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Compressive sensing aims to recover a high-dimensional sparse signal from a relatively small number of measurements. In this paper, a novel design of the measurement matrix is proposed. The design is inspired by the construction of…

Information Theory · Computer Science 2016-03-22 Xu Chen , Dongning Guo

Generalized Linear Models (GLMs), where a random vector $\mathbf{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform $\mathbf{z}=\mathbf{Ax}$ arise in a range of applications in nonlinear filtering and…

Information Theory · Computer Science 2016-05-03 Sundeep Rangan , Alyson K. Fletcher , Philip Schniter , Ulugbek Kamilov

We introduce a theoretical approach for designing generalizations of the approximate message passing (AMP) algorithm for compressed sensing which are valid for large observation matrices that are drawn from an invariant random matrix…

Information Theory · Computer Science 2017-05-12 Burak Çakmak , Manfred Opper , Ole Winther , Bernard H. Fleury

Deep generative modeling has led to new and state of the art approaches for enforcing structural priors in a variety of inverse problems. In contrast to priors given by sparsity, deep models can provide direct low-dimensional…

Optimization and Control · Mathematics 2018-12-12 Wen Huang , Paul Hand , Reinhard Heckel , Vladislav Voroninski

Gaussian random matrix (GRM) has been widely used to generate linear measurements in compressed sensing (CS) of natural images. However, there actually exist two disadvantages with GRM in practice. One is that GRM has large memory…

Computer Vision and Pattern Recognition · Computer Science 2018-06-20 Wenxue Cui , Feng Jiang , Xinwei Gao , Wen Tao , Debin Zhao

Approximate message passing (AMP) type algorithms have been widely used in the signal reconstruction of certain large random linear systems. A key feature of the AMP-type algorithms is that their dynamics can be correctly described by state…

Information Theory · Computer Science 2023-07-03 Lei Liu , Shunqi Huang , YuZhi Yang , Zhaoyang Zhang , Brian M. Kurkoski

We analyse a linear regression problem with nonconvex regularization called smoothly clipped absolute deviation (SCAD) under an overcomplete Gaussian basis for Gaussian random data. We propose an approximate message passing (AMP) algorithm…

Machine Learning · Statistics 2018-04-04 Ayaka Sakata , Yingying Xu

In the phase retrieval problem one seeks to recover an unknown $n$ dimensional signal vector $\mathbf{x}$ from $m$ measurements of the form $y_i = |(\mathbf{A} \mathbf{x})_i|$, where $\mathbf{A}$ denotes the sensing matrix. Many algorithms…

Statistics Theory · Mathematics 2022-06-10 Rishabh Dudeja , Milad Bakhshizadeh

Approximate Message Passing (AMP) algorithms enable precise characterization of certain classes of random objects in the high-dimensional limit, and have found widespread applications in fields such as signal processing, statistics, and…

Statistics Theory · Mathematics 2025-07-01 Longlin Wang , Yanke Song , Kuanhao Jiang , Pragya Sur

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

We consider a compressive hyperspectral imaging reconstruction problem, where three-dimensional spatio-spectral information about a scene is sensed by a coded aperture snapshot spectral imager (CASSI). The CASSI imaging process can be…

Information Theory · Computer Science 2016-04-20 Jin Tan , Yanting Ma , Hoover Rueda , Dror Baron , Gonzalo Arce

The idea that signals reside in a union of low dimensional subspaces subsumes many low dimensional models that have been used extensively in the recent decade in many fields and applications. Until recently, the vast majority of works have…

Numerical Analysis · Mathematics 2019-11-26 Tom Tirer , Raja Giryes

Natural signals and images are well-known to be approximately sparse in transform domains such as Wavelets and DCT. This property has been heavily exploited in various applications in image processing and medical imaging. Compressed sensing…

Machine Learning · Computer Science 2015-10-26 Saiprasad Ravishankar , Yoram Bresler

We consider the compressive sensing of a sparse or compressible signal ${\bf x} \in {\mathbb R}^M$. We explicitly construct a class of measurement matrices, referred to as the low density frames, and develop decoding algorithms that produce…

Information Theory · Computer Science 2009-03-05 Mehmet Akçakaya , Jinsoo Park , Vahid Tarokh

Sparse Group LASSO (SGL) is a regularized model for high-dimensional linear regression problems with grouped covariates. SGL applies $l_1$ and $l_2$ penalties on the individual predictors and group predictors, respectively, to guarantee…

Statistics Theory · Mathematics 2022-02-23 Kan Chen , Zhiqi Bu , Shiyun Xu

The theory of Compressed Sensing, the emerging sampling paradigm 'that goes against the common wisdom', asserts that 'one can recover signals in Rn from far fewer samples or measurements, if the signal has a sparse representation in some…

Information Theory · Computer Science 2013-11-01 Ankit Kundu , Pradosh K. Roy

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

Compressed Sensing aims to capture attributes of a sparse signal using very few measurements. Cand\`{e}s and Tao showed that sparse reconstruction is possible if the sensing matrix acts as a near isometry on all $\boldsymbol{k}$-sparse…

Information Theory · Computer Science 2009-10-18 Robert Calderbank , Stephen Howard , Sina Jafarpour

Approximate message passing (AMP) algorithms have shown great promise in sparse signal reconstruction due to their low computational requirements and fast convergence to an exact solution. Moreover, they provide a probabilistic framework…

Sound · Computer Science 2018-02-02 Turab Iqbal , Wenwu Wang

Sparse superposition codes, or sparse regression codes (SPARCs), are a recent class of codes for reliable communication over the AWGN channel at rates approaching the channel capacity. Approximate message passing (AMP) decoding, a…

Information Theory · Computer Science 2019-04-24 Cynthia Rush , Ramji Venkataramanan