Related papers: A Continuous-Time Mirror Descent Approach to Spars…
We study the problem of recovery of matrices that are simultaneously low rank and row and/or column sparse. Such matrices appear in recent applications in cognitive neuroscience, imaging, computer vision, macroeconomics, and genetics. We…
We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…
Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…
We propose a general framework to recover underlying images from noisy phaseless diffraction measurements based on the alternating directional method of multipliers and the plug-and-play technique. The algorithm consists of three-step…
We introduce an approach based on mirror descent and sequential Monte Carlo (SMC) to perform joint parameter inference and posterior estimation in latent variable models. This approach is based on minimisation of a functional over the…
This paper presents an adaptive and intelligent sparse model for digital image sampling and recovery. In the proposed sampler, we adaptively determine the number of required samples for retrieving image based on space-frequency-gradient…
The task of finding a sparse signal decomposition in an overcomplete dictionary is made more complicated when the signal undergoes an unknown modulation (or convolution in the complementary Fourier domain). Such simultaneous sparse recovery…
This paper focuses on applying entropic mirror descent to solve linear systems, where the main challenge for the convergence analysis stems from the unboundedness of the domain. To overcome this without imposing restrictive assumptions, we…
The econometric challenge of finding sparse mean reverting portfolios based on a subset of a large number of assets is well known. Many current state-of-the-art approaches fall into the field of co-integration theory, where the problem is…
We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…
This paper considers reconstructing a spectrally sparse signal from a small number of randomly observed time-domain samples. The signal of interest is a linear combination of complex sinusoids at $R$ distinct frequencies. The frequencies…
We investigate the problems of 1-D and 2-D signal recovery from subsampled Hadamard measurements using Haar wavelet sparsity prior. These problems are of interest in, e.g., computational imaging applications relying on optical multiplexing…
In this paper, we examine the convergence of mirror descent in a class of stochastic optimization problems that are not necessarily convex (or even quasi-convex), and which we call variationally coherent. Since the standard technique of…
Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…
Phase retrieval(PR) problem is a kind of ill-condition inverse problem which can be found in various of applications. Utilizing the sparse priority, an algorithm called SWF(Sparse Wirtinger Flow) is proposed in this paper to deal with…
Phase retrieval aims at reconstructing unknown signals from magnitude measurements of linear mixtures. In this paper, we consider the phase retrieval with dictionary learning problem, which includes an additional prior information that the…
We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative…
We consider the problem of high-dimensional misspecified phase retrieval. This is where we have an $s$-sparse signal vector $\mathbf{x}_*$ in $\mathbb{R}^n$, which we wish to recover using sampling vectors…
We study the stable recovery of complex $k$-sparse signals from as few phaseless measurements as possible. The main result is to show that one can employ $\ell_1$ minimization to stably recover complex $k$-sparse signals from $m\geq O(k\log…
We introduce a dynamic sparse training algorithm based on linearized Bregman iterations / mirror descent that exploits the naturally incurred sparsity by alternating between periods of static and dynamic sparsity pattern updates. The key…