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The idea of compressed sensing is to exploit representations in suitable (overcomplete) dictionaries that allow to recover signals far beyond the Nyquist rate provided that they admit a sparse representation in the respective dictionary.…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Michael Moeller , Otmar Loffeld , Juergen Gall , Felix Krahmer

Sparse signal recovery or compressed sensing can be formulated as certain sparse optimization problems. The classic optimization theory indicates that the Newton-like method often has a numerical advantage over the gradient method for…

Optimization and Control · Mathematics 2021-02-03 Nan Meng , Yun-Bin Zhao

Low-rank recovery builds upon ideas from the theory of compressive sensing, which predicts that sparse signals can be accurately reconstructed from incomplete measurements. Iterative thresholding-type algorithms-particularly the normalized…

Machine Learning · Computer Science 2025-07-08 Li Li , Yuneng Liang , Kaijie Zheng , Jian Lu

In this paper, we analyze the generalization performance of the Iterative Hard Thresholding (IHT) algorithm widely used for sparse recovery problems. The parameter estimation and sparsity recovery consistency of IHT has long been known in…

Machine Learning · Statistics 2022-03-18 Xiao-Tong Yuan , Ping Li

We consider linear sparse recovery problems where additional structure regarding the support of the solution is known. The form of the structure considered is non-overlapping sets of indices that each contain part of the support. An…

Numerical Analysis · Mathematics 2021-10-05 Joseph S. Donato , Howard W. Levinson

We propose a distributed algorithm for sparse signal recovery in sensor networks based on Iterative Hard Thresholding (IHT). Every agent has a set of measurements of a signal x, and the objective is for the agents to recover x from their…

Information Theory · Computer Science 2013-02-22 Stacy Patterson , Yonina C. Eldar , Idit Keidar

Iterative hard thresholding (IHT) is a projected gradient descent algorithm, known to achieve state of the art performance for a wide range of structured estimation problems, such as sparse inference. In this work, we consider IHT as a…

Machine Learning · Statistics 2020-02-03 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

We present a new recovery analysis for a standard compressed sensing algorithm, Iterative Hard Thresholding (IHT) (Blumensath and Davies, 2008), which considers the fixed points of the algorithm. In the context of arbitrary measurement…

Numerical Analysis · Mathematics 2014-11-10 Coralia Cartis , Andrew Thompson

In this work, we show that reconstructing a sparse signal from quantized compressive measurement can be achieved in an unified formalism whatever the (scalar) quantization resolution, i.e., from 1-bit to high resolution assumption. This is…

Information Theory · Computer Science 2013-05-09 Laurent Jacques , Kévin Degraux , Christophe De Vleeschouwer

Sparse signals can be possibly reconstructed by an algorithm which merges a traditional nonlinear optimization method and a certain thresholding technique. Different from existing thresholding methods, a novel thresholding technique…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Nan Meng , Yun-Bin Zhao

We propose a simple modification to the iterative hard thresholding (IHT) algorithm, which recovers asymptotically sparser solutions as a function of the condition number. When aiming to minimize a convex function $f(x)$ with condition…

Optimization and Control · Mathematics 2022-04-19 Kyriakos Axiotis , Maxim Sviridenko

Intensively growing approach in signal processing and acquisition, the Compressive Sensing approach, allows sparse signals to be recovered from small number of randomly acquired signal coefficients. This paper analyses some of the commonly…

Signal Processing · Electrical Eng. & Systems 2018-02-21 Tamara Koljensic , Caslav Labudovic

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

Sparse recovery is ubiquitous in machine learning and signal processing. Due to the NP-hard nature of sparse recovery, existing methods are known to suffer either from restrictive (or even unknown) applicability conditions, or high…

Signal Processing · Electrical Eng. & Systems 2024-03-21 William de Vazelhes , Bhaskar Mukhoty , Xiao-Tong Yuan , Bin Gu

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known…

Information Theory · Computer Science 2015-06-11 Esa Ollila

Compressed sensing (CS) or sparse signal reconstruction (SSR) is a signal processing technique that exploits the fact that acquired data can have a sparse representation in some basis. One popular technique to reconstruct or approximate the…

Information Theory · Computer Science 2014-05-08 Esa Ollila , Hyon-Jung Kim , Visa Koivunen

Sparse optimization receives increasing attention in many applications such as compressed sensing, variable selection in regression problems, and recently neural network compression in machine learning. For example, the problem of…

Optimization and Control · Mathematics 2022-09-29 Saeed Damadi , Jinglai Shen

The algorithms based on the technique of optimal $k$-thresholding (OT) were recently proposed for signal recovery, and they are very different from the traditional family of hard thresholding methods. However, the computational cost for…

Information Theory · Computer Science 2022-07-21 Yun-Bin Zhao , Zhi-Quan Luo

The optimization problems with a sparsity constraint is a class of important global optimization problems. A typical type of thresholding algorithms for solving such a problem adopts the traditional full steepest descent direction or…

Optimization and Control · Mathematics 2021-07-20 Nan Meng , Yun-Bin Zhao , Michal Kocvara
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