Related papers: Robust 1-Bit Compressed Sensing via Hinge Loss Min…
In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…
Consider measuring an n-dimensional vector x through the inner product with several measurement vectors, a_1, a_2, ..., a_m. It is common in both signal processing and statistics to assume the linear response model y_i = <a_i, x> + e_i,…
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…
We consider the problems of compressed sensing and optimal denoising for signals $\mathbf{x_0}\in\mathbb{R}^N$ that are monotone, i.e., $\mathbf{x_0}(i+1) \geq \mathbf{x_0}(i)$, and sparsely varying, i.e., $\mathbf{x_0}(i+1) >…
We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…
We consider in this paper the problem of noisy 1-bit matrix completion under a general non-uniform sampling distribution using the max-norm as a convex relaxation for the rank. A max-norm constrained maximum likelihood estimate is…
Infinite-dimensional compressed sensing deals with the recovery of analog signals (functions) from linear measurements, often in the form of integral transforms such as the Fourier transform. This framework is well-suited to many real-world…
Random sampling in compressive sensing (CS) enables the compression of large amounts of input signals in an efficient manner, which is useful for many applications. CS reconstructs the compressed signals exactly with overwhelming…
The standard approach to compressive sampling considers recovering an unknown deterministic signal with certain known structure, and designing the sub-sampling pattern and recovery algorithm based on the known structure. This approach…
Noiseless compressive sensing is a two-steps setting that allows for undersampling a sparse signal and then reconstructing it without loss of information. The LASSO algorithm, based on $\lone$ regularization, provides an efficient and…
We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix $M^*$. Instead of observing a subset of the noisy continuous-valued entries of a matrix $M^*$, we observe a subset of…
We propose a compressive sensing algorithm that exploits geometric properties of images to recover images of high quality from few measurements. The image reconstruction is done by iterating the two following steps: 1) estimation of normal…
In this paper we build provably near-optimal, in the minimax sense, estimates of linear forms and, more generally, "$N$-convex functionals" (the simplest example being the maximum of several fractional-linear functions) of unknown "signal"…
In this paper we study how the choice of loss functions of non-convex optimization problems affects their robustness and optimization landscape, through the study of noisy matrix sensing. In traditional regression tasks, mean squared error…
Compressed sensing (sparse signal recovery) often encounters nonnegative data (e.g., images). Recently we developed the methodology of using (dense) Compressed Counting for recovering nonnegative K-sparse signals. In this paper, we adopt…
In this paper we introduce a new sampling and reconstruction approach for multi-dimensional analog signals. Building on top of the Unlimited Sensing Framework (USF), we present a new folded sampling operator called the multi-dimensional…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…
Compressed sensing is a signal processing scheme that reconstructs high-dimensional sparse signals from a limited number of observations. In recent years, various problems involving signals with a finite number of discrete values have been…
We discuss two new methods of recovery of sparse signals from noisy observation based on $\ell_1$- minimization. They are closely related to the well-known techniques such as Lasso and Dantzig Selector. However, these estimators come with…
We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…