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Phase retrieval is in general a non-convex and non-linear task and the corresponding algorithms struggle with the issue of local minima. We consider the case where the measurement samples within typically very small and disconnected subsets…

Signal Processing · Electrical Eng. & Systems 2022-06-28 Jonas Kornprobst , Alexander Paulus , Josef Knapp , Thomas F. Eibert

We want to exactly reconstruct a sparse signal f (a vector in R^n of small support) from few linear measurements of f (inner products with some fixed vectors). A nice and intuitive reconstruction by Linear Programming has been advocated…

Numerical Analysis · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin

A recently proposed convex formulation of the phase retrieval problem estimates the unknown signal by solving a simple linear program. This new scheme, known as PhaseMax, is computationally efficient compared to standard convex relaxation…

Information Theory · Computer Science 2017-10-17 Oussama Dhifallah , Christos Thrampoulidis , Yue M. Lu

Compressed sensing deals with efficient recovery of analog signals from linear encodings. This paper presents a statistical study of compressed sensing by modeling the input signal as an i.i.d. process with known distribution. Three classes…

Information Theory · Computer Science 2012-07-12 Yihong Wu , Sergio Verdú

We introduce a new class of measurement matrices for compressed sensing, using low order summaries over binary sequences of a given length. We prove recovery guarantees for three reconstruction algorithms using the proposed measurements,…

Information Theory · Computer Science 2011-03-08 M. Amin Khajehnejad , Juhwan Yoo , Animashree Anandkumar , Babak Hassibi

Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the…

Machine Learning · Statistics 2013-08-16 Cun Mu , Bo Huang , John Wright , Donald Goldfarb

In this paper, we study the issue of estimating a structured signal $x_0 \in \mathbb{R}^n$ from non-linear and noisy Gaussian observations. Supposing that $x_0$ is contained in a certain convex subset $K \subset \mathbb{R}^n$, we prove that…

Statistics Theory · Mathematics 2017-02-21 Martin Genzel

An approximate sparse recovery system in $\ell_1$ norm consists of parameters $k$, $\epsilon$, $N$, an $m$-by-$N$ measurement $\Phi$, and a recovery algorithm, $\mathcal{R}$. Given a vector, $\mathbf{x}$, the system approximates $x$ by…

Data Structures and Algorithms · Computer Science 2017-03-08 Anna C. Gilbert , Yi Li , Ely Porat , Martin J. Strauss

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

In applications ranging from communications to genetics, signals can be modeled as lying in a union of subspaces. Under this model, signal coefficients that lie in certain subspaces are active or inactive together. The potential subspaces…

Machine Learning · Statistics 2012-09-17 Nikhil Rao , Benjamin Recht , Robert Nowak

In this paper, we propose a general framework for the asymptotic analysis of node-based verification-based algorithms. In our analysis we tend the signal length $n$ to infinity. We also let the number of non-zero elements of the signal $k$…

Information Theory · Computer Science 2010-01-14 Yaser Eftekhari , Amir H. Banihashemi , Ioannis Lambadaris

In many real-world problems, recovering sparse signals from underdetermined linear systems remains a fundamental challenge. Although $\ell_1$ norm minimization is widely used, it suffers from estimation bias that prevents it from reaching…

Information Theory · Computer Science 2026-04-16 Keisuke Morita , Federico Ricci-Tersenghi , Masayuki Ohzeki

The theory of Compressed Sensing, the emerging sampling paradigm 'that goes against the common wisdom', asserts that 'one can recover signals in Rn from far fewer samples or measurements, if the signal has a sparse representation in some…

Information Theory · Computer Science 2013-11-01 Ankit Kundu , Pradosh K. Roy

We address the problem of recovering an n-vector from m linear measurements lacking sign or phase information. We show that lifting and semidefinite relaxation suffice by themselves for stable recovery in the setting of m = O(n log n)…

Numerical Analysis · Mathematics 2013-10-08 Laurent Demanet , Paul Hand

We consider the problems of compressed sensing and optimal denoising for signals $\mathbf{x_0}\in\mathbb{R}^N$ that are monotone, i.e., $\mathbf{x_0}(i+1) \geq \mathbf{x_0}(i)$, and sparsely varying, i.e., $\mathbf{x_0}(i+1) >…

Statistics Theory · Mathematics 2017-01-03 Eftychios A. Pnevmatikakis

Optical absorption measurements characterize a wide variety of systems from atomic gases to \emph{in-vivo} diagnostics of living organisms. Here we study the potential of non-classical techniques to reduce statistical noise below the…

We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…

Information Theory · Computer Science 2018-02-12 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

We provide more sample-efficient versions of some basic routines in quantum data analysis, along with simpler proofs. Particularly, we give a quantum "Threshold Search" algorithm that requires only $O((\log^2 m)/\epsilon^2)$ samples of a…

Quantum Physics · Physics 2024-08-07 Costin Bădescu , Ryan O'Donnell

Recent advances in quantized compressed sensing and high-dimensional estimation have shown that signal recovery is even feasible under strong non-linear distortions in the observation process. An important characteristic of associated…

Information Theory · Computer Science 2023-08-08 Martin Genzel , Alexander Stollenwerk

Learning a Gaussian mixture model (GMM) is a fundamental problem in machine learning, learning theory, and statistics. One notion of learning a GMM is proper learning: here, the goal is to find a mixture of $k$ Gaussians $\mathcal{M}$ that…

Data Structures and Algorithms · Computer Science 2015-06-04 Jerry Li , Ludwig Schmidt
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