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We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

The problem of consistently estimating the sparsity pattern of a vector $\betastar \in \real^\mdim$ based on observations contaminated by noise arises in various contexts, including subset selection in regression, structure estimation in…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

We solve the analysis sparse coding problem considering a combination of convex and non-convex sparsity promoting penalties. The multi-penalty formulation results in an iterative algorithm involving proximal-averaging. We then unfold the…

In this paper, we consider the mixture of sparse linear regressions model. Let ${\beta}^{(1)},\ldots,{\beta}^{(L)}\in\mathbb{C}^n$ be $ L $ unknown sparse parameter vectors with a total of $ K $ non-zero coefficients. Noisy linear…

Information Theory · Computer Science 2018-08-03 Dong Yin , Ramtin Pedarsani , Yudong Chen , Kannan Ramchandran

We study the problem of consistently recovering the sparsity pattern of a regression parameter vector from correlated observations governed by deterministic missing data patterns using Lasso. We consider the case in which the observed…

Machine Learning · Computer Science 2022-06-13 Chuyang Ke , Jean Honorio

This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

Unit norm finite frames are generalizations of orthonormal bases with many applications in signal processing. An important property of a frame is its coherence, a measure of how close any two vectors of the frame are to each other. Low…

Signal Processing · Electrical Eng. & Systems 2018-06-21 Cristian Rusu , Nuria Gonzalez-Prelcic , Robert W. Heath

Despite widespread adoption in practice, guarantees for the LASSO and Group LASSO are strikingly lacking in settings beyond statistical problems, and these algorithms are usually considered to be a heuristic in the context of sparse convex…

Machine Learning · Computer Science 2023-07-17 Kyriakos Axiotis , Taisuke Yasuda

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

The sparsity in levels model recently inspired a new generation of effective acquisition and reconstruction modalities for compressive imaging. Moreover, it naturally arises in various areas of signal processing such as parallel…

Information Theory · Computer Science 2021-07-07 Ben Adcock , Simone Brugiapaglia , Matthew King-Roskamp

In sparse recovery, the unique sparsest solution to an under-determined system of linear equations is of main interest. This scheme is commonly proposed to be applied to signal acquisition. In most cases, the signals are not sparse…

Information Theory · Computer Science 2013-07-16 Henning Zörlein , Faisal Akram , Martin Bossert

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

We investigate the sparse recovery problem of reconstructing a high-dimensional non-negative sparse vector from lower dimensional linear measurements. While much work has focused on dense measurement matrices, sparse measurement schemes are…

Information Theory · Computer Science 2009-02-25 M. Amin Khajehnejad , Alexandros G. Dimakis , Weiyu Xu , Babak Hassibi

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known…

Information Theory · Computer Science 2015-06-11 Esa Ollila

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

We propose an iterative algorithm for the minimization of a $\ell_1$-norm penalized least squares functional, under additional linear constraints. The algorithm is fully explicit: it uses only matrix multiplications with the three matrices…

Numerical Analysis · Mathematics 2012-02-16 Ignace Loris , Caroline Verhoeven

We present and analyze a novel sparse polynomial technique for approximating high-dimensional Hilbert-valued functions, with application to parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our…

Numerical Analysis · Mathematics 2020-01-22 Nick Dexter , Hoang Tran , Clayton Webster

In sparse coding, we attempt to extract features of input vectors, assuming that the data is inherently structured as a sparse superposition of basic building blocks. Similarly, neural networks perform a given task by learning features of…

Machine Learning · Computer Science 2022-02-16 Deborah Pereg , Israel Cohen , Anthony A. Vassiliou

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh