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In a recent paper, it is shown that the LASSO algorithm exhibits "near-ideal behavior," in the following sense: Suppose $y = Az + \eta$ where $A$ satisfies the restricted isometry property (RIP) with a sufficiently small constant, and…

Machine Learning · Statistics 2014-04-22 Mehmet Eren Ahsen , Mathukumalli Vidyasagar

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…

Information Theory · Computer Science 2015-05-30 Zai Yang , Cishen Zhang , Jun Deng , Wenmiao Lu

A classical problem that arises in numerous signal processing applications asks for the reconstruction of an unknown, $k$-sparse signal $x_0\in R^n$ from underdetermined, noisy, linear measurements $y=Ax_0+z\in R^m$. One standard approach…

Statistics Theory · Mathematics 2015-02-18 Christos Thrampoulidis , Ashkan Panahi , Daniel Guo , Babak Hassibi

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

Despite widespread adoption in practice, guarantees for the LASSO and Group LASSO are strikingly lacking in settings beyond statistical problems, and these algorithms are usually considered to be a heuristic in the context of sparse convex…

Machine Learning · Computer Science 2023-07-17 Kyriakos Axiotis , Taisuke Yasuda

Evaluating the statistical dimension is a common tool to determine the asymptotic phase transition in compressed sensing problems with Gaussian ensemble. Unfortunately, the exact evaluation of the statistical dimension is very difficult and…

Information Theory · Computer Science 2019-06-06 Sajad Daei , Farzan Haddadi , Arash Amini , Martin Lotz

The sparse signal recovery in the standard compressed sensing (CS) problem requires that the sensing matrix be known a priori. Such an ideal assumption may not be met in practical applications where various errors and fluctuations exist in…

Information Theory · Computer Science 2015-06-03 Zai Yang , Cishen Zhang , Lihua Xie

We consider the compressed sensing problem, where the object $x_0 \in \bR^N$ is to be recovered from incomplete measurements $y = Ax_0 + z$; here the sensing matrix $A$ is an $n \times N$ random matrix with iid Gaussian entries and $n < N$.…

Information Theory · Computer Science 2011-03-25 David Donoho , Iain Johnstone , Arian Maleki , Andrea Montanari

In this paper, we study the problem of sparse vector recovery at the fusion center of a sensor network from linear sensor measurements when there is missing data. In the presence of missing data, the random sampling approach employed in…

Signal Processing · Electrical Eng. & Systems 2021-02-24 Geethu Joseph , Pramod K. Varshney

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

This paper investigates the problem of signal estimation from undersampled noisy sub-Gaussian measurements under the assumption of a cosparse model. Based on generalized notions of sparsity, we derive novel recovery guarantees for the…

Information Theory · Computer Science 2021-02-23 Martin Genzel , Gitta Kutyniok , Maximilian März

Recently, in a series of papers [32,38,39,41], the ratio of $\ell_1$ and $\ell_2$ norms was proposed as a sparsity inducing function for noiseless compressed sensing. In this paper, we further study properties of such model in the noiseless…

Optimization and Control · Mathematics 2021-02-12 Liaoyuan Zeng , Peiran Yu , Ting Kei Pong

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

This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…

Numerical Analysis · Mathematics 2016-08-03 Kristian Bredies , Barbara Kaltenbacher , Elena Resmerita

The estimation of a sparse vector in the linear model is a fundamental problem in signal processing, statistics, and compressive sensing. This paper establishes a lower bound on the mean-squared error, which holds regardless of the…

Information Theory · Computer Science 2013-03-04 Emmanuel J. Candès , Mark A. Davenport

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

In this paper we introduce a nonuniform sparsity model and analyze the performance of an optimized weighted $\ell_1$ minimization over that sparsity model. In particular, we focus on a model where the entries of the unknown vector fall into…

Information Theory · Computer Science 2010-09-21 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

The use of generalized LASSO is a common technique for recovery of structured high-dimensional signals. Each generalized LASSO program has a governing parameter whose optimal value depends on properties of the data. At this optimal value,…

Information Theory · Computer Science 2022-08-25 Aaron Berk , Yaniv Plan , Özgür Yilmaz

The theory of Compressed Sensing (CS) asserts that an unknown signal $x\in\mathbb{R}^p$ can be accurately recovered from an underdetermined set of $n$ linear measurements with $n\ll p$, provided that $x$ is sufficiently sparse. However, in…

Information Theory · Computer Science 2017-09-01 Miles E. Lopes

The article concerns compressed sensing methods in the quaternion algebra. We prove that it is possible to uniquely reconstruct - by $\ell_1$ norm minimization - a sparse quaternion signal from a limited number of its real linear…

Functional Analysis · Mathematics 2016-05-26 Agnieszka Badenska , Łukasz Błaszczyk