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Sparse support recovery arises in many applications in communications and signal processing. Existing methods tackle sparse support recovery problems for a given measurement matrix, and cannot flexibly exploit the properties of sparsity…

Information Theory · Computer Science 2019-10-11 Shuaichao Li , Wanqing Zhang , Ying Cui , Hei Victor Cheng , Wei Yu

Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of…

Information Theory · Computer Science 2016-04-05 Anastasios Kyrillidis , Bubacarr Bah , Rouzbeh Hasheminezhad , Quoc Tran-Dinh , Luca Baldassarre , Volkan Cevher

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

Information Theory · Computer Science 2012-04-04 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

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

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2017-12-27 Yanjun Li , Kiryung Lee , Yoram Bresler

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2018-01-03 Yanjun Li , Kiryung Lee , Yoram Bresler

A host of problems involve the recovery of structured signals from a dimensionality reduced representation such as a random projection; examples include sparse signals (compressive sensing) and low-rank matrices (matrix completion). Given…

Information Theory · Computer Science 2012-05-22 Shirin Jalali , Arian Maleki , Richard Baraniuk

We address the problem of recovering a sparse signal from clipped or quantized measurements. We show how these two problems can be formulated as minimizing the distance to a convex feasibility set, which provides a convex and differentiable…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley

Exact matrix completion and low rank matrix estimation problems has been studied in different underlying conditions. In this work we study exact low-rank completion under non-degenerate noise model. Non-degenerate random noise model has…

Machine Learning · Computer Science 2022-04-06 Jafar Jafarov

An increasing number of applications is concerned with recovering a sparse matrix from noisy observations. In this paper, we consider the setting where each row of the unknown matrix is sparse. We establish minimax optimal rates of…

Statistics Theory · Mathematics 2015-09-02 O. Klopp , A. B. Tsybakov

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…

Computer Vision and Pattern Recognition · Computer Science 2018-11-12 Xingyu Xie , Jianlong Wu , Guangcan Liu , Jun Wang

In this survey, we provide a detailed review of recent advances in the recovery of continuous domain multidimensional signals from their few non-uniform (multichannel) measurements using structured low-rank matrix completion formulation.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-19 Mathews Jacob , Merry P. Mani , Jong Chul Ye

We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…

Signal Processing · Electrical Eng. & Systems 2021-04-28 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

We consider algorithms and recovery guarantees for the analysis sparse model in which the signal is sparse with respect to a highly coherent frame. We consider the use of a monotone version of the fast iterative shrinkage- thresholding…

Optimization and Control · Mathematics 2015-06-17 Zhao Tan , Yonina C. Eldar , Amir Beck , Arye Nehorai

Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core…

Information Theory · Computer Science 2024-08-30 Xuemei Chen , Christian Kümmerle , Rongrong Wang

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

It has been recently shown that incorporating priori knowledge significantly improves the performance of basic compressive sensing based approaches. We have managed to successfully exploit this idea for recovering a matrix as a summation of…

Computer Vision and Pattern Recognition · Computer Science 2014-11-25 Dornoosh Zonoobi , Shahrooz Faghih Roohi , Ashraf A. Kassim