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The joint-sparse recovery problem aims to recover, from sets of compressed measurements, unknown sparse matrices with nonzero entries restricted to a subset of rows. This is an extension of the single-measurement-vector (SMV) problem widely…

Information Theory · Computer Science 2018-08-23 Ewout van den Berg , Michael P. Friedlander

Recovery of sparse signals from compressed measurements constitutes an l0 norm minimization problem, which is unpractical to solve. A number of sparse recovery approaches have appeared in the literature, including l1 minimization…

Information Theory · Computer Science 2013-08-27 Nazim Burak Karahanoglu , Hakan Erdogan

Cooperative Greedy Pursuit Strategies are considered for approximating a signal partition subjected to a global constraint on sparsity. The approach aims at producing a high quality sparse approximation of the whole signal, using highly…

Data Structures and Algorithms · Computer Science 2015-12-15 Laura Rebollo-Neira

This paper studies regularized least square recovery of signals whose samples' prior distributions are nonidentical, e.g., signals with time-variant sparsity. For this model, Bayesian framework suggests to regularize the least squares term…

Information Theory · Computer Science 2018-05-31 Ali Bereyhi , Mohammad Ali Sedaghat , Ralf R. Müller

In this work we propose and analyze a novel approach for group sparse recovery. It is based on regularized least squares with an $\ell^0(\ell^2)$ penalty, which penalizes the number of nonzero groups. One distinct feature of the approach is…

Information Theory · Computer Science 2016-12-21 Yuling Jiao , Bangti Jin , Xiliang Lu

We analyze the orthogonal greedy algorithm when applied to dictionaries $\mathbb{D}$ whose convex hull has small entropy. We show that if the metric entropy of the convex hull of $\mathbb{D}$ decays at a rate of $O(n^{-\frac{1}{2}-\alpha})$…

Statistics Theory · Mathematics 2022-01-25 Jonathan W. Siegel , Jinchao Xu

In this paper, we compare and catalog the performance of various greedy quantized compressed sensing algorithms that reconstruct sparse signals from quantized compressed measurements. We also introduce two new greedy approaches for…

Information Theory · Computer Science 2016-01-01 Hao-Jun Michael Shi , Mindy Case , Xiaoyi Gu , Shenyinying Tu , Deanna Needell

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

Optimization and Control · Mathematics 2020-11-04 Lenaic Chizat

Given a Banach space X and one of its compact sets F, we consider the problem of finding a good n dimensional space X_n \subset X which can be used to approximate the elements of F. The best possible error we can achieve for such an…

Functional Analysis · Mathematics 2012-04-12 Ronald DeVore , Guergana Petrova , Przemyslaw Wojtaszczyk

Inverse imaging problems rely on limited and indirect measurements, making reconstruction highly dependent on both regularization and sample locations. We introduce a novel greedy framework for the optimal selection of indirect measurements…

Numerical Analysis · Mathematics 2025-12-04 L. Bruni Bruno , P. Massa , E. Perracchione , M. Trombini

Sparse regression and variable selection for large-scale data have been rapidly developed in the past decades. This work focuses on sparse ridge regression, which enforces the sparsity by use of the L0 norm. We first prove that the…

Computation · Statistics 2020-06-30 Weijun Xie , Xinwei Deng

We describe the Simple Greedy Matrix Completion Algorithm providing an efficient method for restoration of low-rank matrices from incomplete corrupted entries. We provide numerical evidences that, even in the simplest implementation, the…

Numerical Analysis · Mathematics 2013-04-16 Alexander Petukhov , Inna Kozlov

The typical approach for recovery of spatially correlated signals is regularized least squares with a coupled regularization term. In the Bayesian framework, this algorithm is seen as a maximum-a-posterior estimator whose postulated prior…

Information Theory · Computer Science 2018-05-31 Ali Bereyhi , Saeid Haghighatshoar , Ralf R. Müller

We study the problem of estimating a random process from the observations collected by a network of sensors that operate under resource constraints. When the dynamics of the process and sensor observations are described by a state-space…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

We consider a distributed compressed sensing scenario where many sensors measure correlated sparse signals and the sensors are connected through a network. Correlation between sparse signals is modeled by a partial common support-set. For…

Information Theory · Computer Science 2015-01-14 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

Greedy algorithms which use only function evaluations are applied to convex optimization in a general Banach space $X$. Along with algorithms that use exact evaluations, algorithms with approximate evaluations are treated. A priori upper…

Machine Learning · Statistics 2014-01-03 R. A. DeVore , V. N. Temlyakov

We describe the Greedy Sparse Subspace Clustering (GSSC) algorithm providing an efficient method for clustering data belonging to a few low-dimensional linear or affine subspaces from incomplete corrupted and noisy data. We provide…

Numerical Analysis · Mathematics 2013-04-17 Alexander Petukhov , Inna Kozlov

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…

Machine Learning · Statistics 2016-08-01 Abolfazl Hashemi , Haris Vikalo

The approximation of a discrete probability distribution $\mathbf{t}$ by an $M$-type distribution $\mathbf{p}$ is considered. The approximation error is measured by the informational divergence $\mathbb{D}(\mathbf{t}\Vert\mathbf{p})$, which…

Information Theory · Computer Science 2016-07-28 Bernhard C. Geiger , Georg Böcherer

Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…

Numerical Analysis · Mathematics 2018-07-26 Gabriele Santin , Dominik Wittwar , Bernard Haasdonk