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In this paper we consider solving \emph{noisy} under-determined systems of linear equations with sparse solutions. A noiseless equivalent attracted enormous attention in recent years, above all, due to work of…

Information Theory · Computer Science 2013-04-01 Mihailo Stojnic

We consider the problem of recovering a vector $\beta_o \in \mathbb{R}^p$ from $n$ random and noisy linear observations $y= X\beta_o + w$, where $X$ is the measurement matrix and $w$ is noise. The LASSO estimate is given by the solution to…

Statistics Theory · Mathematics 2015-11-05 Ali Mousavi , Arian Maleki , Richard G. Baraniuk

We consider the problem of imaging sparse scenes from a few noisy data using an $l_1$-minimization approach. This problem can be cast as a linear system of the form $A \, \rho =b$, where $A$ is an $N\times K$ measurement matrix. We assume…

Image and Video Processing · Electrical Eng. & Systems 2020-04-22 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…

Systems and Control · Computer Science 2014-05-27 Liang Dai , Kristiaan Pelckmans

Suppose we wish to recover an n-dimensional real-valued vector x_0 (e.g. a digital signal or image) from incomplete and contaminated observations y = A x_0 + e; A is a n by m matrix with far fewer rows than columns (n << m) and e is an…

Numerical Analysis · Mathematics 2007-05-23 Emmanuel Candes , Justin Romberg , Terence Tao

Recovering complex-valued image recovery from noisy indirect data is important in applications such as ultrasound imaging and synthetic aperture radar. While there are many effective algorithms to recover point estimates of the magnitude,…

Numerical Analysis · Mathematics 2024-03-26 Dylan Green , Jonathan Lindbloom , Anne Gelb

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…

Signal Processing · Electrical Eng. & Systems 2021-04-28 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

This paper studies the problem of support recovery of sparse signals based on multiple measurement vectors (MMV). The MMV support recovery problem is connected to the problem of decoding messages in a Single-Input Multiple-Output (SIMO)…

Information Theory · Computer Science 2011-09-12 Yuzhe Jin , Bhaskar D. Rao

We consider sparsity-based techniques for the approximation of high-dimensional functions from random pointwise evaluations. To date, almost all the works published in this field contain some a priori assumptions about the error corrupting…

Numerical Analysis · Mathematics 2019-05-10 Ben Adcock , Anyi Bao , Simone Brugiapaglia

Denoising has to do with estimating a signal $x_0$ from its noisy observations $y=x_0+z$. In this paper, we focus on the "structured denoising problem", where the signal $x_0$ possesses a certain structure and $z$ has independent normally…

Information Theory · Computer Science 2013-11-15 Samet Oymak , Babak Hassibi

We study the problem of exact support recovery based on noisy observations and present Refined Least Squares (RLS). Given a set of noisy measurement $$ \myvec{y} = \myvec{X}\myvec{\theta}^* + \myvec{\omega},$$ and $\myvec{X} \in…

Statistics Theory · Mathematics 2021-03-22 Ofir Lindenbaum , Stefan Steinerberger

Let $X_0$ be an unknown $M$ by $N$ matrix. In matrix recovery, one takes $n < MN$ linear measurements $y_1,..., y_n$ of $X_0$, where $y_i = \Tr(a_i^T X_0)$ and each $a_i$ is a $M$ by $N$ matrix. For measurement matrices with Gaussian i.i.d…

Information Theory · Computer Science 2015-06-15 David L. Donoho , Matan Gavish , Andrea Montanari

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

Statistics Theory · Mathematics 2022-01-24 Qiyang Han

Given an unknown signal $\mathbf{x}_0\in\mathbb{R}^n$ and linear noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\sigma\mathbf{v}\in\mathbb{R}^m$, the generalized $\ell_2^2$-LASSO solves…

Statistics Theory · Mathematics 2015-02-24 Christos Thrampoulidis , Ashkan Panahi , Babak Hassibi

Performance of regularized least-squares estimation in noisy compressed sensing is analyzed in the limit when the dimensions of the measurement matrix grow large. The sensing matrix is considered to be from a class of random ensembles that…

Information Theory · Computer Science 2016-02-08 Mikko Vehkapera , Yoshiyuki Kabashima , Saikat Chatterjee

The performance of estimating the common support for jointly sparse signals based on their projections onto lower-dimensional space is analyzed. Support recovery is formulated as a multiple-hypothesis testing problem. Both upper and lower…

Information Theory · Computer Science 2009-11-05 Gongguo Tang , Arye Nehorai

We study the problem of recovering the underlining sparse signals from clean or noisy phaseless measurements. Due to the sparse prior of signals, we adopt an L0regularized variational model to ensure only a small number of nonzero elements…

Optimization and Control · Mathematics 2016-12-09 Yuping Duan , Chunlin Wu , Zhi-Feng Pang , Huibin Chang

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

We consider the problem of exact recovery of a $k$-sparse binary vector from generalized linear measurements (such as logistic regression). We analyze the linear estimation algorithm (Plan, Vershynin, Yudovina, 2017), and also show…

Machine Learning · Statistics 2025-02-25 Arya Mazumdar , Neha Sangwan