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We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Machine Learning · Statistics 2016-06-29 Mohammad H. Rohban , Delaram Motamedvaziri , Venkatesh Saligrama

Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…

Methodology · Statistics 2025-05-13 Zhixiang Zhang , Sokbae Lee , Edgar Dobriban

Compressed sensing is a theory which guarantees the exact recovery of sparse signals from a small number of linear projections. The sampling schemes suggested by current compressed sensing theories are often of little practical relevance…

Information Theory · Computer Science 2014-07-22 Jérémie Bigot , Claire Boyer , Pierre Weiss

The discovery of the theory of compressed sensing brought the realisation that many inverse problems can be solved even when measurements are "incomplete". This is particularly interesting in magnetic resonance imaging (MRI), where long…

In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The…

Machine Learning · Statistics 2018-11-07 Arun Venkitaraman , Pascal Frossard , Saikat Chatterjee

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

Optimization and Control · Mathematics 2011-10-13 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

There remains an important need for the development of image reconstruction methods that can produce diagnostically useful images from undersampled measurements. In magnetic resonance imaging (MRI), for example, such methods can facilitate…

Image and Video Processing · Electrical Eng. & Systems 2021-06-28 Varun A. Kelkar , Sayantan Bhadra , Mark A. Anastasio

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

Machine Learning · Computer Science 2015-06-11 Arash Amini , Ulugbek S. Kamilov , Emrah Bostan , Michael Unser

Frames are the foundation of the linear operators used in the decomposition and reconstruction of signals, such as the discrete Fourier transform, Gabor, wavelets, and curvelet transforms. The emergence of sparse representation models has…

Signal Processing · Electrical Eng. & Systems 2019-06-26 Wen-Liang Hwang , Ping-Tzan Huang , Tai-Lang Jong

Inverse problems arise in a multitude of applications, where the goal is to recover a clean signal from noisy and possibly (non)linear observations. The difficulty of a reconstruction problem depends on multiple factors, such as the ground…

Image and Video Processing · Electrical Eng. & Systems 2024-08-21 Zalan Fabian , Berk Tinaz , Mahdi Soltanolkotabi

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

In experimental design, we are given a large collection of vectors, each with a hidden response value that we assume derives from an underlying linear model, and we wish to pick a small subset of the vectors such that querying the…

Machine Learning · Computer Science 2019-02-05 Michał Dereziński , Kenneth L. Clarkson , Michael W. Mahoney , Manfred K. Warmuth

This thesis consists of original contributions in the area of digital signal processing. The reconstruction of signals sparse (highly concentrated) in various transform domains is the primary problem analyzed in the thesis. The considered…

Signal Processing · Electrical Eng. & Systems 2019-09-19 Milos Brajovic

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

Learning a smooth graph signal from partially observed data is a well-studied task in graph-based machine learning. We consider this task from the perspective of optimal recovery, a mathematical framework for learning a function from…

Machine Learning · Computer Science 2023-05-31 Simon Foucart , Chunyang Liao , Nate Veldt

In Fourier-based medical imaging, sampling below the Nyquist rate results in an underdetermined system, in which linear reconstructions will exhibit artifacts. Another consequence of under-sampling is lower signal to noise ratio (SNR) due…

Computer Vision and Pattern Recognition · Computer Science 2016-10-04 Patrick Virtue , Michael Lustig

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

Machine Learning · Statistics 2012-07-19 Alekh Agarwal , Sahand Negahban , Martin J. Wainwright

The aim of this paper is to propose a least mean squares (LMS) strategy for adaptive estimation of signals defined over graphs. Assuming the graph signal to be band-limited, over a known bandwidth, the method enables reconstruction, with…

Machine Learning · Computer Science 2016-11-17 Paolo Di Lorenzo , Sergio Barbarossa , Paolo Banelli , Stefania Sardellitti

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

This paper introduces Laplace techniques for designing a neural network, with the goal of estimating simplex-constraint sparse vectors from compressed measurements. To this end, we recast the problem of MMSE estimation (w.r.t. a pre-defined…

Information Theory · Computer Science 2017-09-28 Steffen Limmer , Slawomir Stanczak