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Related papers: Sparse Signal Recovery from Random Measurements

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Compressed Sensing decoding algorithms can efficiently recover an N dimensional real-valued vector x to within a factor of its best k-term approximation by taking m = 2klog(N/k) measurements y = Phi x. If the sparsity or approximate…

Numerical Analysis · Mathematics 2008-12-09 Rachel Ward

This work treats the recovery of sparse, binary signals through box-constrained basis pursuit using biased measurement matrices. Using a probabilistic model, we provide conditions under which the recovery of both sparse and saturated binary…

Numerical Analysis · Mathematics 2018-01-11 Axel Flinth , Sandra Keiper

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

In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…

Machine Learning · Computer Science 2016-11-18 Ashkan Esmaeili , Arash Amini , Farokh Marvasti

We address the recovery of sparse vectors in an overcomplete, linear and noisy multiple measurement framework, where the measurement matrix is known upto a permutation of its rows. We derive sparse Bayesian learning (SBL) based updates for…

Information Theory · Computer Science 2018-02-05 Ranjitha Prasad

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Arkadii S. Nemirovski

We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…

Information Theory · Computer Science 2020-03-27 Fabian Jaensch , Peter Jung

The need of reconstructing discrete-valued sparse signals from few measurements, that is solving an undetermined system of linear equations, appears frequently in science and engineering. Whereas classical compressed sensing algorithms do…

Optimization and Control · Mathematics 2016-09-30 Sandra Keiper , Gitta Kutyniok , Dae Gwan Lee , Götz E. Pfander

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

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

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

Tensor completion exhibits an interesting computational-statistical gap in terms of the number of samples needed to perform tensor estimation. While there are only $\Theta(tn)$ degrees of freedom in a $t$-order tensor with $n^t$ entries,…

Machine Learning · Statistics 2025-07-29 Christina Lee Yu , Xumei Xi

Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…

Information Theory · Computer Science 2023-06-28 Simon Ruetz

We consider the problem of sparse phase retrieval, where a $k$-sparse signal ${\bf x} \in {\mathbb R}^n \textrm{ (or } {\mathbb C}^n\textrm{)}$ is measured as ${\bf y} = |{\bf Ax}|,$ where ${\bf A} \in {\mathbb R}^{m \times n} \textrm{ (or…

Information Theory · Computer Science 2014-08-18 Mehmet Akçakaya , Vahid Tarokh

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

This paper proposes a simple adaptive sensing and group testing algorithm for sparse signal recovery. The algorithm, termed Compressive Adaptive Sense and Search (CASS), is shown to be near-optimal in that it succeeds at the lowest possible…

Information Theory · Computer Science 2014-04-30 Matthew L. Malloy , Robert D. Nowak

Given $n$ i.i.d. observations of a random vector $(X,Z)$, where $X$ is a high-dimensional vector and $Z$ is a low-dimensional index variable, we study the problem of estimating the conditional inverse covariance matrix $\Omega(z) =…

Machine Learning · Statistics 2014-12-25 Jialei Wang , Mladen Kolar

We address the issue of estimating the regression vector $\beta$ in the generic $s$-sparse linear model $y = X\beta+z$, with $\beta\in\R^{p}$, $y\in\R^{n}$, $z\sim\mathcal N(0,\sg^2 I)$ and $p> n$ when the variance $\sg^{2}$ is unknown. We…

Statistics Theory · Mathematics 2012-11-06 Stéphane Chrétien , Sébastien Darses

Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector of a stochastic dynamic system under feedback control, for which the current input may depend on the past…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Wenxiao Zhao , George G. Yin , Er-Wei Bai

We study the problem of sparse tensor principal component analysis: given a tensor $\pmb Y = \pmb W + \lambda x^{\otimes p}$ with $\pmb W \in \otimes^p\mathbb{R}^n$ having i.i.d. Gaussian entries, the goal is to recover the $k$-sparse unit…

Machine Learning · Computer Science 2021-11-03 Davin Choo , Tommaso d'Orsi