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The Dantzig selector has received popularity for many applications such as compressed sensing and sparse modeling, thanks to its computational efficiency as a linear programming problem and its nice sampling properties. Existing results…

Methodology · Statistics 2016-05-12 Yinfei Kong , Zemin Zheng , Jinchi Lv

We propose a generalized debiased Lasso estimator based on a stability principle. When a single column of the design matrix is perturbed, the estimator admits a simple update formula that can be computed from the original solution. Under…

Statistics Theory · Mathematics 2026-04-14 Jingbo Liu

We study verifiable sufficient conditions and computable performance bounds for sparse recovery algorithms such as the Basis Pursuit, the Dantzig selector and the Lasso estimator, in terms of a newly defined family of quality measures for…

Information Theory · Computer Science 2018-01-22 Zhiyong Zhou , Jun Yu

Matrix completion has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. Current literature on matrix completion focuses primarily on independent sampling models under…

Methodology · Statistics 2015-04-09 Tianxi Cai , T. Tony Cai , Anru Zhang

Undirected graphical models are a key component in the analysis of complex observational data in a large variety of disciplines. In many of these applications one is interested in estimating the undirected graphical model underlying a…

Applications · Statistics 2015-10-21 Jonas M. B. Haslbeck , Lourens J. Waldorp

This paper addresses the problem of recovering projective camera matrices from collections of fundamental matrices in multiview settings. We make two main contributions. First, given ${n \choose 2}$ fundamental matrices computed for $n$…

Computer Vision and Pattern Recognition · Computer Science 2021-06-08 Yoni Kasten , Amnon Geifman , Meirav Galun , Ronen Basri

In Gaussian graphical model selection, noise-corrupted samples present significant challenges. It is known that even minimal amounts of noise can obscure the underlying structure, leading to fundamental identifiability issues. A recent line…

Machine Learning · Statistics 2024-05-09 Abrar Zahin , Rajasekhar Anguluri , Lalitha Sankar , Oliver Kosut , Gautam Dasarathy

In this paper, we study the issue of estimating a structured signal $x_0 \in \mathbb{R}^n$ from non-linear and noisy Gaussian observations. Supposing that $x_0$ is contained in a certain convex subset $K \subset \mathbb{R}^n$, we prove that…

Statistics Theory · Mathematics 2017-02-21 Martin Genzel

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

Numerical Analysis · Mathematics 2016-02-11 Yariv Aizenbud , Amir Averbuch

How to construct a suitable measurement matrix is still an open question in compressed sensing. A significant part of the recent work is that the measurement matrices are not completely random on the entries but exhibit considerable…

Information Theory · Computer Science 2017-09-08 Tao Huang , Yi-Zheng Fan , Ming Zhu

We consider the problem of recovering elements of a low-dimensional model from linear measurements. From signal and image processing to inverse problems in data science, this question has been at the center of many applications. Lately,…

Signal Processing · Electrical Eng. & Systems 2025-05-15 Yann Traonmilin , Jean François Aujol , Antoine Guennec

We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover…

Information Theory · Computer Science 2008-05-30 Emmanuel J. Candes , Benjamin Recht

We consider the model {eqnarray*}y=X\theta^*+\xi, Z=X+\Xi,{eqnarray*} where the random vector $y\in\mathbb{R}^n$ and the random $n\times p$ matrix $Z$ are observed, the $n\times p$ matrix $X$ is unknown, $\Xi$ is an $n\times p$ random noise…

Statistics Theory · Mathematics 2010-11-11 Mathieu Rosenbaum , Alexandre B. Tsybakov

We consider the matrix completion problem of recovering a structured matrix from noisy and partial measurements. Recent works have proposed tractable estimators with strong statistical guarantees for the case where the underlying matrix is…

Machine Learning · Statistics 2015-09-16 Suriya Gunasekar , Pradeep Ravikumar , Joydeep Ghosh

In this paper, we study the problem of signal estimation from noisy non-linear measurements when the unknown $n$-dimensional signal is in the range of an $L$-Lipschitz continuous generative model with bounded $k$-dimensional inputs. We make…

Machine Learning · Statistics 2020-10-09 Zhaoqiang Liu , Jonathan Scarlett

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…

Machine Learning · Statistics 2018-02-21 Xiao Zhang , Lingxiao Wang , Quanquan Gu

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

Recent advances in quantized compressed sensing and high-dimensional estimation have shown that signal recovery is even feasible under strong non-linear distortions in the observation process. An important characteristic of associated…

Information Theory · Computer Science 2023-08-08 Martin Genzel , Alexander Stollenwerk

We study lower bounds on adaptive sensing algorithms for recovering low rank matrices using linear measurements. Given an $n \times n$ matrix $A$, a general linear measurement $S(A)$, for an $n \times n$ matrix $S$, is just the inner…

Data Structures and Algorithms · Computer Science 2024-02-21 Praneeth Kacham , David P Woodruff

In many applications we seek to recover signals from linear measurements far fewer than the ambient dimension, given the signals have exploitable structures such as sparse vectors or low rank matrices. In this paper we work in a general…

Information Theory · Computer Science 2023-11-14 Xuemei Chen