Related papers: Covariance Estimation from Compressive Data Partit…
Compressive sensing is a methodology for the reconstruction of sparse or compressible signals using far fewer samples than required by the Nyquist criterion. However, many of the results in compressive sensing concern random sampling…
We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…
The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…
Recovery of signals with elements defined on the nodes of a graph, from compressive measurements is an important problem, which can arise in various domains such as sensor networks, image reconstruction and group testing. In some scenarios,…
In this paper, we describe a new algorithm to build a few sparse principal components from a given data matrix. Our approach does not explicitly create the covariance matrix of the data and can be viewed as an extension of the Kogbetliantz…
Covariance matrix reconstruction is a topic of great significance in the field of one-bit signal processing and has numerous practical applications. Despite its importance, the conventional arcsine law with zero threshold is incapable of…
Federated learning heavily relies on distributed gradient descent techniques. In the situation where gradient information is not available, the gradients need to be estimated from zeroth-order information, which typically involves computing…
We develop two compression based stochastic gradient algorithms to solve a class of non-smooth strongly convex-strongly concave saddle-point problems in a decentralized setting (without a central server). Our first algorithm is a…
Gradient compression is of growing interests for solving constrained optimization problems including compressed sensing, noisy recovery and matrix completion under limited communication resources and storage costs. Convergence analysis of…
Sparse signals can be recovered from a reduced set of samples by using compressive sensing algorithms. In common methods the signal is recovered in the sparse domain. A method for the reconstruction of sparse signal which reconstructs the…
This paper studies linear reconstruction of partially observed functional data which are recorded on a discrete grid. We propose a novel estimation approach based on approximate factor models with increasing rank taking into account…
Efficient estimation of wideband spectrum is of great importance for applications such as cognitive radio. Recently, sub-Nyquist sampling schemes based on compressed sensing have been proposed to greatly reduce the sampling rate. However,…
Compressive sensing (CS) reconstructs images from sub-Nyquist measurements by solving a sparsity-regularized inverse problem. Traditional CS solvers use iterative optimizers with hand crafted sparsifiers, while early data-driven methods…
The recovery of sparsest overcomplete representation has recently attracted intensive research activities owe to its important potential in the many applied fields such as signal processing, medical imaging, communication, and so on. This…
In this paper, we take a step towards developing efficient hard thresholding methods for low-rank tensor recovery from memory-efficient linear measurements with tensorial structure. Theoretical guarantees for many standard iterative…
This paper addresses the problem of estimating the Hermitian Toeplitz covariance matrix under practical hardware constraints of sparse observations and coarse quantization. Within the triangular-dithered quantization framework, we propose…
Compressed Sensing (CS) is a novel technique for simultaneous signal sampling and compression based on the existence of a sparse representation of signal and a projected dictionary $PD$, where $P\in\mathbb{R}^{m\times d}$ is the projection…
Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…
We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…
We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…