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The problem central to sparse recovery and compressive sensing is that of stable sparse recovery: we want a distribution of matrices A in R^{m\times n} such that, for any x \in R^n and with probability at least 2/3 over A, there is an…

Data Structures and Algorithms · Computer Science 2011-12-30 Eric Price , David P. Woodruff

Let $X_0$ be an unknown $M$ by $N$ matrix. In matrix recovery, one takes $n < MN$ linear measurements $y_1,..., y_n$ of $X_0$, where $y_i = \Tr(a_i^T X_0)$ and each $a_i$ is a $M$ by $N$ matrix. For measurement matrices with Gaussian i.i.d…

Information Theory · Computer Science 2015-06-15 David L. Donoho , Matan Gavish , Andrea Montanari

Compressed Sensing decoding algorithms can efficiently recover an N dimensional real-valued vector x to within a factor of its best k-term approximation by taking m = 2klog(N/k) measurements y = Phi x. If the sparsity or approximate…

Numerical Analysis · Mathematics 2008-12-09 Rachel Ward

Generally, phase retrieval problem can be viewed as the reconstruction of a function/signal from only the magnitude of the linear measurements. These measurements can be, for example, the Fourier transform of the density function.…

Optimization and Control · Mathematics 2019-11-21 Bing Gao , Haixia Liu , Yang Wang

We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…

Machine Learning · Computer Science 2014-12-18 Animashree Anandkumar , Rong Ge , Majid Janzamin

We study the sparse phase retrieval problem, recovering an $s$-sparse length-$n$ signal from $m$ magnitude-only measurements. Two-stage non-convex approaches have drawn much attention in recent studies for this problem. Despite…

Information Theory · Computer Science 2023-06-21 Jian-Feng Cai , Jingyang Li , Juntao You

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Optimization and Control · Mathematics 2024-12-11 Haiyang Peng , Deren Han , Linbin Li , Meng Huang

The problem of population recovery refers to estimating a distribution based on incomplete or corrupted samples. Consider a random poll of sample size $n$ conducted on a population of individuals, where each pollee is asked to answer $d$…

Statistics Theory · Mathematics 2020-04-30 Yury Polyanskiy , Ananda Theertha Suresh , Yihong Wu

Optimal $k$-thresholding algorithms are a class of $k$-sparse signal recovery algorithms that overcome the shortcomings of traditional hard thresholding algorithms caused by the oscillation of the residual function. In this paper, a novel…

Information Theory · Computer Science 2022-06-22 Jialiang Xu , Xu Zhang

Recovery of support of a sparse vector from simple measurements is a widely-studied problem, considered under the frameworks of compressed sensing, 1-bit compressed sensing, and more general single index models. We consider generalizations…

Machine Learning · Statistics 2021-11-05 Venkata Gandikota , Arya Mazumdar , Soumyabrata Pal

Phase retrieval refers to the problem of reconstructing an unknown vector $x_0 \in \mathbb{C}^n$ or $x_0 \in \mathbb{R}^n $ from $m$ measurements of the form $y_i = \big\vert \langle \xi^{\left(i\right)}, x_0 \rangle \big\vert^2 $, where $…

Information Theory · Computer Science 2020-07-21 Felix Krahmer , Dominik Stöger

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

Consider the noisy underdetermined system of linear equations: y=Ax0 + z0, with n x N measurement matrix A, n < N, and Gaussian white noise z0 ~ N(0,\sigma^2 I). Both y and A are known, both x0 and z0 are unknown, and we seek an…

Statistics Theory · Mathematics 2015-03-14 David L. Donoho , Arian Maleki , Andrea Montanari

This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…

Information Theory · Computer Science 2014-10-07 Matthew L. Malloy , Robert Nowak

In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…

Numerical Analysis · Mathematics 2021-10-15 Jian-Feng Cai , Jingzhi Li , Xiliang Lu , Juntao You

This paper investigates total variation minimization in one spatial dimension for the recovery of gradient-sparse signals from undersampled Gaussian measurements. Recently established bounds for the required sampling rate state that uniform…

Information Theory · Computer Science 2020-09-09 Martin Genzel , Maximilian März , Robert Seidel

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

We consider the problem of recovering a structured signal $\mathbf{x} \in \mathbb{R}^{n}$ from noisy linear observations $\mathbf{y} =\mathbf{M} \mathbf{x}+\mathbf{w}$. The measurement matrix is modeled as $\mathbf{M} =…

Information Theory · Computer Science 2021-11-02 Alireza Naderi , Yaniv Plan

We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…

Machine Learning · Statistics 2023-07-07 Gabriel Arpino , Ramji Venkataramanan

We study the support recovery problem for a high-dimensional signal observed with additive noise. With suitable parametrization of the signal sparsity and magnitude of its non-zero components, we characterize a phase-transition phenomenon…

Statistics Theory · Mathematics 2019-04-16 Zheng Gao , Stilian Stoev