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The problem of multiple sensors simultaneously acquiring measurements of a single object can be found in many applications. In this paper, we present the optimal recovery guarantees for the recovery of compressible signals from multi-sensor…

Information Theory · Computer Science 2023-08-31 Il Yong Chun , Chen Li , Ben Adcock

Auto-Encoders are unsupervised models that aim to learn patterns from observed data by minimizing a reconstruction cost. The useful representations learned are often found to be sparse and distributed. On the other hand, compressed sensing…

Machine Learning · Statistics 2017-07-14 Devansh Arpit , Yingbo Zhou , Hung Q. Ngo , Nils Napp , Venu Govindaraju

Consider a Bernoulli-Gaussian complex $n$-vector whose components are $V_i = X_i B_i$, with $X_i \sim \Cc\Nc(0,\Pc_x)$ and binary $B_i$ mutually independent and iid across $i$. This random $q$-sparse vector is multiplied by a square random…

Information Theory · Computer Science 2015-03-20 Antonia Tulino , Giuseppe Caire , Sergio Verdu' , Shlomo Shamai

The theory of compressive sensing (CS) asserts that an unknown signal $\mathbf{x} \in \mathbb{C}^N$ can be accurately recovered from $m$ measurements with $m\ll N$ provided that $\mathbf{x}$ is sparse. Most of the recovery algorithms need…

Methodology · Statistics 2017-10-12 Jianfeng Wang , Zhiyong Zhou , Anders Garpebring , Jun Yu

In this paper, we introduce a sparse approximation property of order $s$ for a measurement matrix ${\bf A}$: $$\|{\bf x}_s\|_2\le D \|{\bf A}{\bf x}\|_2+ \beta \frac{\sigma_s({\bf x})}{\sqrt{s}} \quad {\rm for\ all} \ {\bf x},$$ where ${\bf…

Information Theory · Computer Science 2015-05-28 Qiyu Sun

Orthogonal Matching pursuit (OMP) is a popular algorithm to estimate an unknown sparse vector from multiple linear measurements of it. Assuming exact sparsity and that the measurements are corrupted by additive Gaussian noise, the success…

Statistics Theory · Mathematics 2020-08-07 Chen Amiraz , Robert Krauthgamer , Boaz Nadler

This paper studies the asymptotic performance of maximum-a-posteriori estimation in the presence of prior information. The problem arises in several applications such as recovery of signals with non-uniform sparsity pattern from…

Information Theory · Computer Science 2018-02-19 Ali Bereyhi , Ralf R. Müller

In this paper, we study a support set reconstruction problem in which the signals of interest are jointly sparse with a common support set, and sampled by joint sparsity model-2 (JSM-2) in the presence of noise. Using mathematical tools, we…

Information Theory · Computer Science 2016-04-05 Sangjun Park , Nam Yul Yu , Heung-No Lee

Sparse recovery can recover sparse signals from a set of underdetermined linear measurements. Motivated by the need to monitor large-scale networks from a limited number of measurements, this paper addresses the problem of recovering sparse…

Information Theory · Computer Science 2015-03-20 Meng Wang , Weiyu Xu , Enrique Mallada , Ao Tang

Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core…

Information Theory · Computer Science 2024-08-30 Xuemei Chen , Christian Kümmerle , Rongrong Wang

Efficient estimation of wideband spectrum is of great importance for applications such as cognitive radio. Recently, sub-Nyquist sampling schemes based on compressed sensing have been proposed to greatly reduce the sampling rate. However,…

Signal Processing · Electrical Eng. & Systems 2018-05-23 Haoyu Fu , Yuejie Chi

Compressed sensing provided a data-acquisition paradigm for sparse signals. Remarkably, it has been shown that practical algorithms provide robust recovery from noisy linear measurements acquired at a near optimal sampling rate. In many…

Information Theory · Computer Science 2017-08-03 Kiryung Lee , Yanjun Li , Kyong Hwan Jin , Jong Chul Ye

The achievable and converse regions for sparse representation of white Gaussian noise based on an overcomplete dictionary are derived in the limit of large systems. Furthermore, the marginal distribution of such sparse representations is…

Information Theory · Computer Science 2017-02-13 Ori Shental

The task of finding a sparse signal decomposition in an overcomplete dictionary is made more complicated when the signal undergoes an unknown modulation (or convolution in the complementary Fourier domain). Such simultaneous sparse recovery…

Information Theory · Computer Science 2019-10-02 Youye Xie , Michael B. Wakin , Gongguo Tang

In this work, we provide non-asymptotic, probabilistic guarantees for successful recovery of the common nonzero support of jointly sparse Gaussian sources in the multiple measurement vector (MMV) problem. The support recovery problem is…

Information Theory · Computer Science 2021-07-27 Saurabh Khanna , Chandra R. Murthy

Standard compressive sensing results state that to exactly recover an s sparse signal in R^p, one requires O(s. log(p)) measurements. While this bound is extremely useful in practice, often real world signals are not only sparse, but also…

Machine Learning · Statistics 2011-10-19 Nikhil Rao , Benjamin Recht , Robert Nowak

We study the high-dimensional inference of a rank-one signal corrupted by sparse noise. The noise is modelled as the adjacency matrix of a weighted undirected graph with finite average connectivity in the large size limit. Using the replica…

Machine Learning · Statistics 2025-11-18 Urte Adomaityte , Gabriele Sicuro , Pierpaolo Vivo

Recovering complex-valued image recovery from noisy indirect data is important in applications such as ultrasound imaging and synthetic aperture radar. While there are many effective algorithms to recover point estimates of the magnitude,…

Numerical Analysis · Mathematics 2024-03-26 Dylan Green , Jonathan Lindbloom , Anne Gelb

We prove that iid random vectors that satisfy a rather weak moment assumption can be used as measurement vectors in Compressed Sensing, and the number of measurements required for exact reconstruction is the same as the best possible…

Statistics Theory · Mathematics 2016-02-22 Guillaume Lecué , Shahar Mendelson

What is the optimal number of independent observations from which a sparse Gaussian Graphical Model can be correctly recovered? Information-theoretic arguments provide a lower bound on the minimum number of samples necessary to perfectly…

Machine Learning · Computer Science 2018-11-20 Sidhant Misra , Marc Vuffray , Andrey Y. Lokhov