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This paper addresses the sparse representation (SR) problem within a general Bayesian framework. We show that the Lagrangian formulation of the standard SR problem, i.e., $\mathbf{x}^\star=\arg\min_\mathbf{x} \lbrace \|…

Information Theory · Computer Science 2014-01-30 Cédric Herzet , Angélique Drémeau

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

Information Theory · Computer Science 2012-04-04 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

Matching Pursuit LASSIn Part I \cite{TanPMLPart1}, a Matching Pursuit LASSO ({MPL}) algorithm has been presented for solving large-scale sparse recovery (SR) problems. In this paper, we present a subspace search to further improve the…

Computer Vision and Pattern Recognition · Computer Science 2014-12-25 Mingkui Tan , Ivor W. Tsang , Li Wang

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

A greedy algorithm called Bayesian multiple matching pursuit (BMMP) is proposed to estimate a sparse signal vector and its support given $m$ linear measurements. Unlike the maximum a posteriori (MAP) support detection, which was proposed by…

Information Theory · Computer Science 2019-04-04 Kyung-Su Kim , Sae-Young Chung

Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…

Machine Learning · Computer Science 2022-11-29 Chandrajit Bajaj , Omatharv Bharat Vaidya , Yi Wang

Based on the methodological similarity between sparse signal reconstruction and system identification, a new approach for sparse signal reconstruction in compressive sensing (CS) is proposed in this paper. This approach employs a stochastic…

Information Theory · Computer Science 2015-06-15 Jian Jin , Yuantao Gu , Shunliang Mei

We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…

Machine Learning · Statistics 2017-03-01 Pan Xu , Jian Ma , Quanquan Gu

Generalized approximate message passing (GAMP) is a computationally efficient algorithm for estimating an unknown signal $w_0\in\mathbb{R}^N$ from a random linear measurement $y= Xw_0 + \epsilon\in\mathbb{R}^M$, where…

Information Theory · Computer Science 2025-08-06 Takashi Takahashi

In phase retrieval, the goal is to recover a signal $\mathbf{x}\in\mathbb{C}^N$ from the magnitudes of linear measurements $\mathbf{Ax}\in\mathbb{C}^M$. While recent theory has established that $M\approx 4N$ intensity measurements are…

Information Theory · Computer Science 2015-06-19 Philip Schniter , Sundeep Rangan

We propose a new iterative greedy algorithm for reconstructions of sparse signals with or without noisy perturbations in compressed sensing. The proposed algorithm, called \emph{subspace thresholding pursuit} (STP) in this paper, is a…

Information Theory · Computer Science 2014-05-22 Chao-Bing Song , Shu-Tao Xia , Xin-Ji Liu

In this paper, we will investigate the efficacy of IMAT (Iterative Method of Adaptive Thresholding) in recovering the sparse signal (parameters) for linear models with missing data. Sparse recovery rises in compressed sensing and machine…

Machine Learning · Computer Science 2016-06-14 Ashkan Esmaeili , Farokh Marvasti

Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…

Machine Learning · Computer Science 2022-01-25 Shahaf E. Finder , Eran Treister , Oren Freifeld

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

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

This paper studies the problem of Simultaneous Sparse Approximation (SSA). This problem arises in many applications which work with multiple signals maintaining some degree of dependency such as radar and sensor networks. In this paper, we…

Information Theory · Computer Science 2023-04-04 Sahar Sadrizadeh , Shahrzad Kiani , Mahdi Boloursaz , Farokh Marvasti

The multiple measurement vector problem (MMV) is a generalization of the compressed sensing problem that addresses the recovery of a set of jointly sparse signal vectors. One of the important contributions of this paper is to reveal that…

Information Theory · Computer Science 2016-01-20 Jong Chul Ye , Jong Min Kim , Yoram Bresler

Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…

Machine Learning · Computer Science 2025-01-17 Richard Cornelius Suwandi , Zhidi Lin , Feng Yin , Zhiguo Wang , Sergios Theodoridis

Sparse adaptive filtering has gained much attention due to its wide applicability in the field of signal processing. Among the main algorithm families, sparse norm constraint adaptive filters develop rapidly in recent years. However, when…

Systems and Control · Computer Science 2015-09-29 Yong Feng , Fei Chen , Rui Zeng , Jiasong Wu , Huazhong Shu