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In this paper, we present several estimators of the diagonal elements of the inverse of the covariance matrix, called precision matrix, of a sample of iid random vectors. The focus is on high dimensional vectors having a sparse precision…

Statistics Theory · Mathematics 2017-07-31 Samuel Balmand , Arnak S. Dalalyan

We study the problem of recovering the sparsity pattern of block-sparse signals from noise-corrupted measurements. A simple, efficient recovery method, namely, a block-version of the orthogonal matching pursuit (OMP) method, is considered…

Information Theory · Computer Science 2011-09-27 Jun Fang , Hongbin Li

We improve the current best running time value to invert sparse matrices over finite fields, lowering it to an expected $O\big(n^{2.2131}\big)$ time for the current values of fast rectangular matrix multiplication. We achieve the same…

Data Structures and Algorithms · Computer Science 2022-12-13 Sílvia Casacuberta , Rasmus Kyng

Consider the community detection problem in random hypergraphs under the non-uniform hypergraph stochastic block model (HSBM), where each hyperedge appears independently with some given probability depending only on the labels of its…

Statistics Theory · Mathematics 2024-08-29 Ioana Dumitriu , Haixiao Wang

We introduce a two step algorithm with theoretical guarantees to recover a jointly sparse and low-rank matrix from undersampled measurements of its columns. The algorithm first estimates the row subspace of the matrix using a set of common…

Machine Learning · Statistics 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob

In this paper we show that for the purposes of dimensionality reduction certain class of structured random matrices behave similarly to random Gaussian matrices. This class includes several matrices for which matrix-vector multiply can be…

Information Theory · Computer Science 2015-10-08 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

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

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of…

Machine Learning · Statistics 2011-09-12 S. Derin Babacan , Martin Luessi , Rafael Molina , Aggelos K. Katsaggelos

The rapid developing area of compressed sensing suggests that a sparse vector lying in an arbitrary high dimensional space can be accurately recovered from only a small set of non-adaptive linear measurements. Under appropriate conditions…

Cellular Automata and Lattice Gases · Physics 2009-11-13 Moshe Mishali , Yonina C. Eldar

This paper considers the recovery of a low-rank matrix from an observed version that simultaneously contains both (a) erasures: most entries are not observed, and (b) errors: values at a constant fraction of (unknown) locations are…

Information Theory · Computer Science 2013-09-23 Yudong Chen , Ali Jalali , Sujay Sanghavi , Constantine Caramanis

The block diagonal structure of an affinity matrix is a commonly desired property in cluster analysis because it represents clusters of feature vectors by non-zero coefficients that are concentrated in blocks. However, recovering a block…

Machine Learning · Computer Science 2023-12-05 Aylin Tastan , Michael Muma , Abdelhak M. Zoubir

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

Traditional sampling theories consider the problem of reconstructing an unknown signal $x$ from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that $x$ lies in a known subspace.…

Cellular Automata and Lattice Gases · Physics 2009-03-30 Yonina C. Eldar , Moshe Mishali

The critical point for the successes of spectral-type subspace clustering algorithms is to seek reconstruction coefficient matrices which can faithfully reveal the subspace structures of data sets. An ideal reconstruction coefficient matrix…

Machine Learning · Computer Science 2022-08-01 Lai Wei , Shiteng Liu , Rigui Zhou , Changming Zhu

Motivated by applications of large embedding models, we study differentially private (DP) optimization problems under sparsity of individual gradients. We start with new near-optimal bounds for the classic mean estimation problem but with…

Machine Learning · Computer Science 2024-11-01 Badih Ghazi , Cristóbal Guzmán , Pritish Kamath , Ravi Kumar , Pasin Manurangsi

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse…

Information Theory · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…

Information Theory · Computer Science 2024-10-10 Yinjian Wang

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

This paper tackles algorithmic and theoretical aspects of dictionary learning from incomplete and random block-wise image measurements and the performance of the adaptive dictionary for sparse image recovery. This problem is related to…

Computer Vision and Pattern Recognition · Computer Science 2015-08-04 Mohammad Aghagolzadeh , Hayder Radha

This paper concentrates on the recovery of block-sparse signals, which is not only sparse but also nonzero elements are arrayed into some blocks (clusters) rather than being arbitrary distributed all over the vector, from linear…

Information Theory · Computer Science 2020-06-12 Jianwen Huang , Xinling Liu , Jinyao Hou , Jianjun Wang