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This paper considers compressed sensing and affine rank minimization in both noiseless and noisy cases and establishes sharp restricted isometry conditions for sparse signal and low-rank matrix recovery. The analysis relies on a key…

Information Theory · Computer Science 2013-10-23 T. Tony Cai , Anru Zhang

We present the marginal unbiased score expansion (MUSE) method, an algorithm for generic high-dimensional hierarchical Bayesian inference. MUSE performs approximate marginalization over arbitrary non-Gaussian latent parameter spaces,…

Cosmology and Nongalactic Astrophysics · Physics 2022-06-01 Marius Millea , Uros Seljak

We give the first computationally tractable and almost optimal solution to the problem of one-bit compressed sensing, showing how to accurately recover an s-sparse vector x in R^n from the signs of O(s log^2(n/s)) random linear measurements…

Information Theory · Computer Science 2015-03-19 Yaniv Plan , Roman Vershynin

Due to its self-regularizing nature and its ability to quantify uncertainty, the Bayesian approach has achieved excellent recovery performance across a wide range of sparse signal recovery applications. However, most existing methods are…

Signal Processing · Electrical Eng. & Systems 2022-09-07 Zonglong Bai , Liming Shi , Jinwei Sun , Mads Græsbøll Christensen

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…

Machine Learning · Computer Science 2021-06-14 Sebastian Ament , Carla Gomes

A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method, referred to as nGpFBMP, performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It…

Other Statistics · Statistics 2012-06-20 Mudassir Masood , Tareq Al-Naffouri

In this paper, a novel model-based distributed compressive sensing (DCS) algorithm is proposed. DCS exploits the inter-signal correlations and has the capability to jointly recover multiple sparse signals. Proposed approach is a Bayesian…

Signal Processing · Electrical Eng. & Systems 2020-10-19 Razieh Torkamani , Hadi Zayyani , Ramazan Ali Sadeghzadeh

Sparse model identification enables nonlinear dynamical system discovery from data. However, the control of false discoveries for sparse model identification is challenging, especially in the low-data and high-noise limit. In this paper, we…

Machine Learning · Computer Science 2023-04-28 L. Mars Gao , Urban Fasel , Steven L. Brunton , J. Nathan Kutz

Due to its linear complexity, naive Bayes classification remains an attractive supervised learning method, especially in very large-scale settings. We propose a sparse version of naive Bayes, which can be used for feature selection. This…

Machine Learning · Computer Science 2025-03-13 Armin Askari , Alexandre d'Aspremont , Laurent El Ghaoui

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

We present a framework for approximate Bayesian inference when only a limited number of noisy log-likelihood evaluations can be obtained due to computational constraints, which is becoming increasingly common for applications of complex…

Methodology · Statistics 2023-09-01 Marko Järvenpää , Jukka Corander

Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core…

Information Theory · Computer Science 2024-08-30 Xuemei Chen , Christian Kümmerle , Rongrong Wang

There have been a number of studies on sparse signal recovery from one-bit quantized measurements. Nevertheless, little attention has been paid to the choice of the quantization thresholds and its impact on the signal recovery performance.…

Information Theory · Computer Science 2013-05-21 Jun Fang , Yanning Shen , Hongbin Li

Cluster-sparse channels often exist in frequencyselective fading broadband communication systems. The main reason is received scattered waveform exhibits cluster structure which is caused by a few reflectors near the receiver. Conventional…

Information Theory · Computer Science 2014-07-24 Guan Gui , Li Xu , Lin Shan

This paper studies a formulation of 1-bit Compressed Sensing (CS) problem based on the maximum likelihood estimation framework. In order to solve the problem we apply the recently proposed Gradient Support Pursuit algorithm, with a minor…

Information Theory · Computer Science 2013-04-25 Sohail Bahmani , Petros T. Boufounos , Bhiksha Raj

Matrix decomposition is a popular and fundamental approach in machine learning and data mining. It has been successfully applied into various fields. Most matrix decomposition methods focus on decomposing a data matrix from one single…

Computer Vision and Pattern Recognition · Computer Science 2017-12-12 Chihao Zhang , Shihua Zhang

This work is a re-examination of the sparse Bayesian learning (SBL) of linear regression models of Tipping (2001) in a high-dimensional setting. We propose a hard-thresholded version of the SBL estimator that achieves, for orthogonal design…

Methodology · Statistics 2015-02-12 Yves Atchade , Chia Chye Yee

In this paper, we will investigate the efficacy of IMAT (Iterative Method of Adaptive Thresholding) in recovering the sparse signal (parameters) for linear models with missing data. Sparse recovery rises in compressed sensing and machine…

Machine Learning · Computer Science 2016-06-14 Ashkan Esmaeili , Farokh Marvasti

We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorithms do not consider such temporal…

Machine Learning · Statistics 2011-08-18 Zhilin Zhang , Bhaskar D. Rao
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