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We study a practical algorithm for sparse principal component analysis (PCA) of incomplete and noisy data. Our algorithm is based on the semidefinite program (SDP) relaxation of the non-convex $l_1$-regularized PCA problem. We provide…

Machine Learning · Statistics 2022-09-16 Hanbyul Lee , Qifan Song , Jean Honorio

Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this…

Information Theory · Computer Science 2018-01-23 Fariborz Salehi , Ehsan Abbasi , Babak Hassibi

Autonomous systems can be used to search for sparse signals in a large space; e.g., aerial robots can be deployed to localize threats, detect gas leaks, or respond to distress calls. Intuitively, search algorithms may increase efficiency by…

Machine Learning · Statistics 2016-12-05 Yifei Ma , Roman Garnett , Jeff Schneider

We consider a least absolute deviation (LAD) approach to the robust phase retrieval problem that aims to recover a signal from its absolute measurements corrupted with sparse noise. To solve the resulting non-convex optimization problem, we…

Signal Processing · Electrical Eng. & Systems 2024-04-25 Seonho Kim , Kiryung Lee

This paper introduces the class of ambiguity sparse processes, containing subsets of popular nonstationary time series such as locally stationary, cyclostationary and uniformly modulated processes. The class also contains aggregations of…

Methodology · Statistics 2015-03-19 Sofia Olhede

Sparse recovery can recover sparse signals from a set of underdetermined linear measurements. Motivated by the need to monitor large-scale networks from a limited number of measurements, this paper addresses the problem of recovering sparse…

Information Theory · Computer Science 2015-03-20 Meng Wang , Weiyu Xu , Enrique Mallada , Ao Tang

Phase retrieval seeks to recover a complex signal from amplitude-only measurements, a challenging nonlinear inverse problem. Current theory and algorithms often ignore signal priors. By contrast, we evaluate here a variety of image priors…

Image and Video Processing · Electrical Eng. & Systems 2025-09-19 Stanislas Ducotterd , Zhiyuan Hu , Michael Unser , Jonathan Dong

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…

Machine Learning · Statistics 2016-08-09 Abolfazl Hashemi , Haris Vikalo

We consider compressed sensing of block-sparse signals, i.e., sparse signals that have nonzero coefficients occuring in clusters. Based on an uncertainty relation for block-sparse signals, we define a block-coherence measure and we show…

Information Theory · Computer Science 2008-12-02 Yonina C. Eldar , Helmut Bolcskei

In the compressive phase retrieval problem, or phaseless compressed sensing, or compressed sensing from intensity only measurements, the goal is to reconstruct a sparse or approximately $k$-sparse vector $x \in \mathbb{R}^n$ given access to…

Data Structures and Algorithms · Computer Science 2020-03-03 Yi Li , Vasileios Nakos

Recovering the support of sparse vectors in underdetermined linear regression models, \textit{aka}, compressive sensing is important in many signal processing applications. High SNR consistency (HSC), i.e., the ability of a support recovery…

Signal Processing · Electrical Eng. & Systems 2018-11-20 Sreejith Kallummil , Sheetal Kalyani

Conventional algorithms for sparse signal recovery and sparse representation rely on $l_1$-norm regularized variational methods. However, when applied to the reconstruction of $\textit{sparse images}$, i.e., images where only a few pixels…

Computer Vision and Pattern Recognition · Computer Science 2016-05-09 Sohil Shah , Tom Goldstein , Christoph Studer

We consider the recovery of sparse signals subject to sparse interference, as introduced in Studer et al., IEEE Trans. IT, 2012. We present novel probabilistic recovery guarantees for this framework, covering varying degrees of knowledge of…

Information Theory · Computer Science 2012-09-27 Graeme Pope , Annina Bracher , Christoph Studer

For the first time, this paper investigates the phase retrieval problem with the assumption that the phase (of the complex signal) is sparse in contrast to the sparsity assumption on the signal itself as considered in the literature of…

Optimization and Control · Mathematics 2019-01-29 Hieu Thao Nguyen , D. Russell Luke , Oleg Soloviev , Michel Verhaegen

We consider algorithms and recovery guarantees for the analysis sparse model in which the signal is sparse with respect to a highly coherent frame. We consider the use of a monotone version of the fast iterative shrinkage- thresholding…

Optimization and Control · Mathematics 2015-06-17 Zhao Tan , Yonina C. Eldar , Amir Beck , Arye Nehorai

Periodic signals composed of periodic mixtures admit sparse representations in nested periodic dictionaries (NPDs). Therefore, their underlying hidden periods can be estimated by recovering the exact support of said representations. In this…

Information Theory · Computer Science 2024-06-05 Pouria Saidi , George K. Atia

One of the key challenges in sensor networks is the extraction of information by fusing data from a multitude of distinct, but possibly unreliable sensors. Recovering information from the maximum number of dependable sensors while…

Machine Learning · Statistics 2015-05-20 Vassilis Kekatos , Georgios B. Giannakis

In this paper we propose a new fast Fourier transform to recover a real nonnegative signal ${\bf x}$ from its discrete Fourier transform. If the signal ${\mathbf x}$ appears to have a short support, i.e., vanishes outside a support interval…

Numerical Analysis · Mathematics 2020-02-19 Gerlind Plonka , Katrin Wannenwetsch

We study the support recovery problem for a high-dimensional signal observed with additive noise. With suitable parametrization of the signal sparsity and magnitude of its non-zero components, we characterize a phase-transition phenomenon…

Statistics Theory · Mathematics 2019-04-16 Zheng Gao , Stilian Stoev

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
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