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Concave regularization methods provide natural procedures for sparse recovery. However, they are difficult to analyze in the high dimensional setting. Only recently a few sparse recovery results have been established for some specific local…

Machine Learning · Statistics 2012-02-14 Cun-Hui Zhang , Tong Zhang

Recovering a signal from auto-correlations or, equivalently, retrieving the phase linked to a given Fourier modulus, is a wide-spread problem in imaging. This problem has been tackled in a number of experimental situations, from optical…

Image and Video Processing · Electrical Eng. & Systems 2021-02-03 Daniele Ancora , Andrea Bassi

Asynchronous parallel computing and sparse recovery are two areas that have received recent interest. Asynchronous algorithms are often studied to solve optimization problems where the cost function takes the form $\sum_{i=1}^M f_i(x)$,…

Machine Learning · Computer Science 2017-01-16 Deanna Needell , Tina Woolf

A new sparse signal recovery algorithm for multiple-measurement vectors (MMV) problem is proposed in this paper. The sparse representation is iteratively drawn based on the idea of zero-point attracting projection (ZAP). In each iteration,…

Information Theory · Computer Science 2015-03-20 Yang You , Laming Chen , Yuantao Gu , Wei Feng , Hui Dai

We present a natural generalization of the recent low rank + sparse matrix decomposition and consider the decomposition of matrices into components of multiple scales. Such decomposition is well motivated in practice as data matrices often…

Systems and Control · Computer Science 2016-08-04 Frank Ong , Michael Lustig

We consider the problem of recovering a matrix from its action on a known vector in the setting where the matrix can be represented efficiently in a known matrix dictionary. Connections with sparse signal recovery allows for the use of…

Numerical Analysis · Mathematics 2015-04-23 Götz E. Pfander , Holger Rauhut , Jared Tanner

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…

Machine Learning · Statistics 2018-02-21 Xiao Zhang , Lingxiao Wang , Quanquan Gu

Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…

Optimization and Control · Mathematics 2021-11-29 Valentina De Simone , Daniela di Serafino , Jacek Gondzio , Spyridon Pougkakiotis , Marco Viola

This paper develops a spatially resolved perturbation theory for singular vectors under high-dimensional separable noise and applies it to data-driven matrix recovery. In the asymptotic regime where the matrix dimensions are proportional…

Spectral Theory · Mathematics 2026-03-16 Pei-Chun Su

High-dimensional time series data exist in numerous areas such as finance, genomics, healthcare, and neuroscience. An unavoidable aspect of all such datasets is missing data, and dealing with this issue has been an important focus in…

Machine Learning · Statistics 2018-02-27 Amin Jalali , Rebecca Willett

We investigate the sparse recovery problem of reconstructing a high-dimensional non-negative sparse vector from lower dimensional linear measurements. While much work has focused on dense measurement matrices, sparse measurement schemes are…

Information Theory · Computer Science 2009-02-25 M. Amin Khajehnejad , Alexandros G. Dimakis , Weiyu Xu , Babak Hassibi

Data types that lie in metric spaces but not in vector spaces are difficult to use within the usual regression setting, either as the response and/or a predictor. We represent the information in these variables using distance matrices which…

Methodology · Statistics 2016-01-20 Julian Faraway

We introduce an adaptive structured low rank algorithm to recover MR images from their undersampled Fourier coefficients. The image is modeled as a combination of a piecewise constant component and a piecewise linear component. The Fourier…

Image and Video Processing · Electrical Eng. & Systems 2018-05-15 Yue Hu , Xiaohan Liu , Mathews Jacob

This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain…

Statistics Theory · Mathematics 2024-01-09 Daniel Sanz-Alonso , Nathan Waniorek

We consider the recovery of sparse signals that share a common support from multiple measurement vectors. The performance of several algorithms developed for this task depends on parameters like dimension of the sparse signal, dimension of…

Methodology · Statistics 2015-04-08 Deepa K. G. , Sooraj K. Ambat , K. V. S. Hari

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

Complex networks with directed, local interactions are ubiquitous in nature, and often occur with probabilistic connections due to both intrinsic stochasticity and disordered environments. Sparse non-Hermitian random matrices arise…

Disordered Systems and Neural Networks · Physics 2019-12-04 Grace H. Zhang , David R. Nelson

We study the inverse eigenvalue problem for finding doubly stochastic matrices with specified eigenvalues. By making use of a combination of Dykstra's algorithm and an alternating projection process onto a non-convex set, we derive hybrid…

Numerical Analysis · Mathematics 2023-05-31 Kassem Rammal , Bassam Mourad , Hassan Abbas , Hassan Issa

This thesis proposes spatio-spectral techniques for hyperspectral image analysis. Adaptive spatio-spectral support and variable exposure hyperspectral imaging is demonstrated to improve spectral reflectance recovery from hyperspectral…

Computer Vision and Pattern Recognition · Computer Science 2014-07-30 Zohaib Khan

This work addresses the recovery and demixing problem of signals that are sparse in some general dictionary. Involved applications include source separation, image inpainting, super-resolution, and restoration of signals corrupted by…

Information Theory · Computer Science 2017-03-24 Fei Wen , Lasith Adhikari , Ling Pei , Roummel F. Marcia , Peilin Liu , Robert C. Qiu