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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 the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

Line intensity mapping (LIM) is a promising tool to efficiently probe the three-dimensional large-scale structure by mapping the aggregate emission of a spectral line from all sources that trace the matter density field. Spectral lines from…

Cosmology and Nongalactic Astrophysics · Physics 2020-10-09 Yun-Ting Cheng , Tzu-Ching Chang , James J. Bock

Compressed sensing is a theory which guarantees the exact recovery of sparse signals from a small number of linear projections. The sampling schemes suggested by current compressed sensing theories are often of little practical relevance…

Information Theory · Computer Science 2014-07-22 Jérémie Bigot , Claire Boyer , Pierre Weiss

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

In high-dimensional generalized linear models, it is crucial to identify a sparse model that adequately accounts for response variation. Although the best subset section has been widely regarded as the Holy Grail of problems of this type,…

Machine Learning · Statistics 2023-08-02 Junxian Zhu , Jin Zhu , Borui Tang , Xuanyu Chen , Hongmei Lin , Xueqin Wang

Multipath propagation is a common phenomenon in wireless communication. Knowledge of propagation path parameters such as complex channel gain, propagation delay or angle-of-arrival provides valuable information on the user position and…

Information Theory · Computer Science 2016-03-18 Christian Steffens , Yang Yang , Marius Pesavento

We study the problem of recovering an unknown signal $\boldsymbol x$ given measurements obtained from a generalized linear model with a Gaussian sensing matrix. Two popular solutions are based on a linear estimator $\hat{\boldsymbol x}^{\rm…

Machine Learning · Statistics 2021-06-28 Marco Mondelli , Christos Thrampoulidis , Ramji Venkataramanan

We consider the problem of phase retrieval, namely, recovery of a signal from the magnitude of its Fourier transform, or of any other linear transform. Due to the loss of the Fourier phase information, this problem is ill-posed. Therefore,…

Information Theory · Computer Science 2023-07-19 Yoav Shechtman , Amir Beck , Yonina C. Eldar

We study the performance of a wide class of convex optimization-based estimators for recovering a signal from corrupted one-bit measurements in high-dimensions. Our general result predicts sharply the performance of such estimators in the…

Statistics Theory · Mathematics 2020-01-27 Hossein Taheri , Ramtin Pedarsani , Christos Thrampoulidis

Phase retrieval seeks to recover a signal x from the amplitude |Ax| of linear measurements. We cast the phase retrieval problem as a non-convex quadratic program over a complex phase vector and formulate a tractable relaxation (called…

Optimization and Control · Mathematics 2013-07-23 Irène Waldspurger , Alexandre d'Aspremont , Stéphane Mallat

For line spectrum estimation, we derive the maximum a posteriori probability estimator where prior knowledge of frequencies is modeled probabilistically. Since the spectrum is periodic, an appropriate distribution is the circular von Mises…

Statistics Theory · Mathematics 2013-06-26 Dave Zachariah , Petter Wirfält , Magnus Jansson , Saikat Chatterjee

We consider simultaneously identifying the membership and locations of point sources that are convolved with different band-limited point spread functions, from the observation of their superpositions. This problem arises in…

Information Theory · Computer Science 2017-03-22 Yuanxin Li , Yuejie Chi

Sign information is the key to overcoming the inevitable saturation error in compressive sensing systems, which causes information loss and results in bias. For sparse signal recovery from saturation, we propose to use a linear loss to…

Information Theory · Computer Science 2021-02-02 Fan He , Xiaolin Huang , Yipeng Liu , Ming Yan

In this paper, we consider recovery of jointly sparse multichannel signals from incomplete measurements. Several approaches have been developed to recover the unknown sparse vectors from the given observations, including thresholding,…

Information Theory · Computer Science 2009-04-06 Yonina C. Eldar , Holger Rauhut

This paper studies two spectrum estimation methods for the case that the samples are obtained at a rate lower than the Nyquist rate. The first method is the correlogram method for undersampled data. The algorithm partitions the spectrum…

Statistics Theory · Mathematics 2013-11-25 Mahdi Shaghaghi , Sergiy A. Vorobyov

Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this…

Information Theory · Computer Science 2018-01-23 Fariborz Salehi , Ehsan Abbasi , Babak Hassibi

We analyze the Basis Pursuit recovery of signals with general perturbations. Previous studies have only considered partially perturbed observations Ax + e. Here, x is a signal which we wish to recover, A is a full-rank matrix with more…

Information Theory · Computer Science 2015-05-13 Matthew A. Herman , Thomas Strohmer

We study phase retrieval from magnitude measurements of an unknown signal as an algebraic estimation problem. Indeed, phase retrieval from rank-one and more general linear measurements can be treated in an algebraic way. It is verified that…

Functional Analysis · Mathematics 2014-02-18 Franz J Király , Martin Ehler

Inferring stellar parameters and chemical abundances by forward modeling stellar spectra usually requires a spectral synthesis code, or an emulator constructed from a curated training set. In these situations continuum normalization is…

Solar and Stellar Astrophysics · Physics 2026-01-29 Andrew R. Casey , Adam Wheeler , Megan Bedell , David W. Hogg , Andrew Sayjdari , Lily Zhao