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Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…

Methodology · Statistics 2023-06-13 Sunpeng Duan , Guo Yu , Juntao Duan , Yuedong Wang

In this paper, we study the problem of decomposing a superposition of a low-rank matrix and a sparse matrix when a relatively few linear measurements are available. This problem arises in many data processing tasks such as aligning multiple…

Information Theory · Computer Science 2012-03-01 Arvind Ganesh , Kerui Min , John Wright , Yi Ma

While most existing sparse recovery results allow only minimal structure within the measurement scheme, many practical problems possess significant structure. To address this gap, we present a framework for structured measurements that are…

Information Theory · Computer Science 2025-07-28 Timm Gilles , Hartmut Führ

We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…

Numerical Analysis · Computer Science 2017-06-16 Harri Hakula , Mikael Laaksonen

One of the most prominent methods for uncertainty quantification in high-dimen-sional statistics is the desparsified LASSO that relies on unconstrained $\ell_1$-minimization. The majority of initial works focused on real (sub-)Gaussian…

Information Theory · Computer Science 2023-09-14 Frederik Hoppe , Felix Krahmer , Claudio Mayrink Verdun , Marion I. Menzel , Holger Rauhut

Random matrices are widely used in sparse recovery problems, and the relevant properties of matrices with i.i.d. entries are well understood. The current paper discusses the recently introduced Restricted Eigenvalue (RE) condition, which is…

Statistics Theory · Mathematics 2011-06-07 Mark Rudelson , Shuheng Zhou

Image reconstruction based on indirect, noisy, or incomplete data remains an important yet challenging task. While methods such as compressive sensing have demonstrated high-resolution image recovery in various settings, there remain issues…

Numerical Analysis · Mathematics 2023-03-07 Jan Glaubitz , Anne Gelb , Guohui Song

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

In an era of unprecedented deluge of (mostly unstructured) data, graphs are proving more and more useful, across the sciences, as a flexible abstraction to capture complex relationships between complex objects. One of the main challenges…

Disordered Systems and Neural Networks · Physics 2016-10-17 Alaa Saade

Sparse representation of images under certain transform domain has been playing a fundamental role in image restoration tasks. One such representative method is the widely used wavelet tight frame systems. Instead of adopting fixed filters…

Computer Vision and Pattern Recognition · Computer Science 2016-03-02 Dai-Qiang Chen

Many imaging technologies rely on tomographic reconstruction, which requires solving a multidimensional inverse problem given a finite number of projections. Backprojection is a popular class of algorithm for tomographic reconstruction,…

Image and Video Processing · Electrical Eng. & Systems 2020-06-03 Xueqing Liu , Paul Sajda

Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…

Machine Learning · Statistics 2025-06-16 Siavash Ameli , Chris van der Heide , Liam Hodgkinson , Michael W. Mahoney

In this paper, we study the problem of image recovery from given partial (corrupted) observations. Recovering an image using a low-rank model has been an active research area in data analysis and machine learning. But often, images are not…

Computer Vision and Pattern Recognition · Computer Science 2020-03-13 Pawan Goyal , Hussam Al Daas , Peter Benner

Auto-Encoders are unsupervised models that aim to learn patterns from observed data by minimizing a reconstruction cost. The useful representations learned are often found to be sparse and distributed. On the other hand, compressed sensing…

Machine Learning · Statistics 2017-07-14 Devansh Arpit , Yingbo Zhou , Hung Q. Ngo , Nils Napp , Venu Govindaraju

Phase retrieval consists in the recovery of an unknown signal from phaseless measurements of its usually complex-valued Fourier transform. Without further assumptions, this problem is notorious to be severe ill posed such that the recovery…

Information Theory · Computer Science 2023-01-19 Robert Beinert , Saghar Rezaei

Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…

Optimization and Control · Mathematics 2007-06-13 Alexandre d'Aspremont , Onureena Banerjee , Laurent El Ghaoui

The problem of recovering a one-dimensional signal from its Fourier transform magnitude, called Fourier phase retrieval, is ill-posed in most cases. We consider the closely-related problem of recovering a signal from its phaseless…

Information Theory · Computer Science 2017-07-25 Tamir Bendory , Yonina C. Eldar , Nicolas Boumal

We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…

Information Theory · Computer Science 2020-03-27 Fabian Jaensch , Peter Jung

Mixture models are widely used to fit complex and multimodal datasets. In this paper we study mixtures with high dimensional sparse latent parameter vectors and consider the problem of support recovery of those vectors. While parameter…

Machine Learning · Computer Science 2022-09-13 Arya Mazumdar , Soumyabrata Pal

We consider the recovery of a low rank and jointly sparse matrix from under sampled measurements of its columns. This problem is highly relevant in the recovery of dynamic MRI data with high spatio-temporal resolution, where each column of…

Numerical Analysis · Computer Science 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob
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