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In this paper, we develop verifiable and computable performance analysis of sparsity recovery. We define a family of goodness measures for arbitrary sensing matrices as a set of optimization problems, and design algorithms with a…

Information Theory · Computer Science 2011-10-06 Gongguo Tang , Arye Nehorai

Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…

Computation · Statistics 2022-11-02 Qian LI , Binyan Jiang , Defeng Sun

In this paper we propose a new fast Fourier transform to recover a real nonnegative signal ${\bf x}$ from its discrete Fourier transform. If the signal ${\mathbf x}$ appears to have a short support, i.e., vanishes outside a support interval…

Numerical Analysis · Mathematics 2020-02-19 Gerlind Plonka , Katrin Wannenwetsch

We describe a new algorithm for Gaussian Elimination suitable for general (unsymmetric and possibly singular) sparse matrices, of any entry type, which has a natural parallel and distributed-memory formulation but degrades gracefully to…

Mathematical Software · Computer Science 2012-01-17 Riccardo Murri

Restoration of images degraded by spatially varying blurs is an issue of increasing importance in the context of photography, satellite or microscopy imaging. One of the main difficulty to solve this problem comes from the huge dimensions…

Optimization and Control · Mathematics 2015-06-15 Paul Escande , Pierre Weiss , Francois Malgouyres

We study the problem of jointly sparse support recovery with 1-bit compressive measurements in a sensor network. Sensors are assumed to observe sparse signals having the same but unknown sparse support. Each sensor quantizes its measurement…

Information Theory · Computer Science 2015-06-02 Vipul Gupta , Bhavya Kailkhura , Thakshila Wimalajeewa , Pramod K. Varshney

In the compressive phase retrieval problem, or phaseless compressed sensing, or compressed sensing from intensity only measurements, the goal is to reconstruct a sparse or approximately $k$-sparse vector $x \in \mathbb{R}^n$ given access to…

Data Structures and Algorithms · Computer Science 2020-03-03 Yi Li , Vasileios Nakos

Tensor recovery has recently arisen in a lot of application fields, such as transportation, medical imaging and remote sensing. Under the assumption that signals possess sparse and/or low-rank structures, many tensor recovery methods have…

Optimization and Control · Mathematics 2021-02-16 Xuemei Chen , Jing Qin

We introduce a \emph{batch} version of sparse recovery, where the goal is to report a sequence of vectors $A_1',\ldots,A_m' \in \mathbb{R}^n$ that estimate unknown signals $A_1,\ldots,A_m \in \mathbb{R}^n$ using a few linear measurements,…

Data Structures and Algorithms · Computer Science 2018-07-24 Alexandr Andoni , Lior Kamma , Robert Krauthgamer , Eric Price

In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…

Numerical Analysis · Mathematics 2021-10-15 Jian-Feng Cai , Jingzhi Li , Xiliang Lu , Juntao You

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…

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

The recovery of signals with finite-valued components from few linear measurements is a problem with widespread applications and interesting mathematical characteristics. In the compressed sensing framework, tailored methods have been…

Optimization and Control · Mathematics 2019-07-24 Sophie M. Fosson , Mohammad Abuabiah

In this paper, we propose a novel sparse recovery method based on the generalized error function. The penalty function introduced involves both the shape and the scale parameters, making it very flexible. The theoretical analysis results in…

Numerical Analysis · Mathematics 2021-06-04 Zhiyong Zhou

In this paper, we introduce a new detection algorithm for large-scale wireless systems, referred to as post sparse error detection (PSED) algorithm, that employs a sparse error recovery algorithm to refine the estimate of a symbol vector…

Information Theory · Computer Science 2015-12-08 Jun Won Choi , Byonghyo Shim

In this paper we revisit the sparse multiple measurement vector (MMV) problem where the aim is to recover a set of jointly sparse multichannel vectors from incomplete measurements. This problem has received increasing interest as an…

Information Theory · Computer Science 2015-03-14 Mike E. Davies , Yonina C. Eldar

We consider the recovery of sparse signals that share a common support from multiple measurement vectors. The performance of several algorithms developed for this task depends on parameters like dimension of the sparse signal, dimension of…

Methodology · Statistics 2015-04-08 Deepa K. G. , Sooraj K. Ambat , K. V. S. Hari

Given a way to evaluate an unknown polynomial with integer coefficients, we present new algorithms to recover its nonzero coefficients and corresponding exponents. As an application, we adapt this interpolation algorithm to the problem of…

Symbolic Computation · Computer Science 2022-05-19 Pascal Giorgi , Bruno Grenet , Armelle Perret du Cray , Daniel S. Roche

We introduce a two step algorithm with theoretical guarantees to recover a jointly sparse and low-rank matrix from undersampled measurements of its columns. The algorithm first estimates the row subspace of the matrix using a set of common…

Machine Learning · Statistics 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob

We consider the problem of phase retrieval, namely, recovery of a signal from the magnitude of its Fourier transform, or of any other linear transform. Due to the loss of the Fourier phase information, this problem is ill-posed. Therefore,…

Information Theory · Computer Science 2023-07-19 Yoav Shechtman , Amir Beck , Yonina C. Eldar

In the Network Inference problem, one seeks to recover the edges of an unknown graph from the observations of cascades propagating over this graph. In this paper, we approach this problem from the sparse recovery perspective. We introduce a…

Social and Information Networks · Computer Science 2024-11-14 Jean Pouget-Abadie , Thibaut Horel