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We introduce the Gradient-MUSIC algorithm for estimating the unknown frequencies and amplitudes of a nonharmonic signal from noisy time samples. While the classical MUSIC algorithm performs a computationally expensive search over a fine…

Information Theory · Computer Science 2025-10-22 Albert Fannjiang , Weilin Li , Wenjing Liao

This paper presents a performance analysis of the MUltiple SIgnal Classification (MUSIC) algorithm applied on $D$ dimensional single-snapshot spectral estimation while $s$ true frequencies are located on the continuum of a bounded domain.…

Information Theory · Computer Science 2016-11-17 Wenjing Liao

This paper concerns the problem of recovering an unknown but structured signal $x \in R^n$ from $m$ quadratic measurements of the form $y_r=|<a_r,x>|^2$ for $r=1,2,...,m$. We focus on the under-determined setting where the number of…

Machine Learning · Computer Science 2017-02-22 Mahdi Soltanolkotabi

Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…

Statistics Theory · Mathematics 2015-03-19 Po-Ling Loh , Martin J. Wainwright

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

Recovering high-dimensional statistical structure from limited measurements is a fundamental challenge in hyperspectral imaging, where capturing full-resolution data is often infeasible due to sensor, bandwidth, or acquisition constraints.…

Image and Video Processing · Electrical Eng. & Systems 2025-08-01 Jonathan Monsalve , Kumar Vijay Mishra

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

The MUSIC algorithm, with its extension for imaging sparse {\em extended} objects, is analyzed by compressed sensing (CS) techniques. The notion of restricted isometry property (RIP) and an upper bound on the restricted isometry constant…

Information Theory · Computer Science 2015-05-19 Albert C. Fannjiang

We apply MUltiple SIgnal Classification (MUSIC) algorithm for the location reconstruction of a set of {two-dimensional circle-like} small inhomogeneities in the limited-aperture inverse scattering problem. Compared with the full- or…

Numerical Analysis · Mathematics 2024-11-12 Won-Kwang Park

Multidimensional Scaling (MDS) is a classical technique for embedding data in low dimensions, still in widespread use today. Originally introduced in the 1950's, MDS was not designed with high-dimensional data in mind; while it remains…

Statistics Theory · Mathematics 2018-02-01 Erez Peterfreund , Matan Gavish

In a multiple measurement vector problem (MMV), where multiple signals share a common sparse support and are sampled by a common sensing matrix, we can expect joint sparsity to enable a further reduction in the number of required…

Information Theory · Computer Science 2015-06-03 Jong Min Kim , Ok Kyun Lee , Jong Chul Ye

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

Optimization and Control · Mathematics 2025-08-05 Chenglong Bao , Liang Chen , Weizhi Shao

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing…

Machine Learning · Computer Science 2020-10-28 Ren Wang , Meng Wang , Jinjun Xiong

Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a…

Methodology · Statistics 2022-03-30 Xiucai Ding , Qiang Sun

Demixing is the problem of identifying multiple structured signals from a superimposed, undersampled, and noisy observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. When the…

Information Theory · Computer Science 2013-10-01 Michael B. McCoy , Joel A. Tropp

The high computational complexity of the multiple signal classification (MUSIC) algorithm is mainly caused by the subspace decomposition and spectrum search, especially for frequent real-time applications or massive sensors. In this paper,…

Signal Processing · Electrical Eng. & Systems 2025-06-16 Yiming Fang , Li Chen , Ang Chen , Weidong Wang

One fundamental goal of high-dimensional statistics is to detect or recover planted structure (such as a low-rank matrix) hidden in noisy data. A growing body of work studies low-degree polynomials as a restricted model of computation for…

Statistics Theory · Mathematics 2022-06-22 Tselil Schramm , Alexander S. Wein

We study nonconvex optimization for phase retrieval and the more general problem of semidefinite low-rank matrix sensing; in particular, we focus on the global nonconvex landscape of overparametrized versions of the nonsmooth amplitude…

Optimization and Control · Mathematics 2025-11-25 Andrew D. McRae

We propose robust and efficient algorithms for the joint sparse recovery problem in compressed sensing, which simultaneously recover the supports of jointly sparse signals from their multiple measurement vectors obtained through a common…

Information Theory · Computer Science 2016-11-17 Kiryung Lee , Yoram Bresler , Marius Junge

MUltiple SIgnal Classification (MUSIC) is a well-known non-iterative location detection algorithm for small, perfectly conducting cracks in inverse scattering problems. However, when the applied wavenumbers are unknown, inaccurate locations…

Numerical Analysis · Mathematics 2018-01-09 Won-Kwang Park
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