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Related papers: A survey on sampling recovery

200 papers

Over the last decade, approximating functions in infinite dimensions from samples has gained increasing attention in computational science and engineering, especially in computational uncertainty quantification. This is primarily due to the…

Numerical Analysis · Mathematics 2023-10-18 Ben Adcock , Nick Dexter , Sebastian Moraga

Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…

Machine Learning · Computer Science 2016-10-18 Ohad Shamir

We construct a least squares approximation method for the recovery of complex-valued functions from a reproducing kernel Hilbert space on $D \subset \mathbb{R}^d$. The nodes are drawn at random for the whole class of functions and the error…

Numerical Analysis · Mathematics 2021-04-05 Lutz Kämmerer , Tino Ullrich , Toni Volkmer

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor…

Functional Analysis · Mathematics 2012-10-26 Eric Cances , Virginie Ehrlacher , Tony Lelievre

Sparse recovery is among the most well-studied problems in learning theory and high-dimensional statistics. In this work, we investigate the statistical and computational landscapes of sparse recovery with $\ell_\infty$ error guarantees.…

Statistics Theory · Mathematics 2026-02-19 Ziyun Chen , Jerry Li , Kevin Tian , Yusong Zhu

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

In this paper we study the compressed sensing problem of recovering a sparse signal from a system of underdetermined linear equations when we have prior information about the probability of each entry of the unknown signal being nonzero. In…

Information Theory · Computer Science 2009-01-20 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…

Statistics Theory · Mathematics 2009-09-29 Andrew R. Barron , Albert Cohen , Wolfgang Dahmen , Ronald A. DeVore

In the area of sparse recovery, numerous researches hint that non-convex penalties might induce better sparsity than convex ones, but up until now those corresponding non-convex algorithms lack convergence guarantees from the initial…

Information Theory · Computer Science 2014-04-29 Laming Chen , Yuantao Gu

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…

Numerical Analysis · Mathematics 2013-09-24 Karthikeyan Natesan Ramamurthy , Jayaraman J. Thiagarajan , Andreas Spanias

Infinite-dimensional compressed sensing deals with the recovery of analog signals (functions) from linear measurements, often in the form of integral transforms such as the Fourier transform. This framework is well-suited to many real-world…

Information Theory · Computer Science 2021-05-25 Ben Adcock , Vegard Antun , Anders C. Hansen

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

The realisation of sensing modalities based on the principles of compressed sensing is often hindered by discrepancies between the mathematical model of its sensing operator, which is necessary during signal recovery, and its actual…

Information Theory · Computer Science 2018-02-21 Valerio Cambareri , Amirafshar Moshtaghpour , Laurent Jacques

Models based on approximation capabilities have recently been studied in the context of Optimal Recovery. These models, however, are not compatible with overparametrization, since model- and data-consistent functions could then be…

Optimization and Control · Mathematics 2020-04-02 Simon Foucart

We consider recovering a function $f : D \rightarrow \mathbb{C}$ in an $n$-dimensional linear subspace $\mathcal{P}$ from i.i.d. pointwise samples via (weighted) least-squares estimators. Different from most works, we assume the cost of…

Numerical Analysis · Mathematics 2025-06-06 Ben Adcock

Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…

Optimization and Control · Mathematics 2021-06-08 Sebatian Ament , Carla Gomes

We consider the problem of recovering elements of a low-dimensional model from linear measurements. From signal and image processing to inverse problems in data science, this question has been at the center of many applications. Lately,…

Signal Processing · Electrical Eng. & Systems 2025-05-15 Yann Traonmilin , Jean François Aujol , Antoine Guennec

We propose and analyze a weighted greedy scheme for computing deterministic sample configurations in multidimensional space for performing least-squares polynomial approximations on $L^2$ spaces weighted by a probability density function.…

Numerical Analysis · Mathematics 2017-08-07 Ling Guo , Akil Narayan , Liang Yan , Tao Zhou

This work explores the fundamental problem of the recoverability of a sparse tensor being reconstructed from its compressed embodiment. We present a generalized model of block-sparse tensor recovery as a theoretical foundation, where…

Signal Processing · Electrical Eng. & Systems 2024-12-19 Liyang Lu , Zhaocheng Wang , Zhen Gao , Sheng Chen , H. Vincent Poor

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Optimization and Control · Mathematics 2019-04-24 Vasileios Charisopoulos , Yudong Chen , Damek Davis , Mateo Díaz , Lijun Ding , Dmitriy Drusvyatskiy
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