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PCA is a classical statistical technique whose simplicity and maturity has seen it find widespread use as an anomaly detection technique. However, it is limited in this regard by being sensitive to gross perturbations of the input, and by…

Machine Learning · Computer Science 2017-08-01 Raghavendra Chalapathy , Aditya Krishna Menon , Sanjay Chawla

Recovering complex-valued image recovery from noisy indirect data is important in applications such as ultrasound imaging and synthetic aperture radar. While there are many effective algorithms to recover point estimates of the magnitude,…

Numerical Analysis · Mathematics 2024-03-26 Dylan Green , Jonathan Lindbloom , Anne Gelb

Phase retrieval is the classical problem of recovering a signal $x^* \in \mathbb{R}^n$ from its noisy phaseless measurements $y_i = \langle a_i, x^* \rangle^2 + \zeta_i$ (where $\zeta_i$ denotes noise, and $a_i$ is the sensing vector) for…

Machine Learning · Computer Science 2026-02-12 Santanu Das , Jatin Batra

Corrupted sensing concerns the problem of recovering a high-dimensional structured signal from a collection of measurements that are contaminated by unknown structured corruption and unstructured noise. In the case of linear measurements,…

Information Theory · Computer Science 2022-02-16 Zhongxing Sun , Wei Cui , Yulong Liu

Sparse linear regression with ill-conditioned Gaussian random designs is widely believed to exhibit a statistical/computational gap, but there is surprisingly little formal evidence for this belief, even in the form of examples that are…

Data Structures and Algorithms · Computer Science 2022-03-08 Jonathan A. Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

This paper considers the problem of recovering a one or two dimensional discrete signal which is approximately sparse in its discrete gradient from an incomplete subset of its discrete Fourier coefficients which have been corrupted with…

Numerical Analysis · Mathematics 2015-06-10 Clarice Poon

We consider learning in an adversarial environment, where an $\varepsilon$-fraction of samples from a distribution $P$ are arbitrarily modified (global corruptions) and the remaining perturbations have average magnitude bounded by $\rho$…

Machine Learning · Computer Science 2024-06-26 Sloan Nietert , Ziv Goldfeld , Soroosh Shafiee

This article considers recovery of signals that are sparse or approximately sparse in terms of a (possibly) highly overcomplete and coherent tight frame from undersampled data corrupted with additive noise. We show that the properly…

Information Theory · Computer Science 2013-09-10 Junhong Lin , Song Li

We present a framework to deal with a range of large scale compressive sensing problems using a quantum subroutine. We apply a quantum approximate optimization algorithm (QAOA) to support detection in a sparse signal reconstruction…

Quantum Physics · Physics 2024-12-09 Baptiste Chevalier , Wojciech Roga , Masahiro Takeoka

Orthogonal Matching pursuit (OMP) is a popular algorithm to estimate an unknown sparse vector from multiple linear measurements of it. Assuming exact sparsity and that the measurements are corrupted by additive Gaussian noise, the success…

Statistics Theory · Mathematics 2020-08-07 Chen Amiraz , Robert Krauthgamer , Boaz Nadler

We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of observations is of the same magnitude as the number of variables…

Machine Learning · Statistics 2010-05-14 Huan Xu , Constantine Caramanis , Shie Mannor

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 study the stable recovery of complex $k$-sparse signals from as few phaseless measurements as possible. The main result is to show that one can employ $\ell_1$ minimization to stably recover complex $k$-sparse signals from $m\geq O(k\log…

Functional Analysis · Mathematics 2019-11-27 Yu Xia , Zhiqiang Xu

This paper develops new theory and algorithms to recover signals that are approximately sparse in some general dictionary (i.e., a basis, frame, or over-/incomplete matrix) but corrupted by a combination of interference having a sparse…

Information Theory · Computer Science 2013-09-06 Christoph Studer , Richard G. Baraniuk

High-dimensional data often contain low-dimensional signals obscured by structured background noise, which limits the effectiveness of standard PCA. Motivated by contrastive learning, we address the problem of recovering shared signal…

Machine Learning · Statistics 2025-11-18 Mingqi Wu , Qiang Sun , Yi Yang

We consider the problem of estimating means of two Gaussians in a 2-Gaussian mixture, which is not balanced and is corrupted by noise of an arbitrary distribution. We present a robust algorithm to estimate the parameters, together with…

Statistics Theory · Mathematics 2019-07-23 Jing Xu , Jakub Marecek

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

Machine Learning · Computer Science 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

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

In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian…

Information Theory · Computer Science 2017-09-28 Ehsan Miandji , Mohammad Emadi , Jonas Unger , Ehsan Afshari

We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new…

Machine Learning · Statistics 2018-01-08 Jinghui Chen , Lingxiao Wang , Xiao Zhang , Quanquan Gu