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The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse…

Information Theory · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be…

Sparsity in the eigenvectors of signal covariance matrices is exploited in this paper for compression and denoising. Dimensionality reduction (DR) and quantization modules present in many practical compression schemes such as transform…

Applications · Statistics 2015-06-03 Ioannis D. Schizas , Georgios B. Giannakis

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

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

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

A wide range of problems in computational science and engineering require estimation of sparse eigenvectors for high dimensional systems. Here, we propose two variants of the Truncated Orthogonal Iteration to compute multiple leading…

Numerical Analysis · Mathematics 2021-03-26 Hexuan Liu , Aleksandr Aravkin

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

Information Theory · Computer Science 2011-08-17 Ulaş Ayaz , Holger Rauhut

We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how the data was generated. For example, a sparse Green's…

Optimization and Control · Mathematics 2012-12-06 Aleksandr Y. Aravkin , Tristan van Leeuwen , Ning Tu

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

Statistical Mechanics · Physics 2024-02-21 Fernando Lucas Metz , Izaak Neri , Tim Rogers

This paper aims to address two fundamental challenges arising in eigenvector estimation and inference for a low-rank matrix from noisy observations: (1) how to estimate an unknown eigenvector when the eigen-gap (i.e. the spacing between the…

Statistics Theory · Mathematics 2021-09-09 Chen Cheng , Yuting Wei , Yuxin Chen

We present a strategy for the recovery of a sparse solution of a common problem in acoustic engineering, which is the reconstruction of sound source levels and locations applying microphone array measurements. The considered task bears…

Optimization and Control · Mathematics 2016-07-04 Laurent Hoeltgen , Michael Breuß , Gert Herold , Ennes Sarradj

The study of solving the inverse eigenvalue problem for nonnegative matrices has been around for decades. It is clear that an inverse eigenvalue problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…

Numerical Analysis · Mathematics 2014-08-13 Matthew M. Lin

Compressed sensing and its extensions have recently triggered interest in randomized signal acquisition. A key finding is that random measurements provide sparse signal reconstruction guarantees for efficient and stable algorithms with a…

Information Theory · Computer Science 2014-07-08 Felix Krahmer , Holger Rauhut

This paper describes a simple framework for structured sparse recovery based on convex optimization. We show that many structured sparsity models can be naturally represented by linear matrix inequalities on the support of the unknown…

Machine Learning · Computer Science 2015-03-04 Marwa El Halabi , Volkan Cevher

The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…

Functional Analysis · Mathematics 2018-04-13 Enrico Au-Yeung

The purpose of this paper is to propose a non-iterative method for the inverse conductivity problem of recovering multiple small anomalies from the boundary measurements. When small anomalies are buried in a conducting object, the electric…

Analysis of PDEs · Mathematics 2015-06-11 Ok Kyun Lee , Hyeonbae Kang , Jong Chul Ye , Mikyoung Lim