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State estimation is required whenever we deal with high-dimensional dynamical systems, as the complete measurement is often unavailable. It is key to gaining insight, performing control or optimizing design tasks. Most deep learning-based…

Machine Learning · Computer Science 2022-03-15 Yash Kumar , Souvik Chakraborty

Let A be an M by N matrix (M < N) which is an instance of a real random Gaussian ensemble. In compressed sensing we are interested in finding the sparsest solution to the system of equations A x = y for a given y. In general, whenever the…

Information Theory · Computer Science 2011-03-09 Mihailo Stojnic , Farzad Parvaresh , Babak Hassibi

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

Compressed sensing has shown that it is possible to reconstruct sparse high dimensional signals from few linear measurements. In many cases, the solution can be obtained by solving an L1-minimization problem, and this method is accurate…

Numerical Analysis · Mathematics 2009-04-27 Deanna Needell

We consider the problem of selecting an optimal set of sensor precisions to estimate the states of a non-linear dynamical system using an Ensemble Kalman filter and an Unscented Kalman filter, which uses random and deterministic ensembles…

Signal Processing · Electrical Eng. & Systems 2020-03-16 Niladri Das , Raktim Bhattacharya

Existing convex relaxation-based approaches to reconstruction in compressed sensing assume that noise in the measurements is independent of the signal of interest. We consider the case of noise being linearly correlated with the signal and…

Information Theory · Computer Science 2014-01-03 Thomas Arildsen , Torben Larsen

We consider the sound ranging, or source localization, problem --- find the unknown source-point from known moments when the spherical wave of linearly, with time, increasing radius reaches known sensor-points --- in some non-proper metric…

Functional Analysis · Mathematics 2019-11-01 Sergij V. Goncharov

Scalable high-quality MAP inference in arbitrary-order Markov Random Fields (MRFs) remains challenging. Approximate message-passing methods are often efficient but can degrade on dense or high-order instances, while exact solvers such as…

Machine Learning · Computer Science 2026-05-08 Yaomin Wang , Chaolong Ying , Xiaodong Luo , Tianshu Yu

The problem of testing whether a signal lies within a given subspace, also named matched subspace detection, has been well studied when the signal is represented as a vector. However, the matched subspace detection methods based on vectors…

Numerical Analysis · Computer Science 2018-04-24 Cuiping Li , Xiao-Yang Liu , Yue Sun

Cross-channel unlabeled sensing addresses the problem of recovering a multi-channel signal from measurements that were shuffled across channels. This work expands the cross-channel unlabeled sensing framework to signals that lie in a union…

Signal Processing · Electrical Eng. & Systems 2025-06-12 Taulant Koka , Manolis C. Tsakiris , Benjamín Béjar Haro , Michael Muma

We consider the problem of calibrating a compressed sensing measurement system under the assumption that the decalibration consists in unknown gains on each measure. We focus on {\em blind} calibration, using measures performed on a few…

Statistics Theory · Mathematics 2011-12-01 Rémi Gribonval , Gilles Chardon , Laurent Daudet

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

We characterize the first-order sensitivity of approximately recovering a low-rank matrix from linear measurements, a standard problem in compressed sensing. A special case covered by our analysis is approximating an incomplete matrix by a…

Numerical Analysis · Mathematics 2024-07-02 Paul Breiding , Nick Vannieuwenhoven

This paper investigates the problem of recovering the support of structured signals via adaptive compressive sensing. We examine several classes of structured support sets, and characterize the fundamental limits of accurately recovering…

Statistics Theory · Mathematics 2016-09-05 Rui M. Castro , Ervin Tánczos

Supervised classification algorithms are used to solve a growing number of real-life problems around the globe. Their performance is strictly connected with the quality of labels used in training. Unfortunately, acquiring good-quality…

Machine Learning · Computer Science 2024-07-08 Daniel Kałuża , Andrzej Janusz , Dominik Ślęzak

Spectral unmixing (SU) is a data processing problem in hyperspectral remote sensing. The significant challenge in the SU problem is how to identify endmembers and their weights, accurately. For estimation of signature and fractional…

Computer Vision and Pattern Recognition · Computer Science 2017-11-06 Sara Khoshsokhan , Roozbeh Rajabi , Hadi Zayyani

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…

Numerical Analysis · Mathematics 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…

Statistics Theory · Mathematics 2021-04-14 David Azriel , Lawrence D. Brown , Michael Sklar , Richard Berk , Andreas Buja , Linda Zhao

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic
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