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We establish the fundamental limits of lossless linear analog compression by considering the recovery of random vectors ${\boldsymbol{\mathsf{x}}}\in{\mathbb R}^m$ from the noiseless linear measurements…

Information Theory · Computer Science 2016-05-06 Giovanni Alberti , Helmut Bölcskei , Camillo De Lellis , Günther Koliander , Erwin Riegler

Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…

Statistics Theory · Mathematics 2024-01-22 Tapio Helin

In this paper, we consider the problem of sparse recovery from nonlinear measurements, which has applications in state estimation and bad data detection for power networks. An iterative mixed $\ell_1$ and $\ell_2$ convex program is used to…

Information Theory · Computer Science 2013-01-08 Weiyu Xu , Meng Wang , Jianfeng Cai , Ao Tang

This paper provides novel results for the recovery of signals from undersampled measurements based on analysis $\ell_1$-minimization, when the analysis operator is given by a frame. We both provide so-called uniform and nonuniform recovery…

Information Theory · Computer Science 2014-11-04 Holger Rauhut , Maryia Kabanava

We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such…

Information Theory · Computer Science 2012-02-22 John Wright , Arvind Ganesh , Kerui Min , Yi Ma

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

The standard approach to compressive sampling considers recovering an unknown deterministic signal with certain known structure, and designing the sub-sampling pattern and recovery algorithm based on the known structure. This approach…

Information Theory · Computer Science 2016-02-03 Yen-Huan Li , Volkan Cevher

In many linear inverse problems, we want to estimate an unknown vector belonging to a high-dimensional (or infinite-dimensional) space from few linear measurements. To overcome the ill-posed nature of such problems, we use a low-dimension…

Information Theory · Computer Science 2017-07-18 Yann Traonmilin , Gilles Puy , Rémi Gribonval , Mike Davies

In matrix recovery from random linear measurements, one is interested in recovering an unknown $M$-by-$N$ matrix $X_0$ from $n<MN$ measurements $y_i=Tr(A_i^T X_0)$ where each $A_i$ is an $M$-by-$N$ measurement matrix with i.i.d random…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Matan Gavish

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

In this paper we study the problem of recovering a low-rank matrix from linear measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate obtained by a thresholding scheme followed by gradient descent on a…

Optimization and Control · Mathematics 2016-02-08 Stephen Tu , Ross Boczar , Max Simchowitz , Mahdi Soltanolkotabi , Benjamin Recht

Statistical inference and information processing of high-dimensional data often require efficient and accurate estimation of their second-order statistics. With rapidly changing data, limited processing power and storage at the acquisition…

Information Theory · Computer Science 2015-03-23 Yuxin Chen , Yuejie Chi , Andrea Goldsmith

This paper studies the problem of accurately recovering a structured signal from a small number of corrupted sub-Gaussian measurements. We consider three different procedures to reconstruct signal and corruption when different kinds of…

Information Theory · Computer Science 2017-09-19 Jinchi Chen , Yulong Liu

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…

Machine Learning · Statistics 2014-07-22 Yudong Chen , Srinadh Bhojanapalli , Sujay Sanghavi , Rachel Ward

Tensors play a central role in many modern machine learning and signal processing applications. In such applications, the target tensor is usually of low rank, i.e., can be expressed as a sum of a small number of rank one tensors. This…

Machine Learning · Statistics 2015-05-18 Parikshit Shah , Nikhil Rao , Gongguo Tang

In the context of the phase retrieval problem, it is known that certain natural classes of measurements, such as Fourier measurements and random Bernoulli measurements, do not lead to the unique reconstruction of all possible signals, even…

Information Theory · Computer Science 2018-03-07 Felix Krahmer , Yi-Kai Liu

A recently proposed convex formulation of the phase retrieval problem estimates the unknown signal by solving a simple linear program. This new scheme, known as PhaseMax, is computationally efficient compared to standard convex relaxation…

Information Theory · Computer Science 2017-10-17 Oussama Dhifallah , Christos Thrampoulidis , Yue M. Lu

This paper considers the classical error correcting problem which is frequently discussed in coding theory. We wish to recover an input vector $f \in \R^n$ from corrupted measurements $y = A f + e$. Here, $A$ is an $m$ by $n$ (coding)…

Metric Geometry · Mathematics 2007-05-23 Emmanuel Candes , Terence Tao
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