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Algorithms for signal recovery in compressed sensing (CS) are often improved by stabilization techniques, such as damping, or the less widely known so-called fractional approach, which is based on the expectation propagation (EP) framework.…

Information Theory · Computer Science 2021-10-01 Carmen Sippel , Robert F. H. Fischer

In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods,…

Machine Learning · Statistics 2017-11-22 Eugene Ndiaye , Olivier Fercoq , Alexandre Gramfort , Vincent Leclère , Joseph Salmon

Conventional algorithms for sparse signal recovery and sparse representation rely on $l_1$-norm regularized variational methods. However, when applied to the reconstruction of $\textit{sparse images}$, i.e., images where only a few pixels…

Computer Vision and Pattern Recognition · Computer Science 2016-05-09 Sohil Shah , Tom Goldstein , Christoph Studer

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

We investigate the problem of reconstructing n-by-n structured matrix signal X via convex programming, where each column xj is a vector of s-sparsity and all columns have the same l1-norm. The regularizer in use is matrix norm…

Statistics Theory · Mathematics 2019-12-03 Yuan Tian

In this effort, we propose a convex optimization approach based on weighted $\ell_1$-regularization for reconstructing objects of interest, such as signals or images, that are sparse or compressible in a wavelet basis. We recover the…

Image and Video Processing · Electrical Eng. & Systems 2019-09-17 Joseph Daws , Armenak Petrosyan , Hoang Tran , Clayton G. Webster

We consider the framework of penalized estimation where the penalty term is given by a real-valued polyhedral gauge, which encompasses methods such as LASSO, generalized LASSO, SLOPE, OSCAR, PACS and others. Each of these estimators is…

Statistics Theory · Mathematics 2025-11-11 Piotr Graczyk , Ulrike Schneider , Tomasz Skalski , Patrick Tardivel

We study the estimation capacity of the generalized Lasso, i.e., least squares minimization combined with a (convex) structural constraint. While Lasso-type estimators were originally designed for noisy linear regression problems, it has…

Statistics Theory · Mathematics 2019-09-12 Martin Genzel , Gitta Kutyniok

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

The theory of Compressed Sensing, the emerging sampling paradigm 'that goes against the common wisdom', asserts that 'one can recover signals in Rn from far fewer samples or measurements, if the signal has a sparse representation in some…

Information Theory · Computer Science 2013-11-01 Ankit Kundu , Pradosh K. Roy

Setting regularization parameters for Lasso-type estimators is notoriously difficult, though crucial in practice. The most popular hyperparameter optimization approach is grid-search using held-out validation data. Grid-search however…

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 study, we investigate the bias and variance properties of the debiased Lasso in linear regression when the tuning parameter of the node-wise Lasso is selected to be smaller than in previous studies. We consider the case where the…

Statistics Theory · Mathematics 2022-08-19 Akira Shinkyu , Naoya Sueishi

Decentralized state estimation in a communication-constrained sensor network is considered. The exchanged estimates are dimension-reduced to reduce the communication load using a linear mapping to a lower-dimensional space. The mean squared…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Robin Forsling , Fredrik Gustafsson , Zoran Sjanic , Gustaf Hendeby

This paper considers the linear inverse problem where we wish to estimate a structured signal $x$ from its corrupted observations. When the problem is ill-posed, it is natural to make use of a convex function $f(\cdot)$ that exploits the…

Information Theory · Computer Science 2013-12-06 Samet Oymak , Christos Thrampoulidis , Babak Hassibi

Sparse regularization is a central technique for both machine learning (to achieve supervised features selection or unsupervised mixture learning) and imaging sciences (to achieve super-resolution). Existing performance guaranties assume a…

Information Theory · Computer Science 2018-10-09 Clarice Poon , Nicolas Keriven , Gabriel Peyré

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern…

Machine Learning · Statistics 2018-05-04 Yudong Chen , Yuejie Chi
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