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This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

The generalized approximate message passing (GAMP) algorithm under the Bayesian setting shows advantage in recovering under-sampled sparse signals from corrupted observations. Compared to conventional convex optimization methods, it has a…

Information Theory · Computer Science 2017-01-12 Shuai Huang , Trac D. Tran

An axiomatic approach to signal reconstruction is formulated, involving a sample consistent set and a guiding set, describing desired reconstructions. New frame-less reconstruction methods are proposed, based on a novel concept of a…

Information Theory · Computer Science 2017-02-14 Andrew Knyazev , Akshay Gadde , Hassan Mansour , Dong Tian

Applications such as Magnetic Resonance Tomography acquire imaging data by point samples of their Fourier transform. This raises the question of balancing the efficiency of the sampling strategies with the approximation accuracy of an…

Numerical Analysis · Mathematics 2015-10-20 Gitta Kutyniok , Wang-Q Lim

We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features.…

Information Theory · Computer Science 2017-02-17 Cem Aksoylar , George Atia , Venkatesh Saligrama

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

Signal retrieval from a series of indirect measurements is a common task in many imaging, metrology and characterization platforms in science and engineering. Because most of the indirect measurement processes are well-described by physical…

Image and Video Processing · Electrical Eng. & Systems 2020-08-24 Zheyuan Zhu , Yangyang Sun , Johnathon White , Zenghu Chang , Shuo Pang

Many signal and image processing applications have benefited remarkably from the fact that the underlying signals reside in a low dimensional subspace. One of the main models for such a low dimensionality is the sparsity one. Within this…

Information Theory · Computer Science 2015-03-25 Raja Giryes

Obtaining system parameters and reconstructing the full flow state from limited velocity observations using conventional fluid dynamics solvers can be prohibitively expensive. Here we employ machine learning algorithms to overcome the…

Fluid Dynamics · Physics 2024-10-17 Vladimir Parfenyev , Mark Blumenau , Ilia Nikitin

In this work, we study the real-time tracking and reconstruction of an information source with the purpose of actuation. A device monitors the state of the information source and transmits status updates to a receiver over a wireless…

Information Theory · Computer Science 2023-02-28 Mehrdad Salimnejad , Marios Kountouris , Nikolaos Pappas

We propose maximum likelihood estimation for learning Gaussian graphical models with a Gaussian (ell_2^2) prior on the parameters. This is in contrast to the commonly used Laplace (ell_1) prior for encouraging sparseness. We show that our…

Machine Learning · Computer Science 2018-11-16 Jean Honorio , Tommi S. Jaakkola

In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Machine Learning · Statistics 2022-11-17 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…

Statistics Theory · Mathematics 2019-07-31 Jelena Bradic

Reconstructing complex networks from measurable data is a fundamental problem for understanding and controlling collective dynamics of complex networked systems. However, a significant challenge arises when we attempt to decode structural…

Physics and Society · Physics 2015-11-20 Xiao Han , Zhesi Shen , Wen-Xu Wang , Zengru Di

We present a framework to define a large class of neural networks for which, by construction, training by gradient flow provably reaches arbitrarily low loss when the number of parameters grows. Distinct from the fixed-space global…

Optimization and Control · Mathematics 2025-01-13 David A. R. Robin , Kevin Scaman , Marc Lelarge

We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is…

Machine Learning · Statistics 2010-10-06 Ryota Tomioka , Masashi Sugiyama

A new algorithm is proposed for a) unsupervised learning of sparse representations from subsampled measurements and b) estimating the parameters required for linearly reconstructing signals from the sparse codes. We verify that the new…

Neurons and Cognition · Quantitative Biology 2010-11-02 Guy Isely , Christopher J. Hillar , Friedrich T. Sommer

We consider the design of a linear sensing system with a fixed energy budget assuming that the sampling noise is the dominant noise source. The energy constraint implies that the signal energy per measurement decreases linearly with the…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Yang Lu , Wei Dai , Yonina C. Eldar

As an example of the recently-introduced concept of rate of innovation, signals that are linear combinations of a finite number of Diracs per unit time can be acquired by linear filtering followed by uniform sampling. However, in reality,…

Applications · Statistics 2009-03-09 Vincent Y. F. Tan , Vivek K. Goyal