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In this paper, we propose a new orthogonal matching pursuit algorithm called quasi-OMP algorithm which greatly enhances the performance of classical orthogonal matching pursuit (OMP) algorithm, at some cost of computational complexity. We…
Recently, it has been observed that a sparse trigonometric polynomial, i.e. having only a small number of non-zero coefficients, can be reconstructed exactly from a small number of random samples using Basis Pursuit (BP) or Orthogonal…
Motivated by the well-known Papoulis-Gerchberg algorithm, an iterative thresholding algorithm for recovery of sparse signals from few observations is proposed. The sequence of iterates turns out to be similar to that of the thresholded…
In this paper, we revisit the regret minimization problem in sparse stochastic contextual linear bandits, where feature vectors may be of large dimension $d$, but where the reward function depends on a few, say $s_0\ll d$, of these features…
Asynchronous parallel computing and sparse recovery are two areas that have received recent interest. Asynchronous algorithms are often studied to solve optimization problems where the cost function takes the form $\sum_{i=1}^M f_i(x)$,…
This paper is a direct followup of the recent author's paper. In this paper we continue to analyze approximation and recovery properties with respect to systems satisfying universal sampling discretization property and a special…
Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…
For compressed sensing over arbitrarily connected networks, we consider the problem of estimating underlying sparse signals in a distributed manner. We introduce a new signal model that helps to describe inter-signal correlation among…
Matrix recovery is the problem of recovering a low-rank matrix from a few linear measurements. Recently, this problem has gained a lot of attention as it is employed in many applications such as Netflix prize problem, seismic data…
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)…
Iterative hard thresholding (IHT) and compressive sampling matching pursuit (CoSaMP) are two types of mainstream compressed sensing algorithms using hard thresholding operators for signal recovery and approximation. The guaranteed…
Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…
Denoising methods require some assumptions about the signal of interest and the noise. While most denoising procedures require some knowledge about the noise level, which may be unknown in practice, here we assume that the signal expansion…
The idea of compressed sensing is to exploit representations in suitable (overcomplete) dictionaries that allow to recover signals far beyond the Nyquist rate provided that they admit a sparse representation in the respective dictionary.…
We consider the problem of recovering the support of a sparse signal using noisy projections. While extensive work has been done on the dense measurement matrix setting, the sparse setting remains less explored. In this work, we establish…
We consider the Orthogonal Least-Squares (OLS) algorithm for the recovery of a $m$-dimensional $k$-sparse signal from a low number of noisy linear measurements. The Exact Recovery Condition (ERC) in bounded noisy scenario is established for…
In this paper we revisit the well-known constrained projection approximation subspace tracking algorithm (CPAST) and derive, for the first time, non-asymptotic error bounds. Furthermore, we introduce a novel sparse modification of CPAST…
Precision matrix estimation is an important problem in statistical data analysis. This paper introduces a fast sparse precision matrix estimation algorithm, namely GISS$^{{\rho}}$, which is originally introduced for compressive sensing. The…
Sparse signals (i.e., vectors with a small number of non-zero entries) build the foundation of most kernel (or nullspace) results, uncertainty relations, and recovery guarantees in the sparse signal processing and compressive sensing…
In this paper we prove the efficacy of a simple greedy algorithm for a finite horizon online resource allocation/matching problem, when the corresponding static planning linear program (SPP) exhibits a non-degeneracy condition called the…