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We demonstrate a simple greedy algorithm that can reliably recover a d-dimensional vector v from incomplete and inaccurate measurements x. Here our measurement matrix is an N by d matrix with N much smaller than d. Our algorithm,…

Numerical Analysis · Mathematics 2007-12-11 Deanna Needell , Roman Vershynin

In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how one can obtain such solutions efficiently and in polynomial…

Optimization and Control · Mathematics 2020-12-22 Nikos Tsilivis , Anastasios Tsiamis , Petros Maragos

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

Penalized regression methods aim to retrieve reliable predictors among a large set of putative ones from a limited amount of measurements. In particular, penalized regression with singular penalty functions is important for sparse…

Information Theory · Computer Science 2015-11-26 Mohammad Ramezanali , Partha P. Mitra , Anirvan M. Sengupta

An approximate sparse recovery system consists of parameters $k,N$, an $m$-by-$N$ measurement matrix, $\Phi$, and a decoding algorithm, $\mathcal{D}$. Given a vector, $x$, the system approximates $x$ by $\widehat x =\mathcal{D}(\Phi x)$,…

Data Structures and Algorithms · Computer Science 2014-02-10 Anna C. Gilbert , Yi Li , Ely Porat , Martin J. Strauss

The phase retrieval from multi-frequency intensity (power) observations is considered. The object to be reconstructed is complex-valued. A novel algorithm is presented that accomplishes both the object phase (absolute phase) retrieval and…

Signal Processing · Electrical Eng. & Systems 2018-02-07 Vladimir Katkovnik , Karen Egiazarian

This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and…

Optimization and Control · Mathematics 2020-05-14 Jie Wang , Victor Magron , Jean-Bernard Lasserre

Reliably reconstructing physical fields from sparse sensor data is a challenge that frequently arises in many scientific domains. In practice, the process generating the data often is not understood to sufficient accuracy. Therefore, there…

Machine Learning · Computer Science 2024-01-23 Xihaier Luo , Wei Xu , Yihui Ren , Shinjae Yoo , Balu Nadiga

We study the problem of recovering the phase from magnitude measurements; specifically, we wish to reconstruct a complex-valued signal x of C^n about which we have phaseless samples of the form y_r = |< a_r,x >|^2, r = 1,2,...,m (knowledge…

Information Theory · Computer Science 2016-11-17 Emmanuel Candes , Xiaodong Li , Mahdi Soltanolkotabi

Polynomial optimization problems are infinite-dimensional, nonconvex, NP-hard, and are often handled in practice with the moment-sums of squares hierarchy of semidefinite programming bounds. We consider problems where the objective function…

Optimization and Control · Mathematics 2025-11-25 Igor Klep , Victor Magron , Tobias Metzlaff , Jie Wang

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

This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

This manuscript goes through the fundamental connections between statistical mechanics and estimation theory by focusing on the particular problem of compressive sensing. We first show that the asymptotic analysis of a sparse recovery…

Information Theory · Computer Science 2022-12-21 Ali Bereyhi , Ralf R. Müller , Hermann Schulz-Baldes

In many applications we seek to recover signals from linear measurements far fewer than the ambient dimension, given the signals have exploitable structures such as sparse vectors or low rank matrices. In this paper we work in a general…

Information Theory · Computer Science 2023-11-14 Xuemei Chen

Sparse signal recovery deals with finding the sparsest solution of an under-determined linear system $\vx = \mQ\vs$. In this paper, we propose a novel greedy approach to addressing the challenges from such a problem. Such an approach is…

Information Theory · Computer Science 2026-04-09 Gang Li , Qiuwei Li , Shuang Li , Wu Angela Li

Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…

Machine Learning · Statistics 2015-06-05 Yiyuan She , Huanghuang Li , Jiangping Wang , Dapeng Wu

We consider the \textit{phase retrieval} problem of recovering a sparse signal $\mathbf{x}$ in $\mathbb{R}^d$ from intensity-only measurements in dimension $d \geq 2$. Phase retrieval can be equivalently formulated as the problem of…

Combinatorics · Mathematics 2021-09-01 Alexei Novikov , Stephen White

Recreating complex, high-dimensional global fields from limited data points is a grand challenge across various scientific and industrial domains. Given the prohibitive costs of specialized sensors and the frequent inaccessibility of…

Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution…

Machine Learning · Computer Science 2015-02-23 Pierre Baqué , Jean-Hubert Hours , François Fleuret , Pascal Fua

We consider the problem of recovering a $K$-sparse complex signal $x$ from $m$ intensity measurements. We propose the PhaseCode algorithm, and show that in the noiseless case, PhaseCode can recover an arbitrarily-close-to-one fraction of…

Information Theory · Computer Science 2017-04-03 Ramtin Pedarsani , Dong Yin , Kangwook Lee , Kannan Ramchandran
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