相关论文: Robust Instance-Optimal Recovery of Sparse Signals…
The problem of signal recovery from the autocorrelation, or equivalently, the magnitudes of the Fourier transform, is of paramount importance in various fields of engineering. In this work, for one-dimensional signals, we give conditions,…
This paper studies the problem of exact localization of sparse (point or extended) objects with noisy data. The crux of the proposed approach consists of random illumination. Several recovery methods are analyzed: the Lasso, BPDN and the…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
In many applications we seek to recover signals from linear measurements far fewer than the ambient dimension, given the signals have exploitable structures such as sparse vectors or low rank matrices. In this paper we work in a general…
This paper studies early-stopped mirror descent applied to noisy sparse phase retrieval, which is the problem of recovering a $k$-sparse signal $\mathbf{x}^\star\in\mathbb{R}^n$ from a set of quadratic Gaussian measurements corrupted by…
Support recovery of sparse signals from compressed linear measurements is a fundamental problem in compressed sensing (CS). In this paper, we study the orthogonal matching pursuit (OMP) algorithm for the recovery of support under noise. We…
This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…
Consider the $n$-dimensional vector $y=X\be+\e$, where $\be \in \R^p$ has only $k$ nonzero entries and $\e \in \R^n$ is a Gaussian noise. This can be viewed as a linear system with sparsity constraints, corrupted by noise. We find a…
Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…
This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is…
We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…
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…
Penalized (or regularized) regression, as represented by Lasso and its variants, has become a standard technique for analyzing high-dimensional data when the number of variables substantially exceeds the sample size. The performance of…
We consider a sparse high dimensional regression model where the goal is to recover a $k$-sparse unknown vector $\beta^*$ from $n$ noisy linear observations of the form $Y=X\beta^*+W \in \mathbb{R}^n$ where $X \in \mathbb{R}^{n \times p}$…
We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…
This note considers the spectral estimation problems of sparse spectral measures under unknown noise levels. The main technical tool is the eigenmatrix method for solving unstructured sparse recovery problems. When the noise level is…
A field known as Compressive Sensing (CS) has recently emerged to help address the growing challenges of capturing and processing high-dimensional signals and data sets. CS exploits the surprising fact that the information contained in a…
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…
We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…
We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…