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One of the open problems in the field of forward uncertainty quantification (UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to…

Numerical Analysis · Mathematics 2020-08-25 Ling Guo , Akil Narayan , Yongle Liu , Tao Zhou

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

We study the problem of recovering an $s$-sparse signal $\mathbf{x}^{\star}\in\mathbb{C}^n$ from corrupted measurements $\mathbf{y} = \mathbf{A}\mathbf{x}^{\star}+\mathbf{z}^{\star}+\mathbf{w}$, where $\mathbf{z}^{\star}\in\mathbb{C}^m$ is…

Information Theory · Computer Science 2018-04-04 Peng Zhang , Lu Gan , Cong Ling , Sumei Sun

We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of…

Information Theory · Computer Science 2014-02-05 Rina Foygel , Lester Mackey

We improve existing results in the field of compressed sensing and matrix completion when sampled data may be grossly corrupted. We introduce three new theorems. 1) In compressed sensing, we show that if the m \times n sensing matrix has…

Information Theory · Computer Science 2012-01-19 Xiaodong Li

This short note proves the $\ell_2-\ell_1$ instance optimality of a $\ell_1/\ell_1$ solver, i.e a variant of \emph{basis pursuit denoising} with a $\ell_1$ fidelity constraint, when applied to the estimation of sparse (or compressible)…

Information Theory · Computer Science 2013-03-22 Laurent Jacques

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

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…

Information Theory · Computer Science 2015-05-30 Zai Yang , Cishen Zhang , Jun Deng , Wenmiao Lu

We proposed a weighted l1 minimization to recover a sparse signal vector and the corrupted noise vector from a linear measurement when the sensing matrix A is an m by n row i.i.d subgaussian matrix. We obtain both uniform and nonuniform…

Information Theory · Computer Science 2016-01-25 Dongcai Su

High-dimensional data often lie in low-dimensional subspaces corresponding to different classes they belong to. Finding sparse representations of data points in a dictionary built using the collection of data helps to uncover…

Machine Learning · Statistics 2016-02-16 Ehsan Elhamifar , Mahdi Soltanolkotabi , Shankar Sastry

Expressing a matrix as the sum of a low-rank matrix plus a sparse matrix is a flexible model capturing global and local features in data popularized as Robust PCA (Candes et al., 2011; Chandrasekaran et al., 2009). Compressed sensing,…

Numerical Analysis · Mathematics 2022-04-28 Jared Tanner , Simon Vary

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

This paper studies the problem of recovering a signal vector and the corrupted noise vector from a collection of corrupted linear measurements through the solution of a l1 minimization, where the sensing matrix is a partial Fourier matrix…

Information Theory · Computer Science 2016-01-25 Dongcai Su

This paper investigates the problem of signal estimation from undersampled noisy sub-Gaussian measurements under the assumption of a cosparse model. Based on generalized notions of sparsity, we derive novel recovery guarantees for the…

Information Theory · Computer Science 2021-02-23 Martin Genzel , Gitta Kutyniok , Maximilian März

We present improved sampling complexity bounds for stable and robust sparse recovery in compressed sensing. Our unified analysis based on l1 minimization encompasses the case where (i) the measurements are block-structured samples in order…

Information Theory · Computer Science 2020-05-22 Ben Adcock , Claire Boyer , Simone Brugiapaglia

In this paper, based on a successively accuracy-increasing approximation of the $\ell_0$ norm, we propose a new algorithm for recovery of sparse vectors from underdetermined measurements. The approximations are realized with a certain class…

Information Theory · Computer Science 2016-11-03 Mohammadreza Malek-Mohammadi , Ali Koochakzadeh , Massoud Babaie-Zadeh , Magnus Jansson , Cristian R. Rojas

Compressive sampling has become a widely used approach to construct polynomial chaos surrogates when the number of available simulation samples is limited. Originally, these expensive simulation samples would be obtained at random locations…

Computation · Statistics 2018-07-04 Negin Alemazkoor , Hadi Meidani

Compressed sensing has a wide range of applications that include error correction, imaging, radar and many more. Given a sparse signal in a high dimensional space, one wishes to reconstruct that signal accurately and efficiently from a…

Numerical Analysis · Mathematics 2009-05-28 Deanna Needell

Corrupted sensing concerns the problem of recovering a high-dimensional structured signal from a collection of measurements that are contaminated by unknown structured corruption and unstructured noise. In the case of linear measurements,…

Information Theory · Computer Science 2022-02-16 Zhongxing Sun , Wei Cui , Yulong Liu

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
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