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In this paper, we study the minimax rates and provide an implementable convex algorithm for Poisson inverse problems under weak sparsity and physical constraints. In particular we assume the model $y_i \sim \mbox{Poisson}(Ta_i^{\top}f^*)$…

Statistics Theory · Mathematics 2017-12-19 Yuan Li , Garvesh Raskutti

This paper investigates the effect of the design matrix on the ability (or inability) to estimate a sparse parameter in linear regression. More specifically, we characterize the optimal rate of estimation when the smallest singular value of…

Statistics Theory · Mathematics 2024-02-02 Reese Pathak , Cong Ma

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

We first propose a novel criterion that guarantees that an $s$-sparse signal is the local minimizer of the $\ell_1/\ell_2$ objective; our criterion is interpretable and useful in practice. We also give the first uniform recovery condition…

Numerical Analysis · Mathematics 2021-01-29 Yiming Xu , Akil Narayan , Hoang Tran , Clayton G. Webster

Reconstruction of fine-scale information from sparse data is relevant to many practical fluid dynamic applications where the sensing is typically sparse. Fluid flows in an ideal sense are manifestations of nonlinear multiscale PDE dynamical…

Computational Physics · Physics 2020-10-28 Chen Lu , Balaji Jayaraman

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Arkadii S. Nemirovski

Many scientific and economic problems involve the analysis of high-dimensional time series datasets. However, theoretical studies in high-dimensional statistics to date rely primarily on the assumption of independent and identically…

Statistics Theory · Mathematics 2015-07-31 Sumanta Basu , George Michailidis

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

In this paper we show that if the restricted isometry constant $\delta_k$ of the compressed sensing matrix satisfies \[ \delta_k < 0.307, \] then $k$-sparse signals are guaranteed to be recovered exactly via $\ell_1$ minimization when no…

Information Theory · Computer Science 2009-11-10 T. Tony Cai , Lie Wang , Guangwu Xu

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

We study the robustness properties of $\ell_1$ norm minimization for the classical linear regression problem with a given design matrix and contamination restricted to the dependent variable. We perform a fine error analysis of the $\ell_1$…

Optimization and Control · Mathematics 2014-02-26 Salvador Flores , Luis M. Briceno-Arias

The article concerns compressed sensing methods in the quaternion algebra. We prove that it is possible to uniquely reconstruct - by $\ell_1$-norm minimization - a sparse quaternion signal from a limited number of its linear measurements,…

Functional Analysis · Mathematics 2017-05-23 Agnieszka Badeńska , Łukasz Błaszczyk

This work considers recovery of signals that are sparse over two bases. For instance, a signal might be sparse in both time and frequency, or a matrix can be low rank and sparse simultaneously. To facilitate recovery, we consider minimizing…

Information Theory · Computer Science 2012-02-17 Samet Oymak , Babak Hassibi

We propose a prox-regular-type low-rank constrained nonconvex nonsmooth optimization model for Robust Low-Rank Matrix Recovery (RLRMR), i.e., estimate problem of low-rank matrix from an observed signal corrupted by outliers. For RLRMR, the…

Optimization and Control · Mathematics 2026-02-03 Keita Kume , Isao Yamada

This paper discusses the incorporation of local sparsity information, e.g. in each pixel of an image, via minimization of the $\ell^{1,\infty}$-norm. We discuss the basic properties of this norm when used as a regularization functional and…

Optimization and Control · Mathematics 2015-06-12 Pia Heins , Michael Moeller , Martin Burger

A recent trend in compressed sensing is to consider non-convex optimization techniques for sparse recovery. The important case of $F$-minimization has become of particular interest, for which the exact reconstruction condition (ERC) in the…

Information Theory · Computer Science 2017-02-22 Jingbo Liu , Jian Jin , Yuantao Gu

In this paper, we introduce a sparse approximation property of order $s$ for a measurement matrix ${\bf A}$: $$\|{\bf x}_s\|_2\le D \|{\bf A}{\bf x}\|_2+ \beta \frac{\sigma_s({\bf x})}{\sqrt{s}} \quad {\rm for\ all} \ {\bf x},$$ where ${\bf…

Information Theory · Computer Science 2015-05-28 Qiyu Sun

This paper describes some new results on recursive l_1-minimizing by Kalman filtering. We consider the l_1-norm as an explicit constraint, formulated as a nonlinear observation of the state to be estimated. Interpretiing a sparse vector to…

Signal Processing · Electrical Eng. & Systems 2018-08-21 Otmar Loffeld , Dunja Alexandra Hage , Miguel Heredia Conde , Ling Wang

We discuss a general notion of "sparsity structure" and associated recoveries of a sparse signal from its linear image of reduced dimension possibly corrupted with noise. Our approach allows for unified treatment of (a) the "usual sparsity"…

Optimization and Control · Mathematics 2016-11-26 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadi Nemirovski

In this note, we address the theoretical properties of $\Delta_p$, a class of compressed sensing decoders that rely on $\ell^p$ minimization with 0<p<1 to recover estimates of sparse and compressible signals from incomplete and inaccurate…

Information Theory · Computer Science 2009-08-10 Rayan Saab , Ozgur Yilmaz
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