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Matrix sensing problems exhibit pervasive non-convexity, plaguing optimization with a proliferation of suboptimal spurious solutions. Avoiding convergence to these critical points poses a major challenge. This work provides new theoretical…

Optimization and Control · Mathematics 2024-03-12 Ziye Ma , Ying Chen , Javad Lavaei , Somayeh Sojoudi

A host of problems involve the recovery of structured signals from a dimensionality reduced representation such as a random projection; examples include sparse signals (compressive sensing) and low-rank matrices (matrix completion). Given…

Information Theory · Computer Science 2012-05-22 Shirin Jalali , Arian Maleki , Richard Baraniuk

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Machine Learning · Statistics 2021-09-28 April Sagan , John E. Mitchell

This paper presents a new analysis for the orthogonal matching pursuit (OMP) algorithm. It is shown that if the restricted isometry property (RIP) is satisfied at sparsity level $O(\bar{k})$, then OMP can recover a $\bar{k}$-sparse signal…

Information Theory · Computer Science 2011-06-06 Tong Zhang

The Restricted Isometry Property (RIP) introduced by Cand\'es and Tao is a fundamental property in compressed sensing theory. It says that if a sampling matrix satisfies the RIP of certain order proportional to the sparsity of the signal,…

Information Theory · Computer Science 2009-01-06 Leslie Ying , Yi Ming Zou

In this paper we theoretically study exact recovery of sparse vectors from compressed measurements by minimizing a general nonconvex function that can be decomposed into the sum of single variable functions belonging to a class of smooth…

Information Theory · Computer Science 2020-10-21 Samrat Mukhopadhyay

In compressed sensing, it is often desirable to consider signals possessing additional structure beyond sparsity. One such structured signal model - which forms the focus of this paper - is the local sparsity in levels class. This class has…

Information Theory · Computer Science 2017-06-05 Chen Li , Ben Adcock

In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…

Computer Vision and Pattern Recognition · Computer Science 2018-11-12 Xingyu Xie , Jianlong Wu , Guangcan Liu , Jun Wang

Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for sparse approximation. In this paper we demonstrate that the restricted isometry property (RIP) can be used for a very straightforward analysis of OMP. Our main…

Numerical Analysis · Mathematics 2009-09-02 Mark A. Davenport , Michael B. Wakin

Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear…

Statistics Theory · Mathematics 2023-03-23 Reese Pathak , Martin J. Wainwright , Lin Xiao

Consider a movie recommendation system where apart from the ratings information, side information such as user's age or movie's genre is also available. Unlike standard matrix completion, in this setting one should be able to predict…

Machine Learning · Computer Science 2013-06-05 Prateek Jain , Inderjit S. Dhillon

Support recovery of sparse signals from compressed linear measurements is a fundamental problem in compressed sensing (CS). In this paper, we study the orthogonal matching pursuit (OMP) algorithm for the recovery of support under noise. We…

Information Theory · Computer Science 2015-10-28 Jian Wang

Low-rank matrix completion is a problem of immense practical importance. Recent works on the subject often use nuclear norm as a convex surrogate of the rank function. Despite its solid theoretical foundation, the convex version of the…

Computer Vision and Pattern Recognition · Computer Science 2014-10-29 Yu-Xiang Wang , Choon Meng Lee , Loong-Fah Cheong , Kim-Chuan Toh

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

Numerical experiments in literature on compressed sensing have indicated that the reweighted $l_1$ minimization performs exceptionally well in recovering sparse signal. In this paper, we develop exact recovery conditions and algorithm for…

Information Theory · Computer Science 2014-06-17 Shenglong Zhou , Naihua Xiu , Yingnan Wang , Lingchen Kong

The angle between two compressed sparse vectors subject to the norm/distance constraints imposed by the restricted isometry property (RIP) of the sensing matrix plays a crucial role in the studies of many compressive sensing (CS) problems.…

Information Theory · Computer Science 2016-11-18 Ling-Hua Chang , Jwo-Yuh Wu

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…

Machine Learning · Computer Science 2016-12-09 Yeshwanth Cherapanamjeri , Kartik Gupta , Prateek Jain

We study statistical restricted isometry, a property closely related to sparse signal recovery, of deterministic sensing matrices of size $m \times N$. A matrix is said to have a statistical restricted isometry property (StRIP) of order $k$…

Information Theory · Computer Science 2016-11-17 Alexander Barg , Arya Mazumdar , Rongrong Wang

In this paper, we use the block orthogonal matching pursuit (BOMP) algorithm to recover block sparse signals $\x$ from measurements $\y=\A\x+\v$, where $\v$ is an $\ell_2$-bounded noise vector (i.e., $\|\v\|_2\leq \epsilon$ for some…

Information Theory · Computer Science 2018-05-16 Jinming Wen , Zhengchun Zhou , Zilong Liu , Ming-Jun Lai , Xiaohu Tang

In this paper, we take a step towards developing efficient hard thresholding methods for low-rank tensor recovery from memory-efficient linear measurements with tensorial structure. Theoretical guarantees for many standard iterative…

Numerical Analysis · Mathematics 2025-02-06 Shambhavi Suryanarayanan , Elizaveta Rebrova