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In this paper we revisit random linear under-determined systems with sparse solutions. We consider $\ell_1$ optimization heuristic known to work very well when used to solve these systems. A collection of fundamental results that relate to…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

In this paper we provide a complementary set of results to those we present in our companion work \cite{Stojnicl1HidParasymldp} regarding the behavior of the so-called partial $\ell_1$ (a variant of the standard $\ell_1$ heuristic often…

Optimization and Control · Mathematics 2016-12-23 Mihailo Stojnic

Our companion work \cite{Stojnicl1BnBxasymldp} considers random under-determined linear systems with box-constrained sparse solutions and provides an asymptotic analysis of a couple of modified $\ell_1$ heuristics adjusted to handle such…

Optimization and Control · Mathematics 2016-12-21 Mihailo Stojnic

In this paper we consider random linear under-determined systems with block-sparse solutions. A standard subvariant of such systems, namely, precisely the same type of systems without additional block structuring requirement, gained a lot…

Optimization and Control · Mathematics 2016-12-21 Mihailo Stojnic

$\ell_1$ optimization is a well known heuristic often employed for solving various forms of sparse linear problems. In this paper we look at its a variant that we refer to as the \emph{partial} $\ell_1$ and discuss its mathematical…

Optimization and Control · Mathematics 2016-12-23 Mihailo Stojnic

In this paper we consider box constrained adaptations of $\ell_1$ optimization heuristic when applied for solving random linear systems. These are typically employed when on top of being sparse the systems' solutions are also known to be…

Probability · Mathematics 2016-12-21 Mihailo Stojnic

In this paper we revisit under-determined linear systems of equations with sparse solutions. As is well known, these systems are among core mathematical problems of a very popular compressed sensing field. The popularity of the field as…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random…

Probability · Mathematics 2020-07-07 Shankar Bhamidi , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

In this paper we look at a particular problem related to under-determined linear systems of equations with sparse solutions. $\ell_1$-minimization is a fairly successful polynomial technique that can in certain statistical scenarios find…

Information Theory · Computer Science 2015-07-17 Mihailo Stojnic

In this paper we consider solving \emph{noisy} under-determined systems of linear equations with sparse solutions. A noiseless equivalent attracted enormous attention in recent years, above all, due to work of…

Information Theory · Computer Science 2013-04-01 Mihailo Stojnic

Sufficient conditions characterizing the asymptotic stability and the hybrid $L_1/\ell_1$-gain of linear positive impulsive systems under minimum and range dwell-time constraints are obtained. These conditions are stated as…

Optimization and Control · Mathematics 2018-10-16 Corentin Briat

In this paper we consider under-determined systems of linear equations that have sparse solutions. This subject attracted enormous amount of interest in recent years primarily due to influential works \cite{CRT,DonohoPol}. In a statistical…

Information Theory · Computer Science 2013-04-01 Mihailo Stojnic

We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…

Probability · Mathematics 2021-08-10 Amarjit Budhiraja , Michael Conroy

Dynamical system models with delayed dynamics and small noise arise in a variety of applications in science and engineering. In many applications, stable equilibrium or periodic behavior is critical to a well functioning system. Sufficient…

Probability · Mathematics 2017-10-27 David Lipshutz

In this paper, we study the asymptotic behavior as $x_1\to+\infty$ of solutions of semilinear elliptic equations in quarter- or half-spaces, for which the value at $x_1=0$ is given. We prove the uniqueness and characterize the…

Analysis of PDEs · Mathematics 2010-07-26 Messoud Efendiev , Francois Hamel

In this paper we revisit one of the classical problems of compressed sensing. Namely, we consider linear under-determined systems with sparse solutions. A substantial success in mathematical characterization of an $\ell_1$ optimization…

Information Theory · Computer Science 2015-07-17 Mihailo Stojnic

The recent work of \cite{CRT,DonohoPol} rigorously proved (in a large dimensional and statistical context) that if the number of equations (measurements in the compressed sensing terminology) in the system is proportional to the length of…

Information Theory · Computer Science 2013-04-02 Mihailo Stojnic

In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a minimal use of rough path theory, and this implies the LDP…

Probability · Mathematics 2025-01-03 Ryoji Takano
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