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In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

In this paper, we address the sparse multiple measurement vector (MMV) problem where the objective is to recover a set of sparse nonzero row vectors or indices of a signal matrix from incomplete measurements. Ideally, regardless of the…

Information Theory · Computer Science 2016-01-27 Kyung Su Kim , Sae-Young Chung

A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many…

Information Theory · Computer Science 2010-04-13 Jeffrey D. Blanchard , Coralia Cartis , Jared Tanner , Andrew Thompson

Recovering a signal $x^\ast \in \mathbb{R}^n$ from a sequence of linear measurements is an important problem in areas such as computerized tomography and compressed sensing. In this work, we consider an online setting in which measurements…

Numerical Analysis · Mathematics 2022-11-14 Benjamin Jarman , Yotam Yaniv , Deanna Needell

Some consequences of the Restricted Isometry Property (RIP) of matrices have been applied to develop a greedy algorithm called "ROMP" (Regularized Orthogonal Matching Pursuit) to recover sparse signals and to approximate non-sparse ones.…

Information Theory · Computer Science 2013-05-31 Eugenio Hernández , Daniel Vera

Compressive sensing (CS) is a new signal acquisition paradigm which shows that far fewer samples are required to reconstruct sparse signals than previously thought. Although most of the literature focuses on signals sparse in a fixed…

Numerical Analysis · Mathematics 2014-09-05 Chris Garnatz , Xiaoyi Gu , Alison Kingman , James LaManna , Deanna Needell , Shenyinying Tu

The Kaczmarz method is successfully used for solving discretizations of linear inverse problems, especially in computed tomography where it is known as ART. Practitioners often observe and appreciate its fast convergence in the first few…

Numerical Analysis · Mathematics 2026-01-13 Per Christian Hansen , Michiel E. Hochstenbach

We propose a new iterative greedy algorithm for reconstructions of sparse signals with or without noisy perturbations in compressed sensing. The proposed algorithm, called \emph{subspace thresholding pursuit} (STP) in this paper, is a…

Information Theory · Computer Science 2014-05-22 Chao-Bing Song , Shu-Tao Xia , Xin-Ji Liu

In this paper we make a theoretical analysis of the convergence rates of Kaczmarz and Extended Kaczmarz projection algorithms for some of the most practically used control sequences. We first prove an at least linear convergence rate for…

Numerical Analysis · Mathematics 2017-01-30 Constantin Popa

We develop a stochastic approximation version of the classical Kaczmarz algorithm that is incremental in nature and takes as input noisy real time data. Our analysis shows that with probability one it mimics the behavior of the original…

Optimization and Control · Mathematics 2014-04-29 Gugan Thoppe , Vivek S. Borkar , D. Manjunath

For solving large consistent linear systems by iteration methods, inspired by the maximum residual Kaczmarz method and the randomized block Kaczmarz method, we propose the maximum residual block Kaczmarz method, which is designed to…

Numerical Analysis · Mathematics 2024-04-16 Wen-Ning Sun , Mei Qin

We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized) to generate a sequence of small projected subproblems, but…

Numerical Analysis · Mathematics 2023-12-13 Johannes J. Brust , Michael A. Saunders

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

Developing large-scale distributed methods that are robust to the presence of adversarial or corrupted workers is an important part of making such methods practical for real-world problems. Here, we propose an iterative approach that is…

Machine Learning · Computer Science 2022-03-02 Xia Li , Longxiu Huang , Deanna Needell

Compressive Sensing (CS) is a new paradigm for the efficient acquisition of signals that have sparse representation in a certain domain. Traditionally, CS has provided numerous methods for signal recovery over an orthonormal basis. However,…

Information Theory · Computer Science 2019-05-08 Jianchen Zhu , Shengjie Zhao , Qingjiang Shi , Gonzalo R. Arce

We investigate iterated Tikhonov methods coupled with a Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization method. In the…

Numerical Analysis · Mathematics 2020-12-23 J. Baumeister , A. De Cezaro , A. Leitao

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…

Machine Learning · Statistics 2015-03-31 Ravi Ganti , Rebecca M. Willett

We extend results known for the randomized Gauss-Seidel and the Gauss-Southwell methods for the case of a Hermitian and positive definite matrix to certain classes of non-Hermitian matrices. We obtain convergence results for a whole range…

Numerical Analysis · Mathematics 2023-01-02 Andreas Frommer , Daniel B. Szyld

The realisation of sensing modalities based on the principles of compressed sensing is often hindered by discrepancies between the mathematical model of its sensing operator, which is necessary during signal recovery, and its actual…

Information Theory · Computer Science 2018-02-21 Valerio Cambareri , Amirafshar Moshtaghpour , Laurent Jacques

Compressive sampling (CoSa) has provided many methods for signal recovery of signals compressible with respect to an orthonormal basis. However, modern applications have sparked the emergence of approaches for signals not sparse in an…

Numerical Analysis · Mathematics 2014-08-04 Raja Giryes , Deanna Needell
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