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We study the computational cost of recovering a unit-norm sparse principal component $x \in \mathbb{R}^n$ planted in a random matrix, in either the Wigner or Wishart spiked model (observing either $W + \lambda xx^\top$ with $W$ drawn from…

Statistics Theory · Mathematics 2022-06-24 Yunzi Ding , Dmitriy Kunisky , Alexander S. Wein , Afonso S. Bandeira

This paper presents a new analysis for the orthogonal matching pursuit (OMP) algorithm. It is shown that if the restricted isometry property (RIP) is satisfied at sparsity level $O(\bar{k})$, then OMP can recover a $\bar{k}$-sparse signal…

Information Theory · Computer Science 2011-06-06 Tong Zhang

Computation of the large sparse matrix exponential has been an important topic in many fields, such as network and finite-element analysis. The existing scaling and squaring algorithm (SSA) is not suitable for the computation of the large…

Numerical Analysis · Mathematics 2021-10-12 Feng Wu , Kailing Zhang , Li Zhu , Jiayao Hu

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

We show that the problem of recovering the topology and admittance of an electrical network from power and voltage data at all vertices is often ill-posed, and sometimes it even has multiple solutions. We reformulate the problem to seek for…

Optimization and Control · Mathematics 2026-01-19 Álvaro Samperio

Over the past years, there are increasing interests in recovering the signals from undersampling data where such signals are sparse under some orthogonal dictionary or tight framework, which is referred to be sparse synthetic model. More…

Information Theory · Computer Science 2012-02-10 Lianlin Li

This article considers recovery of signals that are sparse or approximately sparse in terms of a (possibly) highly overcomplete and coherent tight frame from undersampled data corrupted with additive noise. We show that the properly…

Information Theory · Computer Science 2013-09-10 Junhong Lin , Song Li

Existing approaches to compressive sensing of frequency-sparse signals focuses on signal recovery rather than spectral estimation. Furthermore, the recovery performance is limited by the coherence of the required sparsity dictionaries and…

Information Theory · Computer Science 2013-05-22 Karsten Fyhn , Hamid Dadkhahi , Marco F. Duarte

We consider the following k-sparse recovery problem: design an m x n matrix A, such that for any signal x, given Ax we can efficiently recover x' satisfying ||x-x'||_1 <= C min_{k-sparse} x"} ||x-x"||_1. It is known that there exist…

Data Structures and Algorithms · Computer Science 2011-06-06 Khanh Do Ba , Piotr Indyk , Eric Price , David P. Woodruff

Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an…

Information Theory · Computer Science 2016-05-04 Tomoyuki Obuchi , Yoshiyuki Kabashima

We consider compressed sensing of block-sparse signals, i.e., sparse signals that have nonzero coefficients occuring in clusters. Based on an uncertainty relation for block-sparse signals, we define a block-coherence measure and we show…

Information Theory · Computer Science 2008-12-02 Yonina C. Eldar , Helmut Bolcskei

We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

This work treats the recovery of sparse, binary signals through box-constrained basis pursuit using biased measurement matrices. Using a probabilistic model, we provide conditions under which the recovery of both sparse and saturated binary…

Numerical Analysis · Mathematics 2018-01-11 Axel Flinth , Sandra Keiper

Sparse coding is a crucial subroutine in algorithms for various signal processing, deep learning, and other machine learning applications. The central goal is to learn an overcomplete dictionary that can sparsely represent a given input…

Machine Learning · Statistics 2017-12-14 Thanh V. Nguyen , Raymond K. W. Wong , Chinmay Hegde

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

Recently, many practical algorithms have been proposed to recover the sparse signal from fewer measurements. Orthogonal matching pursuit (OMP) is one of the most effective algorithm. In this paper, we use the restricted isometry property to…

Functional Analysis · Mathematics 2011-06-01 Yi Shen , Song Li

We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can…

When the scale of communication networks has been growing rapidly in the past decades, it becomes a critical challenge to extract fast and accurate estimation of key state parameters of network links, e.g., transmission delays and dropped…

Networking and Internet Architecture · Computer Science 2018-12-04 Hao-Ting Wei , Sung-Hsien Hsieh , Wen-Liang Hwang , Chung-Shou Liao , Chun-Shien Lu

This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are…

Numerical Analysis · Mathematics 2024-03-11 Lexing Ying

Orthogonal matching pursuit (OMP) is a greedy algorithm widely used for the recovery of sparse signals from compressed measurements. In this paper, we analyze the number of iterations required for the OMP algorithm to perform exact recovery…

Information Theory · Computer Science 2016-02-23 Jian Wang , Byonghyo Shim