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We consider the problem of computing a $k$-sparse approximation to the Fourier transform of a length $N$ signal. Our main result is a randomized algorithm for computing such an approximation (i.e. achieving the $\ell_2/\ell_2$ sparse…

Data Structures and Algorithms · Computer Science 2016-04-05 Michael Kapralov

Sparse and convolutional constraints form a natural prior for many optimization problems that arise from physical processes. Detecting motifs in speech and musical passages, super-resolving images, compressing videos, and reconstructing…

Computer Vision and Pattern Recognition · Computer Science 2014-06-11 Hilton Bristow , Simon Lucey

Spectral functions of large matrices contains important structural information about the underlying data, and is thus becoming increasingly important. Many times, large matrices representing real-world data are \emph{sparse} or \emph{doubly…

Data Structures and Algorithms · Computer Science 2020-02-28 Vladimir Braverman , Robert Krauthgamer , Aditya Krishnan , Roi Sinoff

In this paper we propose a scalable version of a state-of-the-art deterministic time-invariant feature extraction approach based on consecutive changes of basis and nonlinearities, namely, the scattering network. The first focus of the…

Machine Learning · Statistics 2017-07-20 Randall Balestriero , Herve Glotin

Sparse arrays are popular for performance optimization while keeping the hardware and computational costs down. In this paper, we consider sparse arrays design method for wideband source operating in a wideband jamming environment.…

Signal Processing · Electrical Eng. & Systems 2019-12-09 Syed A. Hamza , Moeness G. Amin

We describe a family of iterative algorithms that involve the repeated execution of discrete and inverse discrete Fourier transforms. One interesting member of this family is motivated by the discrete Fourier transform uncertainty principle…

Signal Processing · Electrical Eng. & Systems 2026-05-19 H. Robert Frost

We consider the classical 1D phase retrieval problem. In order to overcome the difficulties associated with phase retrieval from measurements of the Fourier magnitude, we treat recovery from the magnitude of the short-time Fourier transform…

Information Theory · Computer Science 2015-06-23 Yonina C. Eldar , Pavel Sidorenko , Dustin G. Mixon , Shaby Barel , Oren Cohen

Integral transforms are invaluable mathematical tools to map functions into spaces where they are easier to characterize. We introduce the hyperdimensional transform as a new kind of integral transform. It converts square-integrable…

Machine Learning · Computer Science 2023-10-26 Pieter Dewulf , Michiel Stock , Bernard De Baets

This paper investigates the sparse phase retrieval problem, which aims to recover a sparse signal from a system of quadratic measurements. In this work, we propose a novel non-convex algorithm, termed Gradient Hard Thresholding Pursuit…

Numerical Analysis · Mathematics 2025-02-18 Licheng Dai , Xiliang Lu , Juntao You

Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…

Robotics · Computer Science 2018-01-12 Alex A. Gorodetsky , Sertac Karaman , Youssef M. Marzouk

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

The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…

Machine Learning · Computer Science 2016-03-30 Luc Le Magoarou , Rémi Gribonval

This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

This paper proposes a novel algorithm for image phase retrieval, i.e., for recovering complex-valued images from the amplitudes of noisy linear combinations (often the Fourier transform) of the sought complex images. The algorithm is…

Signal Processing · Electrical Eng. & Systems 2018-10-19 Joshin P. Krishnan , José M. Bioucas-Dias , Vladimir Katkovnik

Sparse variational approximations are popular methods for scaling up inference and learning in Gaussian processes to larger datasets. For $N$ training points, exact inference has $O(N^3)$ cost; with $M \ll N$ features, state of the art…

Machine Learning · Statistics 2024-04-15 Talay M Cheema , Carl Edward Rasmussen

We consider the problem of clustering a set of high-dimensional data points into sets of low-dimensional linear subspaces. The number of subspaces, their dimensions, and their orientations are unknown. We propose a simple and low-complexity…

Information Theory · Computer Science 2013-03-18 Reinhard Heckel , Helmut Bölcskei

For compressive sensing of dynamic sparse signals, we develop an iterative pursuit algorithm. A dynamic sparse signal process is characterized by varying sparsity patterns over time/space. For such signals, the developed algorithm is able…

Statistics Theory · Mathematics 2012-10-15 Dave Zachariah , Saikat Chatterjee , Magnus Jansson

Sparse representations using learned dictionaries are being increasingly used with success in several data processing and machine learning applications. The availability of abundant training data necessitates the development of efficient,…

Computer Vision and Pattern Recognition · Computer Science 2013-09-26 Jayaraman J. Thiagarajan , Karthikeyan Natesan Ramamurthy , Andreas Spanias

We give a new algorithm for approximating the Discrete Fourier transform of an approximately sparse signal that has been corrupted by worst-case $L_0$ noise, namely a bounded number of coordinates of the signal have been corrupted…

Machine Learning · Computer Science 2018-12-13 Mitali Bafna , Jack Murtagh , Nikhil Vyas

We consider the problem of optimizing a high-dimensional convex function using stochastic zeroth-order queries. Under sparsity assumptions on the gradients or function values, we present two algorithms: a successive component/feature…

Machine Learning · Statistics 2018-02-27 Yining Wang , Simon Du , Sivaraman Balakrishnan , Aarti Singh