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We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse…

Machine Learning · Statistics 2011-02-28 Abhimanyu Das , David Kempe

We tackle the fundamental problem of Bayesian active learning with noise, where we need to adaptively select from a number of expensive tests in order to identify an unknown hypothesis sampled from a known prior distribution. In the case of…

Machine Learning · Computer Science 2013-12-17 Daniel Golovin , Andreas Krause , Debajyoti Ray

This paper gives a precise characterization of the fundamental limits of adaptive sensing for diverse estimation and testing problems concerning sparse signals. We consider in particular the setting introduced in (IEEE Trans. Inform. Theory…

Statistics Theory · Mathematics 2014-10-16 Rui M. Castro

We present a computationally-efficient method for recovering sparse signals from a series of noisy observations, known as the problem of compressed sensing (CS). CS theory requires solving a convex constrained minimization problem. We…

Information Theory · Computer Science 2010-06-22 Avishy Carmi , Pini Gurfil

Greedy algorithms are popular in compressive sensing for their high computational efficiency. But the performance of current greedy algorithms can be degenerated seriously by noise (both multiplicative noise and additive noise). A robust…

Information Theory · Computer Science 2014-02-10 Yurrit Avonds , Yipeng Liu , Sabine Van Huffel

In the first part of the series papers, we set out to answer the following question: given specific restrictions on a set of samplers, what kind of signal can be uniquely represented by the corresponding samples attained, as the foundation…

Information Theory · Computer Science 2021-08-25 Hanshen Xiao , Yaowen Zhang , Guoqiang Xiao

We study the problem of optimal traffic prediction and monitoring in large-scale networks. Our goal is to determine which subset of K links to monitor in order to "best" predict the traffic on the remaining links in the network. We consider…

Data Structures and Algorithms · Computer Science 2013-12-04 Michael Kallitsis , Stilian Stoev , George Michailidis

Radar-based perception has gained increasing attention in autonomous driving, yet the inherent sparsity of radars poses challenges. Radar raw data often contains excessive noise, whereas radar point clouds retain only limited information.…

Computer Vision and Pattern Recognition · Computer Science 2025-07-16 Jialong Wu , Mirko Meuter , Markus Schoeler , Matthias Rottmann

In this article, we discuss a novel greedy algorithm for the recovery of compressive sampled signals under noisy conditions. Most of the greedy recovery algorithms proposed in the literature require sparsity of the signal to be known or…

Information Theory · Computer Science 2014-12-18 V. Meena , G. Abhilash

We consider the compressive sensing of a sparse or compressible signal ${\bf x} \in {\mathbb R}^M$. We explicitly construct a class of measurement matrices, referred to as the low density frames, and develop decoding algorithms that produce…

Information Theory · Computer Science 2009-03-05 Mehmet Akçakaya , Jinsoo Park , Vahid Tarokh

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Optimization and Control · Mathematics 2020-06-30 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

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

Matching pursuits are a class of greedy algorithms commonly used in signal processing, for solving the sparse approximation problem. They rely on an atom selection step that requires the calculation of numerous projections, which can be…

Data Structures and Algorithms · Computer Science 2012-04-06 Manuel Moussallam , Laurent Daudet , Gaël Richard

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

A classic problem is the estimation of a set of parameters from measurements collected by only a few sensors. The number of sensors is often limited by physical or economical constraints and their placement is of fundamental importance to…

Information Theory · Computer Science 2015-06-16 Juri Ranieri , Amina Chebira , Martin Vetterli

We discuss a method for sparse signal approximation, which is based on the correlation of the target signal with a pseudo-random signal, and uses a modification of the greedy matching pursuit algorithm. We show that this approach provides…

Data Analysis, Statistics and Probability · Physics 2011-05-26 M. Andrecut

In this paper, we consider the problem of sensor selection for parameter estimation with correlated measurement noise. We seek optimal sensor activations by formulating an optimization problem, in which the estimation error, given by the…

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

The problem of optimally placing sensors under a cost constraint arises naturally in the design of industrial and commercial products, as well as in scientific experiments. We consider a relaxation of the full optimization formulation of…

Optimization and Control · Mathematics 2018-05-11 Emily Clark , Travis Askham , Steven L. Brunton , J. Nathan Kutz

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath