Related papers: Precise Performance Analysis of the LASSO under Ma…
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…
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…
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…
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…
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…
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,…
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…
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…
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)…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…