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We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…

Statistics Theory · Mathematics 2025-09-09 Rishabh Dudeja , Songbin Liu , Junjie Ma

Practical applications of compressed sensing often restrict the choice of its two main ingredients. They may (i) prescribe using particular redundant dictionaries for certain classes of signals to become sparsely represented, or (ii)…

Signal Processing · Electrical Eng. & Systems 2024-07-31 Jinn Ho , Wen-Liang Hwang , Andreas Heinecke

The quality of numerical reconstructions for unknown parameters in inverse problems depends fundamentally on the selection of experimental data. To ensure a robust reconstruction, it is crucial to select data that are sensitive to the…

Numerical Analysis · Mathematics 2026-04-14 Kathrin Hellmuth , Christian Klingenberg , Qin Li

Recently, in the context of covariance matrix estimation, in order to improve as well as to regularize the performance of the Tyler's estimator [1] also called the Fixed-Point Estimator (FPE) [2], a "shrinkage" fixed-point estimator has…

Applications · Statistics 2015-06-18 Frederic Pascal , Yacine Chitour , Yihui Quek

Many practical sensing applications involve multiple sensors simultaneously acquiring measurements of a single object. Conversely, most existing sparse recovery guarantees in compressed sensing concern only single-sensor acquisition…

Information Theory · Computer Science 2023-08-31 Il Yong Chun , Ben Adcock

The recovery of sparsest overcomplete representation has recently attracted intensive research activities owe to its important potential in the many applied fields such as signal processing, medical imaging, communication, and so on. This…

Information Theory · Computer Science 2011-09-29 Lianlin Li

We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the…

Probability · Mathematics 2020-10-14 Nathan Noiry

Signal recovery from unitarily invariant measurements is investigated in this paper. A message-passing algorithm is formulated on the basis of expectation propagation (EP). A rigorous analysis is presented for the dynamics of the algorithm…

Information Theory · Computer Science 2019-05-22 Keigo Takeuchi

In many real-world problems, recovering sparse signals from underdetermined linear systems remains a fundamental challenge. Although $\ell_1$ norm minimization is widely used, it suffers from estimation bias that prevents it from reaching…

Information Theory · Computer Science 2026-04-16 Keisuke Morita , Federico Ricci-Tersenghi , Masayuki Ohzeki

In this paper, we study the problem of compressed sensing using binary measurement matrices and $\ell_1$-norm minimization (basis pursuit) as the recovery algorithm. We derive new upper and lower bounds on the number of measurements to…

Machine Learning · Statistics 2020-04-28 Mahsa Lotfi , Mathukumalli Vidyasagar

How do statistical dependencies in measurement noise influence high-dimensional inference? To answer this, we study the paradigmatic spiked matrix model of principal components analysis (PCA), where a rank-one matrix is corrupted by…

Information Theory · Computer Science 2023-06-05 Jean Barbier , Francesco Camilli , Marco Mondelli , Manuel Saenz

Auto-Encoders are unsupervised models that aim to learn patterns from observed data by minimizing a reconstruction cost. The useful representations learned are often found to be sparse and distributed. On the other hand, compressed sensing…

Machine Learning · Statistics 2017-07-14 Devansh Arpit , Yingbo Zhou , Hung Q. Ngo , Nils Napp , Venu Govindaraju

Approximate message passing algorithm enjoyed considerable attention in the last decade. In this paper we introduce a variant of the AMP algorithm that takes into account glassy nature of the system under consideration. We coin this…

Disordered Systems and Neural Networks · Physics 2019-02-07 Fabrizio Antenucci , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

We introduce spiky rank, a new matrix parameter that enhances blocky rank by combining the combinatorial structure of the latter with linear-algebraic flexibility. A spiky matrix is block-structured with diagonal blocks that are arbitrary…

Computational Complexity · Computer Science 2026-03-02 Lianna Hambardzumyan , Konstantin Myasnikov , Artur Riazanov , Morgan Shirley , Adi Shraibman

Motivated by applications in unsourced random access, this paper develops a novel scheme for the problem of compressed sensing of binary signals. In this problem, the goal is to design a sensing matrix $A$ and a recovery algorithm, such…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Or Ordentlich

Spiking neural networks (SNNs) transmit information through discrete spikes, which performs well in processing spatial-temporal information. Due to the non-differentiable characteristic, there still exist difficulties in designing…

Neural and Evolutionary Computing · Computer Science 2021-05-28 Dongcheng Zhao , Yi Zeng , Yang Li

In this paper, we study the trace regression when a matrix of parameters B* is estimated via the convex relaxation of a rank-regularized regression or via regularized non-convex optimization. It is known that these estimators satisfy…

Machine Learning · Computer Science 2023-08-31 Nima Hamidi , Mohsen Bayati

Speckle-based sensing exploits the rich environmental information of its high-dimensional spatial intensity patterns. However, the requirement for camera-based acquisition and subsequent electronic digitization introduces significant…

We study the computational task of detecting and estimating correlated signals in a pair of spiked matrices $$ X=\tfrac{\lambda}{\sqrt{n}} xu^{\top}+W, \quad Y=\tfrac{\mu}{\sqrt{n}} yv^{\top}+Z $$ where the spikes $x,y$ have correlation…

Statistics Theory · Mathematics 2025-12-03 Zhangsong Li

Spiking Neural Networks (SNNs) demonstrate significant potential for energy-efficient neuromorphic computing through an event-driven paradigm. While training methods and computational models have greatly advanced, SNNs struggle to achieve…

Neural and Evolutionary Computing · Computer Science 2025-10-27 Jieyuan Zhang , Xiaolong Zhou , Shuai Wang , Wenjie Wei , Hanwen Liu , Qian Sun , Malu Zhang , Yang Yang , Haizhou Li