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We consider the problem of reconstructing a sparse signal $x^0\in\R^n$ from a limited number of linear measurements. Given $m$ randomly selected samples of $U x^0$, where $U$ is an orthonormal matrix, we show that $\ell_1$ minimization…

Statistics Theory · Mathematics 2009-11-11 Emmanuel Candes , Justin Romberg

In this work, we consider compressed sensing reconstruction from $M$ measurements of $K$-sparse structured signals which do not possess a writable correlation model. Assuming that a generative statistical model, such as a Boltzmann machine,…

Information Theory · Computer Science 2017-03-24 Eric W. Tramel , Andre Manoel , Francesco Caltagirone , Marylou Gabrié , Florent Krzakala

We consider the problem of sampling from a strongly log-concave density in $\mathbb{R}^d$, and prove an information theoretic lower bound on the number of stochastic gradient queries of the log density needed. Several popular sampling…

Machine Learning · Statistics 2021-07-06 Niladri S. Chatterji , Peter L. Bartlett , Philip M. Long

In compressed sensing, in order to recover a sparse or nearly sparse vector from possibly noisy measurements, the most popular approach is $\ell_1$-norm minimization. Upper bounds for the $\ell_2$- norm of the error between the true and…

Machine Learning · Statistics 2015-12-31 M. Eren Ahsen , M. Vidyasagar

The goal of compressive sensing is efficient reconstruction of data from few measurements, sometimes leading to a categorical decision. If only classification is required, reconstruction can be circumvented and the measurements needed are…

Computer Vision and Pattern Recognition · Computer Science 2013-10-17 B. W. Brunton , S. L. Brunton , J. L. Proctor , J. N. Kutz

We study a family of sparse estimators defined as minimizers of some empirical Lipschitz loss function -- which include the hinge loss, the logistic loss and the quantile regression loss -- with a convex, sparse or group-sparse…

Machine Learning · Statistics 2021-09-23 Antoine Dedieu

Various iterative reconstruction algorithms for inverse problems can be unfolded as neural networks. Empirically, this approach has often led to improved results, but theoretical guarantees are still scarce. While some progress on…

Statistics Theory · Mathematics 2021-08-16 Arash Behboodi , Holger Rauhut , Ekkehard Schnoor

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

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

Inspired by significant real-life applications, in particular, sparse phase retrieval and sparse pulsation frequency detection in Asteroseismology, we investigate a general framework for compressed sensing, where the measurements are…

Numerical Analysis · Mathematics 2017-09-04 Martin Ehler , Massimo Fornasier , Juliane Sigl

What is the optimal number of independent observations from which a sparse Gaussian Graphical Model can be correctly recovered? Information-theoretic arguments provide a lower bound on the minimum number of samples necessary to perfectly…

Machine Learning · Computer Science 2018-11-20 Sidhant Misra , Marc Vuffray , Andrey Y. Lokhov

Intuitively, if a density operator has small rank, then it should be easier to estimate from experimental data, since in this case only a few eigenvectors need to be learned. We prove two complementary results that confirm this intuition.…

Quantum Physics · Physics 2012-10-18 Steven T. Flammia , David Gross , Yi-Kai Liu , Jens Eisert

Score-based generative modeling, implemented through probability flow ODEs, has shown impressive results in numerous practical settings. However, most convergence guarantees rely on restrictive regularity assumptions on the target…

Machine Learning · Statistics 2025-10-21 Gitte Kremling , Francesco Iafrate , Mahsa Taheri , Johannes Lederer

We develop a principled way of identifying probability distributions whose independent and identically distributed (iid) realizations are compressible, i.e., can be well-approximated as sparse. We focus on Gaussian random underdetermined…

Statistics Theory · Mathematics 2012-04-27 Rémi Gribonval , Volkan Cevher , Mike E. Davies

The goal of compressed sensing is to estimate a high dimensional vector from an underdetermined system of noisy linear equations. In analogy to classical compressed sensing, here we assume a generative model as a prior, that is, we assume…

Machine Learning · Statistics 2021-06-24 Ajil Jalal , Liu Liu , Alexandros G. Dimakis , Constantine Caramanis

The phase retrieval problem asks to recover a natural signal $y_0 \in \mathbb{R}^n$ from $m$ quadratic observations, where $m$ is to be minimized. As is common in many imaging problems, natural signals are considered sparse with respect to…

Information Theory · Computer Science 2018-07-12 Paul Hand , Oscar Leong , Vladislav Voroninski

We consider two theorems from the theory of compressive sensing. Mainly a theorem concerning uniform recovery of random sampling matrices, where the number of samples needed in order to recover an $s$-sparse signal from linear measurements…

Information Theory · Computer Science 2013-06-05 Joel Andersson , Jan-Olov Strömberg

We address the problem of compressed sensing using a deep generative prior model and consider both linear and learned nonlinear sensing mechanisms, where the nonlinear one involves either a fully connected neural network or a convolutional…

Machine Learning · Computer Science 2021-05-26 Vinayak Killedar , Praveen Kumar Pokala , Chandra Sekhar Seelamantula

The minimax sample complexity of group distributionally robust optimization (GDRO) has been determined up to a $\log(K)$ factor, where $K$ is the number of groups. In this work, we venture beyond the minimax perspective via a novel notion…

Machine Learning · Computer Science 2025-02-03 Quan Nguyen , Nishant A. Mehta , Cristóbal Guzmán