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Sparsity-constrained optimization is an important and challenging problem that has wide applicability in data mining, machine learning, and statistics. In this paper, we focus on sparsity-constrained optimization in cases where the cost…

机器学习 · 计算机科学 2016-12-19 Feng Chen , Baojian Zhou

We present an algorithm for the generalized search problem (searching $k$ marked items among $N$ items) based on a continuous Hamiltonian and exploiting resonance. This resonant algorithm has the same time complexity $O(\sqrt{N/k})$ as the…

量子物理 · 物理学 2022-02-01 Frank Wilczek , Hong-Ye Hu , Biao Wu

We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the…

信息论 · 计算机科学 2025-02-18 Sina Mohammad-Taheri , Simone Brugiapaglia

This paper is about line search for the generalized alternating projections (GAP) method. This method is a generalization of the von Neumann alternating projections method, where instead of performing alternating projections, relaxed…

最优化与控制 · 数学 2016-09-21 Mattias Fält , Pontus Giselsson

As shown in [Blumensath and Davies 2009, Baraniuk et al. 2010], signals whose wavelet coefficients exhibit a rooted tree structure can be recovered using specially-adapted compressed sensing algorithms from just n=O(k) measurements, where k…

信息论 · 计算机科学 2016-09-08 Coralia Cartis , Andrew Thompson

Recently, the regularized functional matching pursuit (RFMP) was introduced as a greedy algorithm for linear ill-posed inverse problems. This algorithm incorporates the Tikhonov-Phillips regularization which implies the necessity of a…

数值分析 · 数学 2016-11-04 Martin Gutting , Bianca Kretz , Volker Michel , Roger Telschow

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…

数值分析 · 数学 2009-05-28 Deanna Needell

Recovering the support of sparse vectors in underdetermined linear regression models, \textit{aka}, compressive sensing is important in many signal processing applications. High SNR consistency (HSC), i.e., the ability of a support recovery…

信号处理 · 电气工程与系统科学 2018-11-20 Sreejith Kallummil , Sheetal Kalyani

Binary 0-1 measurement matrices, especially those from coding theory, were introduced to compressed sensing (CS) recently. Good measurement matrices with preferred properties, e.g., the restricted isometry property (RIP) and nullspace…

信息论 · 计算机科学 2013-09-24 Xin-Ji Liu , Shu-Tao Xia

We develop an encompassing framework for matching, covariate balancing, and doubly-robust methods for causal inference from observational data called generalized optimal matching (GOM). The framework is given by generalizing a new…

机器学习 · 统计学 2017-10-30 Nathan Kallus

The Restricted Isometry Property (RIP) is a fundamental property of a matrix enabling sparse recovery. Informally, an m x n matrix satisfies RIP of order k in the l_p norm if ||Ax||_p \approx ||x||_p for any vector x that is k-sparse, i.e.,…

数据结构与算法 · 计算机科学 2014-04-29 Piotr Indyk , Ilya Razenshteyn

In this paper, we develop convergence analysis of a modified line search method for objective functions whose value is computed with noise and whose gradient estimates are inexact and possibly random. The noise is assumed to be bounded in…

最优化与控制 · 数学 2021-03-05 Albert S. Berahas , Liyuan Cao , Katya Scheinberg

This paper is concerned with an important matrix condition in compressed sensing known as the restricted isometry property (RIP). We demonstrate that testing whether a matrix satisfies RIP is NP-hard. As a consequence of our result, it is…

泛函分析 · 数学 2017-10-03 Afonso S. Bandeira , Edgar Dobriban , Dustin G. Mixon , William F. Sawin

We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

数值分析 · 计算机科学 2009-01-08 Wei Dai , Olgica Milenkovic

The optimal $k$-thresholding (OT) and optimal $k$-thresholding pursuit (OTP) are newly introduced frameworks of thresholding techniques for compressed sensing and signal approximation. Such frameworks motivate the practical and efficient…

最优化与控制 · 数学 2020-12-22 Yun-Bin Zhao , Zhi-Quan Luo

The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…

信息论 · 计算机科学 2018-10-23 Ali Çivril

We consider a distributed compressed sensing scenario where many sensors measure correlated sparse signals and the sensors are connected through a network. Correlation between sparse signals is modeled by a partial common support-set. For…

信息论 · 计算机科学 2015-01-14 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

Group-sparsity is a common low-complexity signal model with widespread application across various domains of science and engineering. The recovery of such signal ensembles from compressive measurements has been extensively studied in the…

信息论 · 计算机科学 2022-03-25 Niklas Koep , Arash Behboodi , Rudolf Mathar

Compressed sensing (CS) schemes are proposed for monostatic as well as synthetic aperture radar (SAR) imaging with chirped signals and Ultra-Narrowband (UNB) continuous waveforms. In particular, a simple, perturbation method is developed to…

数据分析、统计与概率 · 物理学 2015-06-11 Albert Fannjiang , Hsiao-Chieh Tseng

In this correspondence, we obtain exact recovery conditions for regularized modified basis pursuit (reg-mod-BP) and discuss when the obtained conditions are weaker than those for modified-CS or for basis pursuit (BP). The discussion is also…

信息论 · 计算机科学 2015-05-30 Wei Lu , Namrata Vaswani