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In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

In this paper, we put forth a new joint sparse recovery algorithm called signal space matching pursuit (SSMP). The key idea of the proposed SSMP algorithm is to sequentially investigate the support of jointly sparse vectors to minimize the…

Information Theory · Computer Science 2020-03-10 Junhan Kim , Jian Wang , Luong Trung Nguyen , Byonghyo Shim

Support recovery of sparse signals from noisy measurements with orthogonal matching pursuit (OMP) has been extensively studied in the literature. In this paper, we show that for any $K$-sparse signal $\x$, if the sensing matrix $\A$…

Information Theory · Computer Science 2018-07-13 JInming Wen , Zhengchun Zhou , Jian Wang , Xiaohu Tang , Qun Mo

It is now well known that sparse or compressible vectors can be stably recovered from their low-dimensional projection, provided the projection matrix satisfies a Restricted Isometry Property (RIP). We establish new implications of the RIP…

Functional Analysis · Mathematics 2012-11-09 Rémi Gribonval , Morten Nielsen

We address some theoretical guarantees for Schatten-$p$ quasi-norm minimization ($p \in (0,1]$) in recovering low-rank matrices from compressed linear measurements. Firstly, using null space properties of the measurement operator, we…

Information Theory · Computer Science 2014-10-28 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

This paper presents an average case denoising performance analysis for the Subspace Pursuit (SP), the CoSaMP and the IHT algorithms. This analysis considers the recovery of a noisy signal, with the assumptions that (i) it is corrupted by an…

Methodology · Statistics 2010-05-26 Raja Giryes , Michael Elad

The simultaneous orthogonal matching pursuit (SOMP) is a popular, greedy approach for common support recovery of a row-sparse matrix. However, compared to the noiseless scenario, the performance analysis of noisy SOMP is still nascent,…

Information Theory · Computer Science 2023-12-01 Wei Zhang , Taejoon Kim

Over the past years, there are increasing interests in recovering the signals from undersampling data where such signals are sparse under some orthogonal dictionary or tight framework, which is referred to be sparse synthetic model. More…

Information Theory · Computer Science 2012-02-10 Lianlin Li

In the undetermined linear system $\bm{b}=\mathcal{A}(\bm{X})+\bm{s}$, vector $\bm{b}$ and operator $\mathcal{A}$ are the known measurements and $\bm{s}$ is the unknown noise. In this paper, we investigate sufficient conditions for exactly…

Optimization and Control · Mathematics 2023-08-08 Yan Li , Liping Zhang

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…

Optimization and Control · Mathematics 2017-11-13 Carl Olsson , Marcus Carlsson , Erik Bylow

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…

Information Theory · Computer Science 2019-07-30 Hamideh. S Fazael Ardakani , Sajad Daei , Farzan Haddadi

Low-rank matrix recovery can be solved to statistical optimality by convex matrix optimization under the classical assumption of restricted isometry property (RIP). However, for large problems, the convex formulation is commonly replaced by…

Optimization and Control · Mathematics 2026-04-22 Andrew D. McRae , Richard Y. Zhang

We show that there are no spurious local minima in the non-convex factorized parametrization of low-rank matrix recovery from incoherent linear measurements. With noisy measurements we show all local minima are very close to a global…

Machine Learning · Statistics 2016-05-30 Srinadh Bhojanapalli , Behnam Neyshabur , Nathan Srebro

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

This paper considers approximately sparse signal and low-rank matrix's recovery via truncated norm minimization $\min_{x}\|x_T\|_q$ and $\min_{X}\|X_T\|_{S_q}$ from noisy measurements. We first introduce truncated sparse approximation…

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

The many variants of the restricted isometry property (RIP) have proven to be crucial theoretical tools in the fields of compressed sensing and matrix completion. The study of extending compressed sensing to accommodate phaseless…

Information Theory · Computer Science 2014-04-16 Vladislav Voroninski , Zhiqiang Xu

Matrices satisfying the Restricted Isometry Property (RIP) play an important role in the areas of compressed sensing and statistical learning. RIP matrices with optimal parameters are mainly obtained via probabilistic arguments, as explicit…

Machine Learning · Computer Science 2019-11-01 Shiva Prasad Kasiviswanathan , Mark Rudelson

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu

In this paper, we study joint network coding and distributed source coding of inter-node dependent messages, with the perspective of compressed sensing. Specifically, the theoretical guarantees for robust $\ell_1$-min recovery of an…

Information Theory · Computer Science 2012-03-16 Mahdy Nabaee , Fabrice Labeau

Minimizing the rank of a matrix subject to affine constraints is a fundamental problem with many important applications in machine learning and statistics. In this paper we propose a simple and fast algorithm SVP (Singular Value Projection)…

Machine Learning · Computer Science 2009-10-20 Raghu Meka , Prateek Jain , Inderjit S. Dhillon