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Related papers: Nearly Optimal Bounds for Orthogonal Least Squares

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It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

We consider the problem of reconstructing a sparse signal $x^0\in\R^n$ from a limited number of linear measurements. Given $m$ randomly selected samples of $U x^0$, where $U$ is an orthonormal matrix, we show that $\ell_1$ minimization…

Statistics Theory · Mathematics 2009-11-11 Emmanuel Candes , Justin Romberg

Interpolation-based trust-region methods are an important class of algorithms for Derivative-Free Optimization which rely on locally approximating an objective function by quadratic polynomial interpolation models, frequently built from…

Optimization and Control · Mathematics 2013-06-25 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the constraint matrix. We develop reduced compact representations of…

Optimization and Control · Mathematics 2023-12-13 Johannes J. Brust , Roummel F. Marcia , Cosmin G. Petra , Michael A. Saunders

We develop a Recursive $\mathcal{L}_1$-Regularized Least Squares (SPARLS) algorithm for the estimation of a sparse tap-weight vector in the adaptive filtering setting. The SPARLS algorithm exploits noisy observations of the tap-weight…

Information Theory · Computer Science 2009-01-08 Behtash Babadi , Nicholas Kalouptsidis , Vahid Tarokh

We study the stable recovery of complex $k$-sparse signals from as few phaseless measurements as possible. The main result is to show that one can employ $\ell_1$ minimization to stably recover complex $k$-sparse signals from $m\geq O(k\log…

Functional Analysis · Mathematics 2019-11-27 Yu Xia , Zhiqiang Xu

We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

We address the problem of recovering a sparse $n$-vector within a given subspace. This problem is a subtask of some approaches to dictionary learning and sparse principal component analysis. Hence, if we can prove scaling laws for recovery…

Optimization and Control · Mathematics 2014-12-04 Laurent Demanet , Paul Hand

We consider the problem of recovering sparse vectors from underdetermined linear measurements via $\ell_p$-constrained basis pursuit. Previous analyses of this problem based on generalized restricted isometry properties have suggested that…

Information Theory · Computer Science 2015-04-21 Sjoerd Dirksen , Guillaume Lecué , Holger Rauhut

In this paper, we address the sparse multiple measurement vector (MMV) problem where the objective is to recover a set of sparse nonzero row vectors or indices of a signal matrix from incomplete measurements. Ideally, regardless of the…

Information Theory · Computer Science 2016-01-27 Kyung Su Kim , Sae-Young Chung

We develop a constructive approach to estimating sparse, high-dimensional linear regression models. The approach is a computational algorithm motivated from the KKT conditions for the $\ell_0$-penalized least squares solutions. It generates…

Computation · Statistics 2017-01-19 Jian Huang , Yuling Jiao , Yanyan Liu , Xiliang Lu

Recovery error bounds of tail-minimization and the rate of convergence of an efficient proximal alternating algorithm for sparse signal recovery are considered in this article. Tail-minimization focuses on minimizing the energy in the…

Information Theory · Computer Science 2025-01-28 Meng Huang , Shidong Li

In this paper, we consider the problem of collaboratively estimating the sparsity pattern of a sparse signal with multiple measurement data in distributed networks. We assume that each node makes Compressive Sensing (CS) based measurements…

Information Theory · Computer Science 2012-11-29 Thakshila Wimalajeewa , Pramod K. Varshney

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

The choice of the sensing matrix is crucial in compressed sensing. Random Gaussian sensing matrices satisfy the restricted isometry property, which is crucial for solving the sparse recovery problem using convex optimization techniques.…

Signal Processing · Electrical Eng. & Systems 2023-12-29 Kartheek Kumar Reddy Nareddy , Abijith Jagannath Kamath , Chandra Sekhar Seelamantula

Finding the sparse solution of an underdetermined system of linear equations has many applications, especially, it is used in Compressed Sensing (CS), Sparse Component Analysis (SCA), and sparse decomposition of signals on overcomplete…

Information Theory · Computer Science 2010-01-29 Hosein Mohimani , Massoud Babaie-Zadeh , Irina Gorodnitsky , Christian Jutten

Orthogonal matching pursuit (OMP) is a widely used algorithm for recovering sparse high dimensional vectors in linear regression models. The optimal performance of OMP requires \textit{a priori} knowledge of either the sparsity of…

Machine Learning · Statistics 2018-06-05 Sreejith Kallummil , Sheetal Kalyani

We consider column-sparse covering integer programs, a generalization of set cover, which have a long line of research of (randomized) approximation algorithms. We develop a new rounding scheme based on the Partial Resampling variant of the…

Data Structures and Algorithms · Computer Science 2023-10-13 Antares Chen , David G. Harris , Aravind Srinivasan

We present a theoretical analysis of the average performance of OMP for sparse approximation. For signals that are generated from a dictionary with $K$ atoms and coherence $\mu$ and coefficients corresponding to a geometric sequence with…

Information Theory · Computer Science 2019-07-16 Karin Schnass

We present a new approach to solve the sparse approximation or best subset selection problem, namely find a $k$-sparse vector ${\bf x}\in\mathbb{R}^d$ that minimizes the $\ell_2$ residual $\lVert A{\bf x}-{\bf y} \rVert_2$. We consider a…

Machine Learning · Computer Science 2021-06-21 Tal Amir , Ronen Basri , Boaz Nadler