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This paper study recovery conditions of weighted L1 minimization for signal reconstruction from compressed sensing measurements. A sufficient condition for exact recovery by using the general weighted L1 minimization is derived, which…

Information Theory · Computer Science 2015-09-29 Jun Zhang , Urbashi Mitra , Kuan-Wen Huang , Nicolo Michelusi

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

In this paper we consider the nonlinear inverse problem of phase retrieval in the context of dynamical sampling. Where phase retrieval deals with the recovery of signals & images from phaseless measurements, dynamical sampling was…

Numerical Analysis · Mathematics 2021-02-02 Robert Beinert , Marzieh Hasannasab

Regression is an important task in machine learning and data mining. It has several applications in various domains, including finance, biomedical, and computer vision. Recently, network Lasso, which estimates local models by making…

Machine Learning · Computer Science 2020-03-13 Mathis Petrovich , Makoto Yamada

Compressed sensing is a technique for recovering a high-dimensional signal from lower-dimensional data, whose components represent partial information about the signal, utilizing prior knowledge on the sparsity of the signal. For further…

Information Theory · Computer Science 2014-02-18 Yingying Xu , Yoshiyuki Kabashima

In this paper we study the recovery conditions of weighted $l_{1}$ minimization for signal reconstruction from incomplete linear measurements when partial prior support information is available. We obtain that a high order RIP condition can…

Information Theory · Computer Science 2016-03-14 Wengu Chen , Yaling Li

For assessing in real time the short-term trend of major economic indicators, official statistical agencies generally rely on asymmetric filters that were developed by Musgrave in 1964. However, the use of the latter introduces revisions as…

Applications · Statistics 2015-11-18 Estela Bee Dagum , Silvia Bianconcini

The problem of denoising a one-dimensional signal possessing varying degrees of smoothness is ubiquitous in time-domain astronomy and astronomical spectroscopy. For example, in the time domain, an astronomical object may exhibit a smoothly…

Instrumentation and Methods for Astrophysics · Physics 2022-02-01 Collin A. Politsch , Jessi Cisewski-Kehe , Rupert A. C. Croft , Larry Wasserman

This paper considers signal recovery in the framework of cumulative coherence. First, we show that the Lasso estimator and the Dantzig selector exhibit similar behavior under the cumulative coherence. Then we estimate the approximation…

Information Theory · Computer Science 2021-05-28 Peng Li , Wengu Chen

This work is concerned with the recovery of piecewise constant images from noisy linear measurements. We study the noise robustness of a variational reconstruction method, which is based on total (gradient) variation regularization. We show…

Numerical Analysis · Mathematics 2025-07-08 Yohann De Castro , Vincent Duval , Romain Petit

We present improved sampling complexity bounds for stable and robust sparse recovery in compressed sensing. Our unified analysis based on l1 minimization encompasses the case where (i) the measurements are block-structured samples in order…

Information Theory · Computer Science 2020-05-22 Ben Adcock , Claire Boyer , Simone Brugiapaglia

A Vector Auto-Regressive (VAR) model is commonly used to model multivariate time series, and there are many penalized methods to handle high dimensionality. However in terms of spatio-temporal data, most methods do not take the spatial and…

Methodology · Statistics 2020-12-21 Zhenzhong Wang , Abolfazl Safikhani , Zhengyuan Zhu , David S. Matteson

Noiseless compressive sensing is a protocol that enables undersampling and later recovery of a signal without loss of information. This compression is possible because the signal is usually sufficiently sparse in a given basis. Currently,…

Information Theory · Computer Science 2024-07-22 D. Barbier , C Lucibello , L. Saglietti , F. Krzakala , L. Zdeborova

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are assumed to be initially normal random variables with known…

Machine Learning · Statistics 2016-02-19 Yang Cao , Yao Xie , Nagi Gebraeel

In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive…

Information Theory · Computer Science 2016-11-17 Armin Eftekhari , Justin Romberg , Michael B. Wakin

We propose a new algorithm for estimating NARMAX models with $L_1$ regularization for models represented as a linear combination of basis functions. Due to the $L_1$-norm penalty the Lasso estimation tends to produce some coefficients that…

Systems and Control · Computer Science 2018-02-27 Antônio H. Ribeiro , Luis A. Aguirre

We propose a time-varying graph signal recovery method for estimating the true time-varying graph signal from corrupted observations by leveraging dynamic graphs. Most of the conventional methods for time-varying graph signal recovery have…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Eisuke Yamagata , Kazuki Naganuma , Shunsuke Ono

This paper studies the convergence rate of a continuous-time dynamical system for L1-minimization, known as the Locally Competitive Algorithm (LCA). Solving L1-minimization} problems efficiently and rapidly is of great interest to the…

Dynamical Systems · Mathematics 2017-04-26 Aurèle Balavoine , Christopher J. Rozell , Justin Romberg

Signal reconstruction in compressive sensing involves finding a sparse solution that satisfies a set of linear constraints. Several approaches to this problem have been considered in existing reconstruction algorithms. They each provide a…

Information Theory · Computer Science 2013-03-15 Christian Schou Oxvig , Patrick Steffen Pedersen , Thomas Arildsen , Torben Larsen