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Sparsity is one of the key concepts that allows the recovery of signals that are subsampled at a rate significantly lower than required by the Nyquist-Shannon sampling theorem. Our proposed framework uses arbitrary multiscale transforms,…

Optimization and Control · Mathematics 2017-05-31 Jackie Ma , Maximilian März

In this paper, we consider the problem of sparse signal detection based on partial support set estimation with compressive measurements in a distributed network. Multiple nodes in the network are assumed to observe sparse signals which…

Applications · Statistics 2016-08-10 Thakshila Wimalajeewa , Pramod K. Varshney

The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its $n$ time domain samples. The signal of interest is assumed to be a superposition of $r$…

Information Theory · Computer Science 2015-01-05 Yuxin Chen , Yuejie Chi

Convex composition optimization is an emerging topic that covers a wide range of applications arising from stochastic optimal control, reinforcement learning and multi-stage stochastic programming. Existing algorithms suffer from…

Optimization and Control · Mathematics 2020-09-01 Tianyi Lin , Chenyou Fan , Mengdi Wang , Michael I. Jordan

Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…

Nuclear Theory · Physics 2023-04-05 Caleb Hicks , Dean Lee

Binary measurements arise naturally in a variety of statistical and engineering applications. They may be inherent to the problem---e.g., in determining the relationship between genetics and the presence or absence of a disease---or they…

Information Theory · Computer Science 2014-08-01 Richard Baraniuk , Simon Foucart , Deanna Needell , Yaniv Plan , Mary Wootters

We demonstrate that a sparse signal can be estimated from the phase of complex random measurements, in a "phase-only compressive sensing" (PO-CS) scenario. With high probability and up to a global unknown amplitude, we can perfectly recover…

Information Theory · Computer Science 2020-11-13 Laurent Jacques , Thomas Feuillen

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Machine Learning · Statistics 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Sparse principal component analysis (PCA) involves nonconvex optimization for which the global solution is hard to obtain. To address this issue, one popular approach is convex relaxation. However, such an approach may produce suboptimal…

Machine Learning · Statistics 2014-08-25 Zhaoran Wang , Huanran Lu , Han Liu

In the compressive phase retrieval problem, or phaseless compressed sensing, or compressed sensing from intensity only measurements, the goal is to reconstruct a sparse or approximately $k$-sparse vector $x \in \mathbb{R}^n$ given access to…

Data Structures and Algorithms · Computer Science 2020-03-03 Yi Li , Vasileios Nakos

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

We consider the phase retrieval problem for signals that belong to a union of subspaces. We assume that amplitude measurements of the signal of length $n$ are observed after passing it through a random $m \times n$ measurement matrix. We…

Information Theory · Computer Science 2018-07-18 M. Salman Asif , Chinmay Hegde

Phase retrieval(PR) problem is a kind of ill-condition inverse problem which can be found in various of applications. Utilizing the sparse priority, an algorithm called SWF(Sparse Wirtinger Flow) is proposed in this paper to deal with…

Information Theory · Computer Science 2017-04-12 Ziyang Yuan , Qi Wang , Hongxia Wang

We consider the problem of recovering the support of a sparse signal using noisy projections. While extensive work has been done on the dense measurement matrix setting, the sparse setting remains less explored. In this work, we establish…

Machine Learning · Statistics 2025-09-03 Youssef Chaabouni , David Gamarnik

This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm…

Machine Learning · Computer Science 2018-08-20 Fahad Shamshad , Ali Ahmed

Compressed Sensing (CS) is an effective approach to reduce the required number of samples for reconstructing a sparse signal in an a priori basis, but may suffer severely from the issue of basis mismatch. In this paper we study the problem…

Information Theory · Computer Science 2014-02-04 Yuejie Chi

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

We consider a least absolute deviation (LAD) approach to the robust phase retrieval problem that aims to recover a signal from its absolute measurements corrupted with sparse noise. To solve the resulting non-convex optimization problem, we…

Signal Processing · Electrical Eng. & Systems 2024-04-25 Seonho Kim , Kiryung Lee

Phase retrieval is an important problem with significant physical and industrial applications. In this paper, we consider the case where the magnitude of the measurement of an underlying signal is corrupted by Gaussian noise. We introduce a…

Optimization and Control · Mathematics 2022-05-03 Jianwei Niu , Hok Shing Wong , Tieyong Zeng