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We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

机器学习 · 计算机科学 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…

数据结构与算法 · 计算机科学 2016-11-24 Kimon Fountoulakis , Abhisek Kundu , Eugenia-Maria Kontopoulou , Petros Drineas

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

统计理论 · 数学 2015-06-05 Ahmed A. Quadeer , Tareq Y. Al-Naffouri

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…

统计理论 · 数学 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…

最优化与控制 · 数学 2009-12-10 William Hager , Dzung Phan , Hongchao Zhang

Dictionary learning can be used for image superresolution by learning a pair of coupled dictionaries of image patches from high-resolution and low-resolution image pairs such that the corresponding pairs share the same sparse vector when…

计算机视觉与模式识别 · 计算机科学 2023-08-08 Antonio Castro

In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

数据结构与算法 · 计算机科学 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

It is well known that the performance of sparse vector recovery algorithms from compressive measurements can depend on the distribution underlying the non-zero elements of a sparse vector. However, the extent of these effects has yet to be…

数据结构与算法 · 计算机科学 2011-07-18 Bob L. Sturm

Orthogonal matching pursuit (OMP) is a greedy algorithm popularly being used for the recovery of sparse signals. In this paper, we study the performance of OMP for support recovery of sparse signal under noise. Our analysis shows that under…

信息论 · 计算机科学 2020-12-14 Hengkuan Lu , Jian Wang

Motivated by the well-known Papoulis-Gerchberg algorithm, an iterative thresholding algorithm for recovery of sparse signals from few observations is proposed. The sequence of iterates turns out to be similar to that of the thresholded…

信息论 · 计算机科学 2009-02-13 M. H. Kayvanrad , D. Zonoobi , A. A. Kassim

Sparse signal recovery or compressed sensing can be formulated as certain sparse optimization problems. The classic optimization theory indicates that the Newton-like method often has a numerical advantage over the gradient method for…

最优化与控制 · 数学 2021-02-03 Nan Meng , Yun-Bin Zhao

Matching Pursuit LASSIn Part I \cite{TanPMLPart1}, a Matching Pursuit LASSO ({MPL}) algorithm has been presented for solving large-scale sparse recovery (SR) problems. In this paper, we present a subspace search to further improve the…

计算机视觉与模式识别 · 计算机科学 2014-12-25 Mingkui Tan , Ivor W. Tsang , Li Wang

Phase retrieval (PR) is an ill-conditioned inverse problem which can be found in various science and engineering applications. Assuming sparse priority over the signal of interest, recent algorithms have been developed to solve the phase…

最优化与控制 · 数学 2018-07-26 Samuel Pinilla , Jorge Bacca , Henry Arguello

In this short note we propose a simple two-stage sparse phase retrieval strategy that uses a near-optimal number of measurements, and is both computationally efficient and robust to measurement noise. In addition, the proposed strategy is…

数值分析 · 数学 2015-04-27 Mark Iwen , Aditya Viswanathan , Yang Wang

This paper introduces recovery thresholding hyperinterpolations, a novel class of methods for sparse signal reconstruction in the presence of noise. We develop a framework that integrates thresholding operators--including hard thresholding,…

数值分析 · 数学 2025-07-25 Congpei An , Jiashu Ran

Recovering a sparse signal from outlier-contaminated measurements is a fundamental challenge in many applications. While existing algorithms predominantly address scenarios with bounded noise or assume known signal sparsity, few methods…

信息论 · 计算机科学 2026-03-09 Jiao Xu , Peng Li , Bing Zheng

We present a novel stagewise strategy for improving greedy algorithms for sparse recovery. We demonstrate its efficiency both for synthesis and analysis sparse priors, where in both cases we demonstrate its computational efficiency and…

数值分析 · 数学 2020-12-02 Guy Leibovitz , Raja Giryes

We propose a distributed algorithm for sparse signal recovery in sensor networks based on Iterative Hard Thresholding (IHT). Every agent has a set of measurements of a signal x, and the objective is for the agents to recover x from their…

信息论 · 计算机科学 2013-02-22 Stacy Patterson , Yonina C. Eldar , Idit Keidar

We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is…

机器学习 · 统计学 2010-10-06 Ryota Tomioka , Masashi Sugiyama

The paper deals with the problem of finding sparse solutions to systems of polynomial equations possibly perturbed by noise. In particular, we show how these solutions can be recovered from group-sparse solutions of a derived system of…

信息论 · 计算机科学 2014-07-17 Fabien Lauer , Henrik Ohlsson