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In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

Sparse hyperspectral unmixing from large spectral libraries has been considered to circumvent limitations of endmember extraction algorithms in many applications. This strategy often leads to ill-posed inverse problems, which can benefit…

Computer Vision and Pattern Recognition · Computer Science 2018-10-29 Ricardo Augusto Borsoi , Tales Imbiriba , José Carlos Moreira Bermudez , Cédric Richard

We propose a decomposition method for the spectral peaks in an observed frequency spectrum, which is efficiently acquired by utilizing the Fast Fourier Transform. In contrast to the traditional methods of waveform fitting on the spectrum,…

Signal Processing · Electrical Eng. & Systems 2022-04-19 Kaan Gokcesu , Hakan Gokcesu

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

In this paper, we aim to reconstruct an n-dimensional real vector from m phaseless measurements corrupted by an additive noise. We extend the noiseless framework developed in [15], based on mirror descent (or Bregman gradient descent), to…

Optimization and Control · Mathematics 2024-06-21 Jean-Jacques Godeme , Jalal Fadili , Claude Amra , Myriam Zerrad

Subsampled blind deconvolution is the recovery of two unknown signals from samples of their convolution. To overcome the ill-posedness of this problem, solutions based on priors tailored to specific application have been developed in…

Information Theory · Computer Science 2015-11-23 Kiryung Lee , Yanjun Li , Marius Junge , Yoram Bresler

Blind source separation (BSS) algorithms are unsupervised methods, which are the cornerstone of hyperspectral data analysis by allowing for physically meaningful data decompositions. BSS problems being ill-posed, the resolution requires…

Signal Processing · Electrical Eng. & Systems 2022-09-28 Rémi Carloni Gertosio , Jérôme Bobin , Fabio Acero

Phase retrieval problem has been studied in various applications. It is an inverse problem without the standard uniqueness guarantee. To make complete theoretical analyses and devise efficient algorithms to recover the signal is…

Information Theory · Computer Science 2019-05-22 Ziyang Yuan , Hongxia Wang

Tackling unsupervised source separation jointly with an additional inverse problem such as deconvolution is central for the analysis of multi-wavelength data. This becomes highly challenging when applied to large data sampled on the sphere…

Signal Processing · Electrical Eng. & Systems 2020-12-24 Rémi Carloni Gertosio , Jérôme Bobin

Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…

Information Theory · Computer Science 2017-01-31 Maxime Ferreira Da Costa , Wei Dai

In this work we present a new algorithm for data deconvolution that allows the retrieval of the target function with super-resolution with a simple approach that after a precis e measurement of the instrument response function (IRF), the…

Computer Vision and Pattern Recognition · Computer Science 2018-12-07 Sandra Martínez , Oscar E. Martínez

This paper addresses the problem of blind and fully constrained unmixing of hyperspectral images. Unmixing is performed without the use of any dictionary, and assumes that the number of constituent materials in the scene and their spectral…

Applications · Statistics 2015-06-18 Rita Ammanouil , André Ferrari , Cédric Richard , David Mary

The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

Optimization and Control · Mathematics 2021-02-25 Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

Alternating minimization, or Fienup methods, have a long history in phase retrieval. We provide new insights related to the empirical and theoretical analysis of these algorithms when used with Fourier measurements and combined with convex…

Information Theory · Computer Science 2018-02-14 Edouard Pauwels , Amir Beck , Yonina C. Eldar , Shoham Sabach

Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…

Optimization and Control · Mathematics 2022-09-07 Trung Vu , Raviv Raich

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

We consider the problem of recovering a signal from nonlinear transformations, under convex constraints modeling a priori information. Standard feasibility and optimization methods are ill-suited to tackle this problem due to the…

Optimization and Control · Mathematics 2020-06-16 Patrick L. Combettes , Zev. C. Woodstock

Finite Rate of Innovation (FRI) sampling theory enables reconstruction of classes of continuous non-bandlimited signals that have a small number of free parameters from their low-rate discrete samples. This task is often translated into a…

Signal Processing · Electrical Eng. & Systems 2023-07-21 Vincent C. H. Leung , Jun-Jie Huang , Yonina C. Eldar , Pier Luigi Dragotti

Speckle noise is a fundamental challenge in coherent imaging systems, significantly degrading image quality. Over the past decades, numerous despeckling algorithms have been developed for applications such as Synthetic Aperture Radar (SAR)…

Information Theory · Computer Science 2025-01-31 Ali Zafari , Shirin Jalali

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht
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