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We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

Support recovery of sparse signals from noisy measurements with orthogonal matching pursuit (OMP) has been extensively studied in the literature. In this paper, we show that for any $K$-sparse signal $\x$, if the sensing matrix $\A$…

Adaptive thresholding methods have proved to yield high SNRs and fast convergence in finding the solution to the Compressed Sensing (CS) problems. Recently, it was observed that the robustness of a class of iterative sparse recovery…

Recovery error bounds of tail-minimization and the rate of convergence of an efficient proximal alternating algorithm for sparse signal recovery are considered in this article. Tail-minimization focuses on minimizing the energy in the…

We provide another framework of iterative algorithms based on thresholding, feedback and null space tuning for sparse signal recovery arising in sparse representations and compressed sensing. Several thresholding algorithms with various…

Sparse recovery is widely applied in many fields, since many signals or vectors can be sparsely represented under some frames or dictionaries. Most of fast algorithms at present are based on solving $l^0$ or $l^1$ minimization problems and…

We introduce a \emph{batch} version of sparse recovery, where the goal is to report a sequence of vectors $A_1',\ldots,A_m' \in \mathbb{R}^n$ that estimate unknown signals $A_1,\ldots,A_m \in \mathbb{R}^n$ using a few linear measurements,…

Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…

In this paper, we put forth a new joint sparse recovery algorithm called signal space matching pursuit (SSMP). The key idea of the proposed SSMP algorithm is to sequentially investigate the support of jointly sparse vectors to minimize the…

Compressed sensing has a wide range of applications that include error correction, imaging, radar and many more. Given a sparse signal in a high dimensional space, one wishes to reconstruct that signal accurately and efficiently from a…

We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how the data was generated. For example, a sparse Green's…

In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…

Spike and Slab priors have been of much recent interest in signal processing as a means of inducing sparsity in Bayesian inference. Applications domains that benefit from the use of these priors include sparse recovery, regression and…

We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy…

In this article, we review the literature on design and analysis of recursive algorithms for reconstructing a time sequence of sparse signals from compressive measurements. The signals are assumed to be sparse in some transform domain or in…

It is known that certain structures of the signal in addition to the standard notion of sparsity (called structured sparsity) can improve the sample complexity in several compressive sensing applications. Recently, Hegde et al. proposed a…

In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian…

In a variety of fields, in particular those involving imaging and optics, we often measure signals whose phase is missing or has been irremediably distorted. Phase retrieval attempts to recover the phase information of a signal from the…