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We study the recovery of sparse signals from underdetermined linear measurements when a potentially erroneous support estimate is available. Our results are twofold. First, we derive necessary and sufficient conditions for signal recovery…

Information Theory · Computer Science 2014-12-05 Hassan Mansour , Rayan Saab

In the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…

Information Theory · Computer Science 2017-01-04 Christophe Schülke , Philip Schniter , Lenka Zdeborová

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

The sparse signal recovery in the standard compressed sensing (CS) problem requires that the sensing matrix be known a priori. Such an ideal assumption may not be met in practical applications where various errors and fluctuations exist in…

Information Theory · Computer Science 2015-06-03 Zai Yang , Cishen Zhang , Lihua Xie

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

Information Theory · Computer Science 2015-06-05 Jeremy P. Vila , Philip Schniter

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2011-11-08 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical…

Machine Learning · Statistics 2013-12-06 Dmitry Malioutov , Aleksandr Aravkin

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

We propose a new penalty, the springback penalty, for constructing models to recover an unknown signal from incomplete and inaccurate measurements. Mathematically, the springback penalty is a weakly convex function. It bears various…

Numerical Analysis · Mathematics 2022-08-22 Congpei An , Hao-Ning Wu , Xiaoming Yuan

The goal of phase-only compressed sensing is to recover a structured signal $\mathbf{x}$ from the phases $\mathbf{z} = {\rm sign}(\mathbf{\Phi}\mathbf{x})$ under some complex-valued sensing matrix $\mathbf{\Phi}$. Exact reconstruction of…

Information Theory · Computer Science 2025-01-22 Junren Chen , Lexiao Lai , Arian Maleki

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

In compressed sensing problems, $\ell_1$ minimization or Basis Pursuit was known to have the best provable phase transition performance of recoverable sparsity among polynomial-time algorithms. It is of great theoretical and practical…

Information Theory · Computer Science 2013-07-19 Weiyu Xu , Myung Cho

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

$\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity (the size of the support set), under which with high probability a sparse signal…

Information Theory · Computer Science 2011-03-17 Weiyu Xu , Ao Tang

Signal reconstruction in compressive sensing involves finding a sparse solution that satisfies a set of linear constraints. Several approaches to this problem have been considered in existing reconstruction algorithms. They each provide a…

Information Theory · Computer Science 2013-03-15 Christian Schou Oxvig , Patrick Steffen Pedersen , Thomas Arildsen , Torben Larsen

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…

Signal Processing · Electrical Eng. & Systems 2018-05-03 Hao Wang , Zhanglei Shi , Chi-Sing Leung , Hing Cheung So

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

Sign information is the key to overcoming the inevitable saturation error in compressive sensing systems, which causes information loss and results in bias. For sparse signal recovery from saturation, we propose to use a linear loss to…

Information Theory · Computer Science 2021-02-02 Fan He , Xiaolin Huang , Yipeng Liu , Ming Yan

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim