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In this paper, utilizing techniques in compressed sensing, parallel optimization and deep learning, we propose a model-driven approach to jointly design the common measurement matrix and GROUP LASSO-based jointly sparse signal recovery…

Information Theory · Computer Science 2020-02-10 Shuaichao Li , Wanqing Zhang , Ying Cui

We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…

Signal Processing · Electrical Eng. & Systems 2021-04-28 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

Let a measurement consist of a linear combination of damped complex exponential modes, plus noise. The problem is to estimate the parameters of these modes, as in line spectrum estimation, vibration analysis, speech processing, system…

Information Theory · Computer Science 2016-05-04 Pooria Pakrooh , Louis L. Scharf , Ali Pezeshki

This paper considers the problem of estimating the channel response (or Green's function) between multiple source-receiver pairs. Typically, the channel responses are estimated one-at-a-time: a single source sends out a known probe signal,…

Numerical Analysis · Mathematics 2015-05-18 Justin Romberg , Ramesh Neelamani

Multivariate time series may be subject to partial structural changes over certain frequency band, for instance, in neuroscience. We study the change point detection problem with high dimensional time series, within the framework of…

Methodology · Statistics 2024-05-31 Xinyu Zhang , Kung-Sik Chan

The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with…

Information Theory · Computer Science 2020-06-24 Youye Xie , Michael B. Wakin , Gongguo Tang

Reconstruction of undersampled periodic signals of unknown period is an important signal processing operation. It is especially difficult operation when the sequences of samples are short and no information on the inter-sequence time…

Signal Processing · Electrical Eng. & Systems 2021-05-18 Marek W. Rupniewski

We consider a method to jointly estimate sparse precision matrices and their underlying graph structures using dependent high-dimensional datasets. We present a penalized maximum likelihood estimator which encourages both sparsity and…

Applications · Statistics 2016-08-22 Adria Caballe , Natalia Bochkina , Claus Mayer

In this paper, we propose a general collaborative sparse representation framework for multi-sensor classification, which takes into account the correlations as well as complementary information between heterogeneous sensors simultaneously…

Computer Vision and Pattern Recognition · Computer Science 2016-06-17 Minh Dao , Nam H. Nguyen , Nasser M. Nasrabadi , Trac D. Tran

The calibration of modern radio interferometers is a significant challenge, specifically at low frequencies. In this perspective, we propose a novel iterative calibration algorithm, which employs the popular sparse representation framework,…

Instrumentation and Methods for Astrophysics · Physics 2016-06-06 Martin Brossard , Mohamed Nabil El Korso , Marius Pesavento , Rémy Boyer , Pascal Larzabal

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

In many applications sampled data are collected in irregular fashion or are partly lost or unavailable. In these cases it is required to convert irregularly sampled signals to regularly sampled ones or to restore missing data. In this…

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

The theory of semiparametric estimation offers an elegant way of computing the Cram\'er-Rao bound for a parameter of interest in the midst of infinitely many nuisance parameters. Here I apply the theory to the problem of moment estimation…

Image and Video Processing · Electrical Eng. & Systems 2019-10-09 Mankei Tsang

This paper focuses on the computation of joint spectral radii (JSR), when the involved matrices are sparse. We provide a sparse variant of the procedure proposed by Parrilo and Jadbabaie, to compute upper bounds of the JSR by means of…

Optimization and Control · Mathematics 2021-03-19 Jie Wang , Martina Maggio , Victor Magron

E-science of photometric data requires automatic procedures and a precise recognition of periodic patterns to perform science as well as possible on large data. Analytical equations that enable us to set the best constraints to properly…

Instrumentation and Methods for Astrophysics · Physics 2018-09-19 C. E. Ferreira Lopes , N. J. G. Cross , F. Jablonski

We consider the problem of uncertainty quantification in change point regressions, where the signal can be piecewise polynomial of arbitrary but fixed degree. That is we seek disjoint intervals which, uniformly at a given confidence level,…

Methodology · Statistics 2024-12-12 Shakeel Gavioli-Akilagun , Piotr Fryzlewicz

Sensitivity limits are usually determined using the Cram\'er-Rao bound. Recently this approach has been used to obtain the ultimate resolution limit for the estimation of the separation between two incoherent point sources. However, methods…

Quantum Physics · Physics 2021-09-22 Giacomo Sorelli , Manuel Gessner , Mattia Walschaers , Nicolas Treps

Sparse coding of images is traditionally done by cutting them into small patches and representing each patch individually over some dictionary given a pre-determined number of nonzero coefficients to use for each patch. In lack of a way to…

Computer Vision and Pattern Recognition · Computer Science 2017-05-30 Reza Borhani , Jeremy Watt , Aggelos Katsaggelos

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi