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In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

In this report, a novel efficient algorithm for recovery of jointly sparse signals (sparse matrix) from multiple incomplete measurements has been presented, in particular, the NESTA-based MMV optimization method. In a nutshell, the jointly…

Information Theory · Computer Science 2009-05-21 Lianlin Li , Fang Li

This paper deals with the problem of sparse recovery often found in compressive sensing applications exploiting a priori knowledge. In particular, we present a knowledge-aided normalized iterative hard thresholding (KA-NIHT) algorithm that…

Information Theory · Computer Science 2018-09-26 R. C. de Lamare

Recovery of sparse signals from compressed measurements constitutes an l0 norm minimization problem, which is unpractical to solve. A number of sparse recovery approaches have appeared in the literature, including l1 minimization…

Information Theory · Computer Science 2013-08-27 Nazim Burak Karahanoglu , Hakan Erdogan

We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

Recent work by Rauhut and Ward developed a notion of weighted sparsity and a corresponding notion of Restricted Isometry Property for the space of weighted sparse signals. Using these notions, we pose a best weighted sparse approximation…

Information Theory · Computer Science 2015-01-08 Jason Jo

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

Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention. In this paper, we propose a \underline{sto}chastic alte\underline{r}nating \underline{m}inimizing method for…

Machine Learning · Statistics 2019-06-17 Jianfeng Cai , Yuling Jiao , Xiliang Lu , Juntao You

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2011-11-08 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

Recently, many practical algorithms have been proposed to recover the sparse signal from fewer measurements. Orthogonal matching pursuit (OMP) is one of the most effective algorithm. In this paper, we use the restricted isometry property to…

Functional Analysis · Mathematics 2011-06-01 Yi Shen , Song Li

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

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

In this paper, we propose an algorithm referred to as multipath matching pursuit that investigates multiple promising candidates to recover sparse signals from compressed measurements. Our method is inspired by the fact that the problem to…

Information Theory · Computer Science 2014-03-11 Suhyuk , Kwon , Jian Wang , Byonghyo Shim

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

In this article we study the problem of signal recovery for group models. More precisely for a given set of groups, each containing a small subset of indices, and for given linear sketches of the true signal vector which is known to be…

Optimization and Control · Mathematics 2020-02-28 Bubacarr Bah , Jannis Kurtz , Oliver Schaudt

A spectrally sparse signal of order $r$ is a mixture of $r$ damped or undamped complex sinusoids. This paper investigates the problem of reconstructing spectrally sparse signals from a random subset of $n$ regular time domain samples, which…

Information Theory · Computer Science 2016-06-07 Jian-Feng Cai , Tianming Wang , Ke Wei

In this note, we analyze an iterative soft / hard thresholding algorithm with homotopy continuation for recovering a sparse signal $x^\dag$ from noisy data of a noise level $\epsilon$. Under suitable regularity and sparsity conditions, we…

Numerical Analysis · Mathematics 2017-05-24 Yuling Jiao , Bangti Jin , Xiliang Lu

Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…

Machine Learning · Statistics 2026-05-13 Jin Zhu , Junxian Zhu , Zezhi Wang , Borui Tang , Hongmei Lin , Xueqin Wang

We have developed an approximate signal recovery algorithm with low computational cost for compressed sensing on the basis of randomly constructed sparse measurement matrices. The law of large numbers and the central limit theorem suggest…

Information Theory · Computer Science 2011-02-21 Yoshiyuki Kabashima , Tadashi Wadayama

Adaptive thresholding methods have proved to yield high SNRs and fast convergence in finding the solution to the Compressed Sensing (CS) problems. Recently, it was observed that the robustness of a class of iterative sparse recovery…

Methodology · Statistics 2016-11-08 Ashkan Esmaeili , Ehsan Asadi , Farokh Marvasti