of (stable) sparse recovery is to recover a $k$-sparse approximation $x*$ of a vector $x$ from linear measurements of $x$. Specifically, the goal is to recover $x*$ such that ||x-x*||_p <= C min_{k-sparse x'} ||x-x'||_q for some…

Data Structures and Algorithms · Computer Science 2011-10-19 Piotr Indyk , Eric Price , David P. Woodruff

We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…

Statistics Theory · Mathematics 2008-06-04 Wei Wang , Martin J. Wainwright , Kannan Ramchandran

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

The recovery of signals that are sparse not in a basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compressed sensing with numerous applications. As in the standard…

Information Theory · Computer Science 2021-10-01 Pedro Abdalla , Christian Kümmerle

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama

This note presents a unified analysis of the recovery of simple objects from random linear measurements. When the linear functionals are Gaussian, we show that an s-sparse vector in R^n can be efficiently recovered from 2s log n…

Information Theory · Computer Science 2012-03-01 Emmanuel Candes , Benjamin Recht

We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the…

Information Theory · Computer Science 2025-02-18 Sina Mohammad-Taheri , Simone Brugiapaglia

In signal processing and data recovery, reconstructing a signal from quadratic measurements poses a significant challenge, particularly in high-dimensional settings where measurements $m$ is far less than the signal dimension $n$ (i.e., $m…

Information Theory · Computer Science 2025-07-11 Jinming Wen , Yi Hu , Meng Huang

We study the use of very sparse random projections for compressed sensing (sparse signal recovery) when the signal entries can be either positive or negative. In our setting, the entries of a Gaussian design matrix are randomly sparsified…

Methodology · Statistics 2014-08-12 Ping Li , Cun-Hui Zhang

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

We study the problem of exact support recovery based on noisy observations and present Refined Least Squares (RLS). Given a set of noisy measurement $$ \myvec{y} = \myvec{X}\myvec{\theta}^* + \myvec{\omega},$$ and $\myvec{X} \in…

Statistics Theory · Mathematics 2021-03-22 Ofir Lindenbaum , Stefan Steinerberger

We study the problem of recovering a block-sparse signal from under-sampled observations. The non-zero values of such signals appear in few blocks, and their recovery is often accomplished using a $\ell_{1,2}$ optimization problem. In…

Information Theory · Computer Science 2019-07-30 Sajad Daei , Farzan Haddadi , Arash Amini

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