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Reconstructing an infinite-dimensional signal from a finite set of measurements is a fundamental problem in approximation theory and signal processing. While the generalized sampling (GS) framework provides a robust methodology for…

Functional Analysis · Mathematics 2026-05-25 Luca Finotti , Matteo Santacesaria

Mixture models are widely used to fit complex and multimodal datasets. In this paper we study mixtures with high dimensional sparse latent parameter vectors and consider the problem of support recovery of those vectors. While parameter…

Machine Learning · Computer Science 2022-09-13 Arya Mazumdar , Soumyabrata Pal

We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the input signal…

Information Theory · Computer Science 2014-12-23 Junan Zhu , Dror Baron , Marco F. Duarte

This paper develops a new empirical Bayesian inference algorithm for solving a linear inverse problem given multiple measurement vectors (MMV) of under-sampled and noisy observable data. Specifically, by exploiting the joint sparsity across…

Numerical Analysis · Mathematics 2021-03-30 Jiahui Zhang , Anne Gelb , Theresa Scarnati

In this paper, we consider the problem of recovering random graph signals from nonlinear measurements. We formulate the maximum a-posteriori probability (MAP) estimator, which results in a nonconvex optimization problem. Conventional…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Guy Sagi , Tirza Routtenberg

This paper generalizes the proportionate-type adaptive algorithm to the graph signal processing and proposes two proportionate-type adaptive graph signal recovery algorithms. The gain matrix of the proportionate algorithm leads to faster…

Signal Processing · Electrical Eng. & Systems 2022-09-21 Razieh Torkamani , Hadi Zayyani , Mehdi Korki

We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal…

Optimization and Control · Mathematics 2018-10-15 Gabriel Schamberg , Demba Ba , Todd P. Coleman

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Despite a variety of available techniques the issue of the proper regularization parameter choice for inverse problems still remains one of the biggest challenges. The main difficulty lies in constructing a rule, allowing to compute the…

Numerical Analysis · Mathematics 2017-10-13 Ernesto De Vito , Massimo Fornasier , Valeriya Naumova

Approximate message passing (AMP) is an algorithmic framework for solving linear inverse problems from noisy measurements, with exciting applications such as reconstructing images, audio, hyper spectral images, and various other signals,…

Information Theory · Computer Science 2017-02-13 Junan Zhu , Ryan Pilgrim , Dror Baron

Computational image reconstruction algorithms generally produce a single image without any measure of uncertainty or confidence. Regularized Maximum Likelihood (RML) and feed-forward deep learning approaches for inverse problems typically…

Machine Learning · Computer Science 2020-12-18 He Sun , Katherine L. Bouman

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix…

Machine Learning · Statistics 2026-05-12 Anthony Stephenson

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…

Numerical Analysis · Mathematics 2017-11-15 Matthias Morzfeld , Marcus S. Day , Ray W. Grout , George Shu Heng Pau , Stefan A. Finsterle , John B. Bell

We propose a new compressive imaging method for reconstructing 2D or 3D objects from their scattered wave-field measurements. Our method relies on a novel, nonlinear measurement model that can account for the multiple scattering phenomenon,…

Computer Vision and Pattern Recognition · Computer Science 2016-10-07 Hsiou-Yuan Liu , Ulugbek S. Kamilov , Dehong Liu , Hassan Mansour , Petros T. Boufounos

Multiplicative noise arises in inverse problems when, for example, uncertainty on measurements is proportional to the size of the measurement itself. The likelihood that arises is hence more complicated than that from additive noise. We…

Statistics Theory · Mathematics 2019-11-01 Matthew M. Dunlop

A grand challenge in machine learning is the development of computational algorithms that match or outperform humans in perceptual inference tasks that are complicated by nuisance variation. For instance, visual object recognition involves…

Machine Learning · Statistics 2015-04-03 Ankit B. Patel , Tan Nguyen , Richard G. Baraniuk

Compressive covariance estimation has arisen as a class of techniques whose aim is to obtain second-order statistics of stochastic processes from compressive measurements. Recently, these methods have been used in various image processing…

Image and Video Processing · Electrical Eng. & Systems 2022-07-27 Jonathan Monsalve , Juan Ramirez , Iñaki Esnaola , Henry Arguello

The PARAFAC2 is a multimodal factor analysis model suitable for analyzing multi-way data when one of the modes has incomparable observation units, for example because of differences in signal sampling or batch sizes. A fully probabilistic…

Recent research has proven neural networks to be a powerful tool for performing hyperspectral imaging (HSI) target identification. However, many deep learning frameworks deliver a single material class prediction and operate on a per-pixel…

Machine Learning · Computer Science 2025-08-14 Joshua R. Tempelman , Kevin Mitchell , Adam J. Wachtor , Eric B. Flynn

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin
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