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Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…

Statistics Theory · Mathematics 2016-11-15 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

In this paper, we present modifications of the iterative hard thresholding (IHT) method for recovery of jointly row-sparse and low-rank matrices. In particular a Riemannian version of IHT is considered which significantly reduces…

Optimization and Control · Mathematics 2022-10-03 Henrik Eisenmann , Felix Krahmer , Max Pfeffer , André Uschmajew

In this paper, we study the affine phase retrieval problem, which aims to recover signals from the magnitudes of affine measurements. We develop second-order optimization methods based on Newton and Gauss-Newton iterations and establish…

Information Theory · Computer Science 2025-04-03 Bing Gao

Sparse, irregular graphs show up in various applications like linear algebra, machine learning, engineering simulations, robotic control, etc. These graphs have a high degree of parallelism, but their execution on parallel threads of modern…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-17 Nimish Shah , Wannes Meert , Marian Verhelst

This paper deals with the problem of sparse recovery often found in compressive sensing applications exploiting a priori knowledge. In particular, we present a knowledge-aided normalized iterative hard thresholding (KA-NIHT) algorithm that…

Information Theory · Computer Science 2018-09-26 R. C. de Lamare

We consider the problem of recovering a $K$-sparse complex signal $x$ from $m$ intensity measurements. We propose the PhaseCode algorithm, and show that in the noiseless case, PhaseCode can recover an arbitrarily-close-to-one fraction of…

Information Theory · Computer Science 2017-04-03 Ramtin Pedarsani , Dong Yin , Kangwook Lee , Kannan Ramchandran

This paper introduces recovery thresholding hyperinterpolations, a novel class of methods for sparse signal reconstruction in the presence of noise. We develop a framework that integrates thresholding operators--including hard thresholding,…

Numerical Analysis · Mathematics 2025-07-25 Congpei An , Jiashu Ran

The problem of signal recovery from its Fourier transform magnitude is of paramount importance in various fields of engineering and has been around for over 100 years. Due to the absence of phase information, some form of additional…

Information Theory · Computer Science 2015-07-02 Kishore Jaganathan , Samet Oymak , Babak Hassibi

Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…

Machine Learning · Statistics 2026-05-13 Jin Zhu , Junxian Zhu , Zezhi Wang , Borui Tang , Hongmei Lin , Xueqin Wang

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

We consider the recovery of a (real- or complex-valued) signal from magnitude-only measurements, known as phase retrieval. We formulate phase retrieval as a convex optimization problem, which we call PhaseMax. Unlike other convex methods…

Information Theory · Computer Science 2018-01-31 Tom Goldstein , Christoph Studer

In this work, we study the robust phase retrieval problem where the task is to recover an unknown signal $\theta^* \in \mathbb{R}^d$ in the presence of potentially arbitrarily corrupted magnitude-only linear measurements. We propose an…

Machine Learning · Computer Science 2024-09-10 Adarsh Barik , Anand Krishna , Vincent Y. F. Tan

Compressed sensing (CS) or sparse signal reconstruction (SSR) is a signal processing technique that exploits the fact that acquired data can have a sparse representation in some basis. One popular technique to reconstruct or approximate the…

Information Theory · Computer Science 2014-05-08 Esa Ollila , Hyon-Jung Kim , Visa Koivunen

Recovering an unknown signal from quadratic measurements has gained popularity due to its wide range of applications, including phase retrieval, fusion frame phase retrieval, and positive operator-valued measures. In this paper, we employ a…

Optimization and Control · Mathematics 2024-09-02 Jun Fan , Jie Sun , Ailing Yan , Shenglong Zhou

Let $x\in\mathbb{C}^n$ be a spectrally sparse signal consisting of $r$ complex sinusoids with or without damping. We consider the spectral compressed sensing problem, which is about reconstructing $x$ from its partial revealed entries. By…

Optimization and Control · Mathematics 2017-08-01 Jian-Feng Cai , Tianming Wang , Ke Wei

We present a computationally-efficient method for recovering sparse signals from a series of noisy observations, known as the problem of compressed sensing (CS). CS theory requires solving a convex constrained minimization problem. We…

Information Theory · Computer Science 2010-06-22 Avishy Carmi , Pini Gurfil

The goal of Sparse Convex Optimization is to optimize a convex function $f$ under a sparsity constraint $s\leq s^*\gamma$, where $s^*$ is the target number of non-zero entries in a feasible solution (sparsity) and $\gamma\geq 1$ is an…

Machine Learning · Computer Science 2020-06-26 Kyriakos Axiotis , Maxim Sviridenko

In a variety of fields, in particular those involving imaging and optics, we often measure signals whose phase is missing or has been irremediably distorted. Phase retrieval attempts to recover the phase information of a signal from the…

Information Theory · Computer Science 2019-10-02 Gilles Baechler , Miranda Kreković , Juri Ranieri , Amina Chebira , Yue M. Lu , Martin Vetterli

The phase retrieval problem in the presence of noise aims to recover the signal vector of interest from a set of quadratic measurements with infrequent but arbitrary corruptions, and it plays an important role in many scientific…

Machine Learning · Statistics 2024-09-04 Zhong Zheng , Lingzhou Xue