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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

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Spectrum sensing is an important process in cognitive radio. A number of sensing techniques that have been proposed suffer from high processing time, hardware cost and computational complexity. To address these problems, compressive sensing…

Signal Processing · Electrical Eng. & Systems 2018-01-31 Youness Arjoune , Naima Kaabouch , Hassan El Ghazi , Ahmed Tamtaoui

Sparse recovery is widely applied in many fields, since many signals or vectors can be sparsely represented under some frames or dictionaries. Most of fast algorithms at present are based on solving $l^0$ or $l^1$ minimization problems and…

Numerical Analysis · Mathematics 2019-03-06 Chong-Jun Li , Yi-Jun Zhong

We present a novel stagewise strategy for improving greedy algorithms for sparse recovery. We demonstrate its efficiency both for synthesis and analysis sparse priors, where in both cases we demonstrate its computational efficiency and…

Numerical Analysis · Mathematics 2020-12-02 Guy Leibovitz , Raja Giryes

This manuscript goes through the fundamental connections between statistical mechanics and estimation theory by focusing on the particular problem of compressive sensing. We first show that the asymptotic analysis of a sparse recovery…

Information Theory · Computer Science 2022-12-21 Ali Bereyhi , Ralf R. Müller , Hermann Schulz-Baldes

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known…

Information Theory · Computer Science 2015-06-11 Esa Ollila

Intensively growing approach in signal processing and acquisition, the Compressive Sensing approach, allows sparse signals to be recovered from small number of randomly acquired signal coefficients. This paper analyses some of the commonly…

Signal Processing · Electrical Eng. & Systems 2018-02-21 Tamara Koljensic , Caslav Labudovic

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

Sparse signal recovery deals with finding the sparsest solution of an under-determined linear system $\vx = \mQ\vs$. In this paper, we propose a novel greedy approach to addressing the challenges from such a problem. Such an approach is…

Information Theory · Computer Science 2026-04-09 Gang Li , Qiuwei Li , Shuang Li , Wu Angela Li

In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

This paper considers the problem of reconstructing sparse or compressible signals from one-bit quantized measurements. We study a new method that uses a log-sum penalty function, also referred to as the Gaussian entropy, for sparse signal…

Information Theory · Computer Science 2012-10-17 Jun Fang , Yanning Shen , Hongbin Li

Greedy Pursuits are very popular in Compressed Sensing for sparse signal recovery. Though many of the Greedy Pursuits possess elegant theoretical guarantees for performance, it is well known that their performance depends on the statistical…

Applications · Statistics 2012-06-20 Sooraj K. Ambat , Saikat Chatterjee , K. V. S. Hari

In the area of sparse recovery, numerous researches hint that non-convex penalties might induce better sparsity than convex ones, but up until now those corresponding non-convex algorithms lack convergence guarantees from the initial…

Information Theory · Computer Science 2014-04-29 Laming Chen , Yuantao Gu

Sparse signal recovery from a small number of random measurements is a well known NP-hard to solve combinatorial optimization problem, with important applications in signal and image processing. The standard approach to the sparse signal…

Data Analysis, Statistics and Probability · Physics 2013-04-09 M. Andrecut

Parsimony in signal representation is a topic of active research. Sparse signal processing and representation is the outcome of this line of research which has many applications in information processing and has shown significant…

Computer Vision and Pattern Recognition · Computer Science 2018-05-15 Hojjat Seyed Mousavi

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

Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous…

Machine Learning · Computer Science 2020-06-25 Mahmoud Assran , Arda Aytekin , Hamid Feyzmahdavian , Mikael Johansson , Michael Rabbat

We describe an asynchronous parallel stochastic proximal coordinate descent algorithm for minimizing a composite objective function, which consists of a smooth convex function plus a separable convex function. In contrast to previous…

Optimization and Control · Mathematics 2015-12-14 Ji Liu , Stephen J. Wright

Simultaneous sparse approximation is a generalization of the standard sparse approximation, for simultaneously representing a set of signals using a common sparsity model. Generalizing the compressive sensing concept to the simultaneous…

Information Theory · Computer Science 2018-09-18 Arash Golibagh Mahyari , Selin Aviyente
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