相关论文: Precise Performance Analysis of the Box-Elastic Ne…

We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…

The problem of recovering the sparsity pattern of a fixed but unknown vector $\beta^* \in \real^p based on a set of $n$ noisy observations arises in a variety of settings, including subset selection in regression, graphical model selection,…

We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…

In this work, we consider the problem of recovering analysis-sparse signals from under-sampled measurements when some prior information about the support is available. We incorporate such information in the recovery stage by suitably tuning…

The estimation of EEG generating sources constitutes an Inverse Problem (IP) in Neuroscience. This is an ill-posed problem, due to the non-uniqueness of the solution, and many kinds of prior information have been used to constrain it. A…

This paper presents a probabilistic framework to obtain both reliable and fast uncertainty estimates for predictions with Deep Neural Networks (DNNs). Our main contribution is a practical and principled combination of DNNs with sparse…

Detecting or classifying already known sparse signals contaminated by Gaussian noise from compressive measurements is different from reconstructing sparse signals, as its objective is to minimize the error probability which describes…

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

We study the problem of recovering a block-sparse signal from under-sampled observations. The non-zero values of such signals appear in few blocks, and their recovery is often accomplished using a $\ell_{1,2}$ optimization problem. In…

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

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…

Compressed sensing has shown that it is possible to reconstruct sparse high dimensional signals from few linear measurements. In many cases, the solution can be obtained by solving an L1-minimization problem, and this method is accurate…

Estimation of a high dimensional precision matrix is a critical problem to many areas of statistics including Gaussian graphical models and inference on high dimensional data. Working under the structural assumption of sparsity, we propose…

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…

We study the support recovery problem for compressed sensing, where the goal is to reconstruct the a high-dimensional $K$-sparse signal $\mathbf{x}\in\mathbb{R}^N$, from low-dimensional linear measurements with and without noise. Our key…

We study the stable recovery of complex $k$-sparse signals from as few phaseless measurements as possible. The main result is to show that one can employ $\ell_1$ minimization to stably recover complex $k$-sparse signals from $m\geq O(k\log…

Quadratically-constrained basis pursuit has become a popular device in sparse regularization; in particular, in the context of compressed sensing. However, the majority of theoretical error estimates for this regularizer assume an a priori…

In this paper, we explore the possibilities and limitations of recovering sparse signals in an online fashion. Employing a mean field approximation to the Bayes recursion formula yields an online signal recovery algorithm that can be…

We propose a rectangular rotational invariant estimator to recover a real matrix from noisy matrix observations coming from an arbitrary additive rotational invariant perturbation, in the large dimension limit. Using the Bayes-optimality of…