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Simultaneous orthogonal matching pursuit (SOMP) and block OMP (BOMP) are two widely used techniques for sparse support recovery in multiple measurement vector (MMV) and block sparse (BS) models respectively. For optimal performance, both…

Machine Learning · Statistics 2020-05-26 Sreejith Kallummil , Sheetal Kalyani

The orthogonal multi-matching pursuit (OMMP) is a natural extension of orthogonal matching pursuit (OMP). We denote the OMMP with the parameter $M$ as OMMP(M) where $M\geq 1$ is an integer. The main difference between OMP and OMMP(M) is…

Information Theory · Computer Science 2013-07-18 Zhiqiang Xu

We present a detailed analysis of the unconstrained $\ell_1$-weighted LASSO method for recovery of sparse data from its observation by randomly generated matrices, satisfying the Restricted Isometry Property (RIP) with constant $\delta<1$,…

Information Theory · Computer Science 2022-03-16 Simon Foucart , Eitan Tadmor , Ming Zhong

The Sorted L-One Estimator (SLOPE) is a popular regularization method in regression, which induces clustering of the estimated coefficients. That is, the estimator can have coefficients of identical magnitude. In this paper, we derive an…

Statistics Theory · Mathematics 2023-04-17 Ivan Hejný , Jonas Wallin , Małgorzata Bogdan

We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…

Optimization and Control · Mathematics 2022-11-03 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic

Inspired by significant real-life applications, in particular, sparse phase retrieval and sparse pulsation frequency detection in Asteroseismology, we investigate a general framework for compressed sensing, where the measurements are…

Numerical Analysis · Mathematics 2017-09-04 Martin Ehler , Massimo Fornasier , Juliane Sigl

This paper studies the long-existing idea of adding a nice smooth function to "smooth" a non-differentiable objective function in the context of sparse optimization, in particular, the minimization of $||x||_1+1/(2\alpha)||x||_2^2$, where…

Information Theory · Computer Science 2015-11-23 Ming-Jun Lai , Wotao Yin

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 study distributed schemes for high-dimensional sparse linear regression, based on orthogonal matching pursuit (OMP). Such schemes are particularly suited for settings where a central fusion center is connected to end machines, that have…

Machine Learning · Statistics 2023-11-01 Chen Amiraz , Robert Krauthgamer , Boaz Nadler

Reconstruction of signals from undersampled and noisy measurements is a topic of considerable interest. Sharpness conditions directly control the recovery performance of restart schemes for first-order methods without the need for…

Numerical Analysis · Mathematics 2021-10-26 Matthew J. Colbrook

We propose a novel greedy algorithm for the support recovery of a sparse signal from a small number of noisy measurements. In the proposed method, a new support index is identified for each iteration based on bit-wise maximum a posteriori…

Information Theory · Computer Science 2019-10-29 J. Chae , S. -N. Hong

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

Orthogonal Matching Pursuit and Basis Pursuit are popular reconstruction algorithms for recovery of sparse signals. The exact recovery property of both the methods has a relation with the coherence of the underlying redundant dictionary,…

Optimization and Control · Mathematics 2021-06-10 Pradip Sasmal , Prasad Theeda , Phanindra Jampana , C. S. Sastry

This paper is motivated by structured sparsity for deep neural network training. We study a weighted group L0-norm constraint, and present the projection and normal cone of this set. Using randomized smoothing, we develop zeroth and…

Optimization and Control · Mathematics 2022-12-22 Michael R. Metel

We consider the greedy algorithms for the joint recovery of high-dimensional sparse signals based on the block multiple measurement vector (BMMV) model in compressed sensing (CS). To this end, we first put forth two versions of simultaneous…

Signal Processing · Electrical Eng. & Systems 2023-04-11 Liyang Lu , Zhaocheng Wang , Sheng Chen

It is known that a high-dimensional sparse vector x* in R^n can be recovered from low-dimensional measurements y= A^{m*n} x* (m<n) . In this paper, we investigate the recovering ability of l_p-minimization (0<=p<=1) as p varies, where…

Information Theory · Computer Science 2010-11-30 Meng Wang , Weiyu Xu , Ao Tang

In this study, we introduce a novel model, termed the Weighted Basis Pursuit Dequantization ($\omega$-BPDQ$_p$), which incorporates prior support information by assigning weights on the $\ell_1$ norm in the $\ell_1$ minimization process and…

Signal Processing · Electrical Eng. & Systems 2024-10-25 Xiaotong Liu , Yiyu Liang

In this paper, we consider orthogonal matching pursuit (OMP) algorithm for multiple measurement vectors (MMV) problem. The robustness of OMPMMV is studied under general perturbations---when the measurement vectors as well as the sensing…

Information Theory · Computer Science 2011-09-30 Jie Ding , Laming Chen , Yuantao Gu

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

We consider the problem of low-rank rectangular matrix completion in the regime where the matrix $M$ of size $n\times m$ is ``long", i.e., the aspect ratio $m/n$ diverges to infinity. Such matrices are of particular interest in the study of…

Statistics Theory · Mathematics 2024-06-24 Ludovic Stephan , Yizhe Zhu