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This article considers recovery of signals that are sparse or approximately sparse in terms of a (possibly) highly overcomplete and coherent tight frame from undersampled data corrupted with additive noise. We show that the properly…

Information Theory · Computer Science 2013-09-10 Junhong Lin , Song Li

Efficient estimation of wideband spectrum is of great importance for applications such as cognitive radio. Recently, sub-Nyquist sampling schemes based on compressed sensing have been proposed to greatly reduce the sampling rate. However,…

Signal Processing · Electrical Eng. & Systems 2018-05-23 Haoyu Fu , Yuejie Chi

We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…

Statistics Theory · Mathematics 2019-07-16 Martin Kroll

In this work we address the problem of blindly reconstructing compressively sensed signals by exploiting the co-sparse analysis model. In the analysis model it is assumed that a signal multiplied by an analysis operator results in a sparse…

Information Theory · Computer Science 2013-03-27 Julian Wörmann , Simon Hawe , Martin Kleinsteuber

We discuss the approach to estimate aggregation and adaptive estimation based upon (nearly optimal) testing of convex hypotheses. We show that in the situation where the observations stem from {\em simple observation schemes} and where set…

Statistics Theory · Mathematics 2021-07-19 Anatoli Juditsky , Arkadi Nemirovski

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

This paper studies the problem of accurately recovering a structured signal from a small number of corrupted sub-Gaussian measurements. We consider three different procedures to reconstruct signal and corruption when different kinds of…

Information Theory · Computer Science 2017-09-19 Jinchi Chen , Yulong Liu

Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…

Information Theory · Computer Science 2017-01-31 Maxime Ferreira Da Costa , Wei Dai

We provide a unified treatment of a broad class of noisy structure recovery problems, known as structured normal means problems. In this setting, the goal is to identify, from a finite collection of Gaussian distributions with different…

Machine Learning · Statistics 2016-01-27 Akshay Krishnamurthy

We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…

Machine Learning · Computer Science 2022-11-15 Tommaso d'Orsi , Rajai Nasser , Gleb Novikov , David Steurer

We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…

Information Theory · Computer Science 2015-11-17 Yaniv Plan , Roman Vershynin

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

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 high-dimensional signal recovery from non-linear measurements with design vectors having elliptically symmetric distribution. Special attention is devoted to the situation when the unknown signal belongs to a set of low statistical…

Statistics Theory · Mathematics 2016-11-14 Larry Goldstein , Stanislav Minsker , Xiaohan Wei

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

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 paper proposes a highly accurate algorithm to estimate the signal-to-noise ratio (SNR) for a linear system from a single realization of the received signal. We assume that the linear system has a Gaussian matrix with one sided left…

Information Theory · Computer Science 2017-10-10 Mohamed A. Suliman , Ayed M. Alrashdi , Tarig Ballal , Tareq Y. Al-Naffouri

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

Statistics Theory · Mathematics 2015-06-05 Ahmed A. Quadeer , Tareq Y. Al-Naffouri

For the problem of nonparametric estimation of signal in Gaussian noise we point out the strong asymptotically minimax estimators on maxisets for linear estimators (see \cite{ker93,rio}). It turns out that the order of rates of convergence…

Statistics Theory · Mathematics 2017-11-07 Mikhail Ermakov

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov