Related papers: GraHTP: A Provable Newton-like Algorithm for Spars…
Stochastic optimization algorithms are widely used for large-scale data analysis due to their low per-iteration costs, but they often suffer from slow asymptotic convergence caused by inherent variance. Variance-reduced techniques have been…
In this note, we analyze an iterative soft / hard thresholding algorithm with homotopy continuation for recovering a sparse signal $x^\dag$ from noisy data of a noise level $\epsilon$. Under suitable regularity and sparsity conditions, we…
An accelerated class of adaptive scheme of iterative thresholding algorithms is studied analytically and empirically. They are based on the feedback mechanism of the null space tuning techniques (NST+HT+FB). The main contribution of this…
Greed is good. However, the tighter you squeeze, the less you have. In this paper, a less greedy algorithm for sparse signal reconstruction in compressive sensing, named orthogonal matching pursuit with thresholding is studied. Using the…
A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…
There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations $y = \Phi x$. In many applications, extremely large problem sizes are envisioned, with at least tens of…
We consider faithfully combining phase retrieval with classical compressed sensing. Inspired by the recent novel formulation for phase retrieval called PhaseMax, we present and analyze SparsePhaseMax, a linear program for phaseless…
The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for…
This paper considers reconstructing a spectrally sparse signal from a small number of randomly observed time-domain samples. The signal of interest is a linear combination of complex sinusoids at $R$ distinct frequencies. The frequencies…
Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…
Recently, the $\l_{p}$-norm regularization minimization problem $(P_{p}^{\lambda})$ has attracted great attention in compressed sensing. However, the $\l_{p}$-norm $\|x\|_{p}^{p}$ in problem $(P_{p}^{\lambda})$ is nonconvex and…
We investigate the methods that simultaneously enforce sparsity and low-rank structure in a matrix as often employed for sparse phase retrieval problems or phase calibration problems in compressive sensing. We propose a new approach for…
Phase retrieval (PR) is an inverse problem about recovering a signal from phaseless linear measurements. This problem can be effectively solved by minimizing a nonconvex amplitude-based loss function. However, this loss function is…
This paper presents an algorithm tailored for the efficient recovery of sparse probability measures incorporating $\ell_0$-sparse regularization within the probability simplex constraint. Employing the Bregman proximal gradient method, our…
In this paper, based on a successively accuracy-increasing approximation of the $\ell_0$ norm, we propose a new algorithm for recovery of sparse vectors from underdetermined measurements. The approximations are realized with a certain class…
This paper develops a novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging, astronomical imaging and many other applications. Our approach combines multiple structured illuminations…
We develop new stochastic gradient methods for efficiently solving sparse linear regression in a partial attribute observation setting, where learners are only allowed to observe a fixed number of actively chosen attributes per example at…
Recovery of an unknown sparse signal from a few of its projections is the key objective of compressed sensing. Often one comes across signals that are not ordinarily sparse but are sparse blockwise. Existing block sparse recovery algorithms…
Phase retrieval arises in various fields of science and engineering and it is well studied in a finite-dimensional setting. In this paper, we consider an infinite-dimensional phase retrieval problem to reconstruct real-valued signals living…
Spectrum sensing is an important process in cognitive radio. A number of sensing techniques that have been proposed suffer from high processing time, hardware cost and computational complexity. To address these problems, compressive sensing…