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Sparse functional data arise when measurements are observed infrequently and at irregular time points for each subject, often in the presence of measurement error. These characteristics introduce additional challenges for functional…

Methodology · Statistics 2026-03-20 Uche Mbaka , Jiguo Cao , Michelle Carey

The recovery of sparsest overcomplete representation has recently attracted intensive research activities owe to its important potential in the many applied fields such as signal processing, medical imaging, communication, and so on. This…

Information Theory · Computer Science 2011-09-29 Lianlin Li

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Machine Learning · Statistics 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

Implicit inverse problems, in which noisy observations of a physical quantity are used to infer a nonlinear functional applied to an associated function, are inherently ill posed and often exhibit non uniqueness of solutions. Such problems…

Numerical Analysis · Mathematics 2025-05-27 Davide Parodi , Federico Benvenuto , Sara Garbarino , Michele Piana

We study a practical algorithm for sparse principal component analysis (PCA) of incomplete and noisy data. Our algorithm is based on the semidefinite program (SDP) relaxation of the non-convex $l_1$-regularized PCA problem. We provide…

Machine Learning · Statistics 2022-09-16 Hanbyul Lee , Qifan Song , Jean Honorio

In this paper, we consider recovery of jointly sparse multichannel signals from incomplete measurements. Several approaches have been developed to recover the unknown sparse vectors from the given observations, including thresholding,…

Information Theory · Computer Science 2009-04-06 Yonina C. Eldar , Holger Rauhut

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

When considering functional principal component analysis for sparsely observed longitudinal data that take values on a nonlinear manifold, a major challenge is how to handle the sparse and irregular observations that are commonly…

Methodology · Statistics 2018-12-13 Xiongtao Dai , Zhenhua Lin , Hans-Georg Müller

One of the key challenges in sensor networks is the extraction of information by fusing data from a multitude of distinct, but possibly unreliable sensors. Recovering information from the maximum number of dependable sensors while…

Machine Learning · Statistics 2015-05-20 Vassilis Kekatos , Georgios B. Giannakis

We demonstrate a simple greedy algorithm that can reliably recover a d-dimensional vector v from incomplete and inaccurate measurements x. Here our measurement matrix is an N by d matrix with N much smaller than d. Our algorithm,…

Numerical Analysis · Mathematics 2007-12-11 Deanna Needell , Roman Vershynin

Sparse principal component analysis (PCA) involves nonconvex optimization for which the global solution is hard to obtain. To address this issue, one popular approach is convex relaxation. However, such an approach may produce suboptimal…

Machine Learning · Statistics 2014-08-25 Zhaoran Wang , Huanran Lu , Han Liu

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

In this work we address the problem of recovering sparse solutions to non linear inverse problems. We look at two variants of the basic problem, the synthesis prior problem when the solution is sparse and the analysis prior problem where…

Information Theory · Computer Science 2015-12-25 Kavya Gupta , Ankita Raj , Angshul Majumdar

In this paper, the joint support recovery of several sparse signals whose supports present similarities is examined. Each sparse signal is acquired using the same noisy linear measurement process, which returns fewer observations than the…

Information Theory · Computer Science 2017-02-20 Jean-François Determe , Jérôme Louveaux , Laurent Jacques , François Horlin

Learning graphical causal structures from time series data presents significant challenges, especially when the measurement frequency does not match the causal timescale of the system. This often leads to a set of equally possible…

Machine Learning · Computer Science 2025-06-12 Mohammadsajad Abavisani , Kseniya Solovyeva , David Danks , Vince Calhoun , Sergey Plis

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…

Methodology · Statistics 2024-06-24 Yidong Zhou , Hans-Georg Müller

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

Information Theory · Computer Science 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

The simultaneous orthogonal matching pursuit (SOMP) is a popular, greedy approach for common support recovery of a row-sparse matrix. However, compared to the noiseless scenario, the performance analysis of noisy SOMP is still nascent,…

Information Theory · Computer Science 2023-12-01 Wei Zhang , Taejoon Kim

We consider the problem of recovering sparse vectors from underdetermined linear measurements via $\ell_p$-constrained basis pursuit. Previous analyses of this problem based on generalized restricted isometry properties have suggested that…

Information Theory · Computer Science 2015-04-21 Sjoerd Dirksen , Guillaume Lecué , Holger Rauhut
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