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We propose a novel sparsity model for distributed compressed sensing in the multiple measurement vectors (MMV) setting. Our model extends the concept of row-sparsity to allow more general types of structured sparsity arising in a variety of…

Numerical Analysis · Mathematics 2022-01-03 Florian Boßmann , Sara Krause-Solberg , Johannes Maly , Nada Sissouno

Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…

Machine Learning · Statistics 2020-09-04 Quentin Bertrand , Mathurin Massias , Alexandre Gramfort , Joseph Salmon

Recently emerging large-scale biomedical data pose exciting opportunities for scientific discoveries. However, the ultrahigh dimensionality and non-negligible measurement errors in the data may create difficulties in estimation. There are…

Methodology · Statistics 2022-10-28 Xin Ma , Suprateek Kundu

This note addresses the question of optimally estimating a linear functional of an object acquired through linear observations corrupted by random noise, where optimality pertains to a worst-case setting tied to a symmetric, convex, and…

Statistics Theory · Mathematics 2023-08-01 Simon Foucart , Grigoris Paouris

Existing convex relaxation-based approaches to reconstruction in compressed sensing assume that noise in the measurements is independent of the signal of interest. We consider the case of noise being linearly correlated with the signal and…

Information Theory · Computer Science 2014-01-03 Thomas Arildsen , Torben Larsen

This work is concerned with the problem of recovering high-dimensional signals $\mathbf{x} \in \mathbb{R}^n$ which belong to a convex set of low-complexity from a small number of quantized measurements. We propose to estimate the signals…

Information Theory · Computer Science 2021-03-29 Hans Christian Jung , Johannes Maly , Lars Palzer , Alexander Stollenwerk

In high-dimensional statistical inference in which the number of parameters to be estimated is larger than that of the holding data, regularized linear estimation techniques are widely used. These techniques have, however, some drawbacks.…

Methodology · Statistics 2025-08-06 Takashi Takahashi , Yoshiyuki Kabashima

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

While considerable advances have been made in estimating high-dimensional structured models from independent data using Lasso-type models, limited progress has been made for settings when the samples are dependent. We consider estimating…

Statistics Theory · Mathematics 2016-03-01 Igor Melnyk , Arindam Banerjee

In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation via Convex Programming. Specifically, we focus on…

Statistics Theory · Mathematics 2018-04-16 Anatoli Juditsky , Arkadi Nemirovski

Line spectral estimation is the problem of recovering the frequencies and amplitudes of a mixture of a few sinusoids from equispaced samples. However, in a variety of signal processing problems arising in imaging, radar, and localization we…

Information Theory · Computer Science 2016-09-28 Reinhard Heckel , Mahdi Soltanolkotabi

The problem of recovering a structured signal from its linear measurements in the presence of speckle noise is studied. This problem appears in many imaging systems such as synthetic aperture radar and optical coherence tomography. The…

Information Theory · Computer Science 2021-08-03 Wenda Zhou , Shirin Jalali , Arian Maleki

Recovering an unknown but structured signal from its measurements is a challenging problem with significant applications in fields such as imaging restoration, wireless communications, and signal processing. In this paper, we consider the…

Information Theory · Computer Science 2026-01-09 Yijun Zhong , Yi Shen

Many applications have benefited remarkably from low-dimensional models in the recent decade. The fact that many signals, though high dimensional, are intrinsically low dimensional has given the possibility to recover them stably from a…

Information Theory · Computer Science 2015-07-29 Raja Giryes , Yaniv Plan , Roman Vershynin

Corrupted sensing concerns the problem of recovering a high-dimensional structured signal from a collection of measurements that are contaminated by unknown structured corruption and unstructured noise. In the case of linear measurements,…

Information Theory · Computer Science 2022-02-16 Zhongxing Sun , Wei Cui , Yulong Liu

In applications ranging from communications to genetics, signals can be modeled as lying in a union of subspaces. Under this model, signal coefficients that lie in certain subspaces are active or inactive together. The potential subspaces…

Machine Learning · Statistics 2012-09-17 Nikhil Rao , Benjamin Recht , Robert Nowak

We analyze the asymptotic performance of sparse signal recovery from noisy measurements. In particular, we generalize some of the existing results for the Gaussian case to subgaussian and other ensembles. An achievable result is presented…

Information Theory · Computer Science 2009-04-30 Paul Tune , Sibiraj Bhaskaran Pillai , Stephen Hanly

In this paper, we consider the problem of recovering an unknown sparse signal $\xv_0 \in \mathbb{R}^n$ from noisy linear measurements $\yv = \Hm \xv_0+ \zv \in \mathbb{R}^m$. A popular approach is to solve the $\ell_1$-norm regularized…

Information Theory · Computer Science 2018-08-14 Ayed M. Alrashdi , Ismail Ben Atitallah , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

We consider the problem of recovering linear image of unknown signal belonging to a given convex compact signal set from noisy observation of another linear image of the signal. We develop a simple generic efficiently computable nonlinear…

Statistics Theory · Mathematics 2019-04-12 Anatoli Juditsky , Arkadi Nemirovski

In this paper, we introduce structured sparsity estimators in Generalized Linear Models. Structured sparsity estimators in the least squares loss are introduced by Stucky and van de Geer (2018) recently for fixed design and normal errors.…

Machine Learning · Statistics 2021-04-30 Mehmet Caner