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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…

信号处理 · 电气工程与系统科学 2021-05-11 Fan Wu , Patrick Rebeschini

The recovery of an unknown signal from its linear measurements is a fundamental problem spanning numerous scientific and engineering disciplines. Commonly, prior knowledge suggests that the underlying signal resides within a known algebraic…

信息论 · 计算机科学 2025-06-27 Zhiqiang Xu

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

信息论 · 计算机科学 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

This paper proposes QPALM, a proximal augmented Lagrangian method based on quadratic approximations, for solving nonlinear programming problems with weakly convex objective and constraint functions. The algorithm is constructed by…

最优化与控制 · 数学 2026-05-06 Yule Zhang , Benqi Liu , Xiantao Xiao , Liwei Zhang

Sparse coding and dictionary learning are popular techniques for linear inverse problems such as denoising or inpainting. However in many cases, the measurement process is nonlinear, for example for clipped, quantized or 1-bit measurements.…

信号处理 · 电气工程与系统科学 2020-01-08 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley

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…

机器学习 · 统计学 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

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

The sparse signal recovery in the standard compressed sensing (CS) problem requires that the sensing matrix be known a priori. Such an ideal assumption may not be met in practical applications where various errors and fluctuations exist in…

信息论 · 计算机科学 2015-06-03 Zai Yang , Cishen Zhang , Lihua Xie

In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation via Convex Programming. Specifically, we focus on…

统计理论 · 数学 2018-04-16 Anatoli Juditsky , Arkadi Nemirovski

This paper addresses the problem of sparse phase retrieval, a fundamental inverse problem in applied mathematics, physics, and engineering, where a signal need to be reconstructed using only the magnitude of its transformation while phase…

机器学习 · 统计学 2025-04-15 The Tien Mai

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

机器学习 · 统计学 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

机器学习 · 统计学 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Alternating minimization, or Fienup methods, have a long history in phase retrieval. We provide new insights related to the empirical and theoretical analysis of these algorithms when used with Fourier measurements and combined with convex…

信息论 · 计算机科学 2018-02-14 Edouard Pauwels , Amir Beck , Yonina C. Eldar , Shoham Sabach

Sign information is the key to overcoming the inevitable saturation error in compressive sensing systems, which causes information loss and results in bias. For sparse signal recovery from saturation, we propose to use a linear loss to…

信息论 · 计算机科学 2021-02-02 Fan He , Xiaolin Huang , Yipeng Liu , Ming Yan

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…

信息论 · 计算机科学 2025-01-28 Meng Huang , Shidong Li

In this work, we investigate the inverse problem of recovering a potential coefficient in an elliptic partial differential equation from the observations at deterministic sampling points in the domain subject to random noise. We employ a…

数值分析 · 数学 2025-05-30 Bangti Jin , Qimeng Quan , Wenlong Zhang

Signal recovery is one of the key techniques of Compressive sensing (CS). It reconstructs the original signal from the linear sub-Nyquist measurements. Classical methods exploit the sparsity in one domain to formulate the L0 norm…

信息论 · 计算机科学 2012-06-05 Yipeng Liu , Ivan Gligorijevic , Vladimir Matic , Maarten De Vos , Sabine Van Huffel

Sparse regularization is fundamental in signal processing and feature extraction but often relies on non-differentiable penalties, conflicting with gradient-based optimizers. We propose WEEP (Weakly-convex Envelope of Piecewise Penalty), a…

机器学习 · 计算机科学 2026-01-21 Takanobu Furuhashi , Hidekata Hontani , Qibin Zhao , Tatsuya Yokota

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

统计方法学 · 统计学 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

Phase retrieval aims at reconstructing unknown signals from magnitude measurements of linear mixtures. In this paper, we consider the phase retrieval with dictionary learning problem, which includes an additional prior information that the…

信号处理 · 电气工程与系统科学 2023-01-24 Tianyi Liu , Andreas M. Tillmann , Yang Yang , Yonina C. Eldar , Marius Pesavento
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