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The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

Recovery of the initial state of a high-dimensional system can require a large number of measurements. In this paper, we explain how this burden can be significantly reduced when randomized measurement operators are employed. Our work…

Systems and Control · Computer Science 2013-07-17 Borhan M. Sanandaji , Michael B. Wakin , Tyrone L. Vincent

In this paper we revisit the sparse multiple measurement vector (MMV) problem where the aim is to recover a set of jointly sparse multichannel vectors from incomplete measurements. This problem has received increasing interest as an…

Information Theory · Computer Science 2015-03-14 Mike E. Davies , Yonina C. Eldar

An increasing number of applications is concerned with recovering a sparse matrix from noisy observations. In this paper, we consider the setting where each row of the unknown matrix is sparse. We establish minimax optimal rates of…

Statistics Theory · Mathematics 2015-09-02 O. Klopp , A. B. Tsybakov

A noisy underdetermined system of linear equations is considered in which a sparse vector (a vector with a few nonzero elements) is subject to measurement. The measurement matrix elements are drawn from a Gaussian distribution. We study the…

Information Theory · Computer Science 2014-06-26 Behrooz Kamary Aliabadi , Silèye Ba

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2017-12-27 Yanjun Li , Kiryung Lee , Yoram Bresler

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2018-01-03 Yanjun Li , Kiryung Lee , Yoram Bresler

We consider several related problems of estimating the 'sparsity' or number of nonzero elements $d$ in a length $n$ vector $\mathbf{x}$ by observing only $\mathbf{b} = M \odot \mathbf{x}$, where $M$ is a predesigned test matrix independent…

Information Theory · Computer Science 2017-07-24 Abhishek Agarwal , Larkin Flodin , Arya Mazumdar

We consider the recovery of a low rank and jointly sparse matrix from under sampled measurements of its columns. This problem is highly relevant in the recovery of dynamic MRI data with high spatio-temporal resolution, where each column of…

Numerical Analysis · Computer Science 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob

This paper focuses on the estimation of the sample covariance matrix from low-dimensional random projections of data known as compressive measurements. In particular, we present an unbiased estimator to extract the covariance structure from…

Machine Learning · Statistics 2017-05-01 Farhad Pourkamali-Anaraki

Recovery of support of a sparse vector from simple measurements is a widely-studied problem, considered under the frameworks of compressed sensing, 1-bit compressed sensing, and more general single index models. We consider generalizations…

Machine Learning · Statistics 2021-11-05 Venkata Gandikota , Arya Mazumdar , Soumyabrata Pal

We consider the model {eqnarray*}y=X\theta^*+\xi, Z=X+\Xi,{eqnarray*} where the random vector $y\in\mathbb{R}^n$ and the random $n\times p$ matrix $Z$ are observed, the $n\times p$ matrix $X$ is unknown, $\Xi$ is an $n\times p$ random noise…

Statistics Theory · Mathematics 2010-11-11 Mathieu Rosenbaum , Alexandre B. Tsybakov

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…

Information Theory · Computer Science 2023-06-13 Johannes Maly

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is…

Machine Learning · Statistics 2016-11-18 Akshay Soni , Swayambhoo Jain , Jarvis Haupt , Stefano Gonella
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