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The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex heuristics or nicely-behaved non convex…

Optimization and Control · Mathematics 2012-05-03 Heinz H. Bauschke , D. Russell Luke , Hung M. Phan , Xianfu Wang

The problem of finding the sparsest vector (direction) in a low dimensional subspace can be considered as a homogeneous variant of the sparse recovery problem, which finds applications in robust subspace recovery, dictionary learning,…

Machine Learning · Computer Science 2020-01-22 Qing Qu , Zhihui Zhu , Xiao Li , Manolis C. Tsakiris , John Wright , René Vidal

We consider the problem of calibrating a compressed sensing measurement system under the assumption that the decalibration consists in unknown gains on each measure. We focus on {\em blind} calibration, using measures performed on a few…

Statistics Theory · Mathematics 2011-12-01 Rémi Gribonval , Gilles Chardon , Laurent Daudet

In this paper, we propose a new approach to design globally convergent reduced-order observers for nonlinear control systems via contraction analysis and convex optimization. Despite the fact that contraction is a concept naturally suitable…

Optimization and Control · Mathematics 2021-08-17 Bowen Yi , Ruigang Wang , Ian R. Manchester

The trend in modern science and technology is to take vector measurements rather than scalars, ruthlessly scaling to ever higher dimensional vectors. For about two decades now, traditional scalar Compressed Sensing has been synonymous with…

Machine Learning · Computer Science 2025-05-02 Apratim Dey , David Donoho

This paper proposes a simple adaptive sensing and group testing algorithm for sparse signal recovery. The algorithm, termed Compressive Adaptive Sense and Search (CASS), is shown to be near-optimal in that it succeeds at the lowest possible…

Information Theory · Computer Science 2014-04-30 Matthew L. Malloy , Robert D. Nowak

Recent advances in quantized compressed sensing and high-dimensional estimation have shown that signal recovery is even feasible under strong non-linear distortions in the observation process. An important characteristic of associated…

Information Theory · Computer Science 2023-08-08 Martin Genzel , Alexander Stollenwerk

In this paper, we develop a framework to design sensing matrices for compressive sensing applications that lead to good mean squared error (MSE) performance subject to sensing cost constraints. By capitalizing on the MSE of the oracle…

Information Theory · Computer Science 2021-01-28 Wei Chen , Miguel R. D. Rodrigues , Ian Wassell

Let A be an M by N matrix (M < N) which is an instance of a real random Gaussian ensemble. In compressed sensing we are interested in finding the sparsest solution to the system of equations A x = y for a given y. In general, whenever the…

Information Theory · Computer Science 2011-03-09 Mihailo Stojnic , Farzad Parvaresh , Babak Hassibi

We consider the problem of minimizing a composite convex function with two different access methods: an oracle, for which we can evaluate the value and gradient, and a structured function, which we access only by solving a convex…

Optimization and Control · Mathematics 2021-11-30 Xinyue Shen , Alnur Ali , Stephen Boyd

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario case, but our approach can be extended to other types of…

Optimization and Control · Mathematics 2022-01-05 Enrico Bettiol , Christoph Buchheim , Marianna De Santis , Francesco Rinaldi

The problem of monotone submodular maximization has been studied extensively due to its wide range of applications. However, there are cases where one can only access the objective function in a distorted or noisy form because of the…

Data Structures and Algorithms · Computer Science 2022-10-24 Lingxiao Huang , Yuyi Wang , Chunxue Yang , Huanjian Zhou

The ability to detect sparse signals from noisy high-dimensional data is a top priority in modern science and engineering. A sparse solution of the linear system $A \rho = b_0$ can be found efficiently with an $l_1$-norm minimization…

Signal Processing · Electrical Eng. & Systems 2022-06-08 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

This paper concerns the problem of 1-bit compressed sensing, where the goal is to estimate a sparse signal from a few of its binary measurements. We study a non-convex sparsity-constrained program and present a novel and concise analysis…

Machine Learning · Computer Science 2020-07-10 Jie Shen

Compressed sensing (sparse signal recovery) has been a popular and important research topic in recent years. By observing that natural signals are often nonnegative, we propose a new framework for nonnegative signal recovery using…

Methodology · Statistics 2013-10-04 Ping Li , Cun-Hui Zhang , Tong Zhang

In this paper we are interested in the solution of Compressed Sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. CS problems of this type are convex with non-smooth and non-separable…

Optimization and Control · Mathematics 2014-06-02 Ioannis Dassios , Kimon Fountoulakis , Jacek Gondzio

We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such…

Information Theory · Computer Science 2012-02-22 John Wright , Arvind Ganesh , Kerui Min , Yi Ma

In the theory of compressed sensing (CS), the sparsity $\|x\|_0$ of the unknown signal $\mathbf{x} \in \mathcal{R}^n$ is of prime importance and the focus of reconstruction algorithms has mainly been either $\|x\|_0$ or its convex…

Information Theory · Computer Science 2016-05-17 Mithun Das Gupta

We propose a framework for compressive sensing of images with local distinguishable objects, such as stars, and apply it to solve a problem in celestial navigation. Specifically, let x be an N-pixel real-valued image, consisting of a small…

Computational Geometry · Computer Science 2012-08-14 Rishi Gupta , Piotr Indyk , Eric Price , Yaron Rachlin