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In the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…

Information Theory · Computer Science 2017-01-04 Christophe Schülke , Philip Schniter , Lenka Zdeborová

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

The replica method is a non-rigorous but well-known technique from statistical physics used in the asymptotic analysis of large, random, nonlinear problems. This paper applies the replica method, under the assumption of replica symmetry, to…

Information Theory · Computer Science 2015-01-20 Sundeep Rangan , Alyson K. Fletcher , Vivek K Goyal

Purpose: To achieve automatic hyperparameter estimation for the joint recovery of quantitative MR images, we propose a Bayesian formulation of the reconstruction problem that incorporates the signal model. Additionally, we investigate the…

Image and Video Processing · Electrical Eng. & Systems 2023-09-12 Shuai Huang , James J. Lah , Jason W. Allen , Deqiang Qiu

A demanding challenge in Bayesian inversion is to efficiently characterize the posterior distribution. This task is problematic especially in high-dimensional non-Gaussian problems, where the structure of the posterior can be very chaotic…

Statistics Theory · Mathematics 2015-06-04 Tapio Helin , Martin Burger

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

In this paper, we compare and catalog the performance of various greedy quantized compressed sensing algorithms that reconstruct sparse signals from quantized compressed measurements. We also introduce two new greedy approaches for…

Information Theory · Computer Science 2016-01-01 Hao-Jun Michael Shi , Mindy Case , Xiaoyi Gu , Shenyinying Tu , Deanna Needell

In this paper, we propose a new orthogonal matching pursuit algorithm called quasi-OMP algorithm which greatly enhances the performance of classical orthogonal matching pursuit (OMP) algorithm, at some cost of computational complexity. We…

Numerical Analysis · Mathematics 2020-07-21 Ming-Jun Lai , Zhaiming Shen

In this paper, an efficient distributed approach for implementing the approximate message passing (AMP) algorithm, named distributed AMP (DAMP), is developed for compressed sensing (CS) recovery in sensor networks with the sparsity K…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-26 Puxiao Han , Ruixin Niu , Mengqi Ren

For wideband spectrum sensing, compressive sensing has been proposed as a solution to speed up the high dimensional signals sensing and reduce the computational complexity. Compressive sensing consists of acquiring the essential information…

Signal Processing · Electrical Eng. & Systems 2018-02-13 Fatima Salahdine , Naima Kaabouch , Hassan El Ghazi

This paper proposes Bayes-optimal convolutional approximate message-passing (CAMP) for signal recovery in compressed sensing. CAMP uses the same low-complexity matched filter (MF) for interference suppression as approximate message-passing…

Information Theory · Computer Science 2021-04-05 Keigo Takeuchi

This paper studies a classic maximum entropy sampling problem (MESP), which aims to select the most informative principal submatrix of a prespecified size from a covariance matrix. MESP has been widely applied to many areas, including…

Machine Learning · Statistics 2023-05-02 Yongchun Li , Weijun Xie

Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…

Methodology · Statistics 2023-09-26 Ksheera Sagar , Jyotishka Datta , Sayantan Banerjee , Anindya Bhadra

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

Methodology · Statistics 2025-07-24 Sreya Sarkar , Kshitij Khare , Sanvesh Srivastava

We propose a novel greedy algorithm for the support recovery of a sparse signal from a small number of noisy measurements. In the proposed method, a new support index is identified for each iteration based on bit-wise maximum a posteriori…

Information Theory · Computer Science 2019-10-29 J. Chae , S. -N. Hong

Applications of compressed sensing motivate the possibility of using different operators to encode and decode a signal of interest. Since it is clear that the operators cannot be too different, we can view the discrepancy between the two…

Numerical Analysis · Mathematics 2010-04-02 Matthew A. Herman , Deanna Needell

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

Information Theory · Computer Science 2015-06-05 Jeremy P. Vila , Philip Schniter

Orthogonal/vector approximate message-passing (AMP) is a powerful message-passing (MP) algorithm for signal reconstruction in compressed sensing. This paper proves the convergence of Bayes-optimal orthogonal/vector AMP in the large system…

Information Theory · Computer Science 2022-04-26 Keigo Takeuchi

In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…

Systems and Control · Computer Science 2015-08-06 Rodrigo Carvajal , Juan C. Agüero , Boris I. Godoy , Dimitrios Katselis

A signal recovery scheme is developed for linear observation systems based on expectation consistent (EC) mean field approximation. Approximate message passing (AMP) is known to be consistent with the results obtained using the replica…

Information Theory · Computer Science 2014-07-08 Yoshiyuki Kabashima , Mikko Vehkapera