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We study the recovery of sparse signals from underdetermined linear measurements when a potentially erroneous support estimate is available. Our results are twofold. First, we derive necessary and sufficient conditions for signal recovery…

Information Theory · Computer Science 2014-12-05 Hassan Mansour , Rayan Saab

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

The aim of sparse phase retrieval is to recover a $k$-sparse signal $\mathbf{x}_0\in \mathbb{C}^{d}$ from quadratic measurements $|\langle \mathbf{a}_i,\mathbf{x}_0\rangle|^2$ where $\mathbf{a}_i\in \mathbb{C}^d, i=1,\ldots,m$. Noting…

Functional Analysis · Mathematics 2021-05-05 Yu Xia , Zhiqiang Xu

Signal recovery is one of the key techniques of Compressive sensing (CS). It reconstructs the original signal from the linear sub-Nyquist measurements. Classical methods exploit the sparsity in one domain to formulate the L0 norm…

Information Theory · Computer Science 2012-06-05 Yipeng Liu , Ivan Gligorijevic , Vladimir Matic , Maarten De Vos , Sabine Van Huffel

This paper studies the problem of recovering a signal from one-bit compressed sensing measurements under a manifold model; that is, assuming that the signal lies on or near a manifold of low intrinsic dimension. We provide a convex recovery…

Information Theory · Computer Science 2020-07-24 Mark A. Iwen , Felix Krahmer , Sara Krause-Solberg , Johannes Maly

We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…

Information Theory · Computer Science 2020-03-27 Fabian Jaensch , Peter Jung

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse…

Information Theory · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

We investigate a compressive sensing framework in which the sensors introduce a distortion to the measurements in the form of unknown gains. We focus on blind calibration, using measures performed on multiple unknown (but sparse) signals…

Information Theory · Computer Science 2014-08-26 Cagdas Bilen , Gilles Puy , Rémi Gribonval , Laurent Daudet

In this paper, we bring together two trends that have recently emerged in sparse signal recovery: the problem of sparse signals that stem from finite alphabets and the techniques that introduce concave penalties. Specifically, we show that…

Optimization and Control · Mathematics 2018-12-04 Sophie M. Fosson

We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…

Methodology · Statistics 2013-03-18 Kei Hirose , Michio Yamamoto

We propose a convex formulation of the fused lasso signal approximation problem consisting of non-convex penalty functions. The fused lasso signal model aims to estimate a sparse piecewise constant signal from a noisy observation.…

Optimization and Control · Mathematics 2015-12-08 Ankit Parekh , Ivan W. Selesnick

Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…

Methodology · Statistics 2014-06-10 Yuancheng Zhu , Rina Foygel Barber

This paper addresses sparse signal reconstruction under various types of structural side constraints with applications in multi-antenna systems. Side constraints may result from prior information on the measurement system and the sparse…

Information Retrieval · Computer Science 2021-06-18 Khaled Ardah , Martin Haardt , Tianyi Liu , Frederic Matter , Marius Pesavento , Marc E. Pfetsch

We study high-dimensional estimators with the trimmed $\ell_1$ penalty, which leaves the $h$ largest parameter entries penalty-free. While optimization techniques for this nonconvex penalty have been studied, the statistical properties have…

Statistics Theory · Mathematics 2019-05-14 Jihun Yun , Peng Zheng , Eunho Yang , Aurelie Lozano , Aleksandr Aravkin

In this article, we introduce a minimization model via a non-convex transformed $\ell_p$ (TLp) penalty function with two parameters $a\in(0,\infty)$ and $p\in(0,1]$, where the case $p=1$ is known and was established by S. Zhang and J. Xin.…

Functional Analysis · Mathematics 2026-04-15 Ziwei Li , Wengu Chen , Huanmin Ge , Dachun Yang

Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…

Methodology · Statistics 2017-08-16 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

We propose a sparse regression method based on the non-concave penalized density power divergence loss function which is robust against infinitesimal contamination in very high dimensionality. Present methods of sparse and robust regression…

Methodology · Statistics 2021-05-18 Abhik Ghosh , Subhabrata Majumdar

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…

Machine Learning · Statistics 2015-03-17 Charles A. Micchelli , Jean M. Morales , Massimiliano Pontil

This article provides a new type of analysis of a compressed-sensing based technique for recovering column-sparse matrices, namely minimization of the $\ell_{1,2}$-norm. Rather than providing conditions on the measurement matrix which…

Numerical Analysis · Computer Science 2016-09-09 Axel Flinth

Compressed sensing is a relatively new mathematical paradigm that shows a small number of linear measurements are enough to efficiently reconstruct a large dimensional signal under the assumption the signal is sparse. Applications for this…

Numerical Analysis · Mathematics 2018-01-08 Lenny Fukshansky , Deanna Needell , Benny Sudakov