A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Unified approach for robust low rank matrix estimation with adversaries.
This letter proposes a dictionary learning algorithm for blind one bit compressed sensing. In the blind one bit compressed sensing framework, the original signal to be reconstructed from one bit linear random measurements is sparse in an unknown domain. In this context, the multiplication of measurement matrix $\Ab$ an…
Paper develops a decoder for sparse codes without encoder matrix, achieving optimal recovery.
Paper offers robust recovery for 1-bit sensing with partial Gaussian circulant matrices.
We improve existing results in the field of compressed sensing and matrix completion when sampled data may be grossly corrupted. We introduce three new theorems. 1) In compressed sensing, we show that if the m \times n sensing matrix has independent Gaussian entries, then one can recover a sparse signal x exactly by tr…
New coherence parameter for GNNs with Fourier measurements improves signal recovery.
Compressed sensing (CS) is a sampling theory that allows reconstruction of sparse (or compressible) signals from an incomplete number of measurements, using of a sensing mechanism implemented by an appropriate projection matrix. The CS theory is based on random Gaussian projection matrices, which satisfy recovery guara…
Spectral clustering is one of the most widely used techniques for extracting the underlying global structure of a data set. Compressed sensing and matrix completion have emerged as prevailing methods for efficiently recovering sparse and partially observed signals respectively. We combine the distance preserving measur…
Optimized sampling scheme for compressed sensing combining randomness and determinism.
What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections. We examine the approach of first performing factorization in the compressed dom…
This letter proposes a low-computational Bayesian algorithm for noisy sparse recovery in the context of one bit compressed sensing with sensing matrix perturbation. The proposed algorithm which is called BHT-MLE comprises a sparse support detector and an amplitude estimator. The support detector utilizes Bayesian hypot…
Optimizing the acquisition matrix is useful for compressed sensing of signals that are sparse in overcomplete dictionaries, because the acquisition matrix can be adapted to the particular correlations of the dictionary atoms. In this paper a novel formulation of the optimization problem is proposed, in the form of a ra…
Paper quantizes heavy-tailed data for near optimal estimation rates.
Paper proposes robust compressed sensing using generative models.
We give a new, very general, formulation of the compressed sensing problem in terms of coordinate projections of an analytic variety, and derive sufficient sampling rates for signal reconstruction. Our bounds are linear in the coherence of the signal space, a geometric parameter independent of the specific signal and m…
This paper deals with the design of a sensing matrix along with a sparse recovery algorithm by utilizing the probability-based prior information for compressed sensing system. With the knowledge of the probability for each atom of the dictionary being used, a diagonal weighted matrix is obtained and then the sensing ma…
Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be known exactly in advance. However, uncertainties exist due to sampling distortion, …
New algorithm speeds up cluster-based compressive sensing tasks.
Paper proposes a 1-bit quantization scheme for high-dimensional statistical estimation.
Video analytics requires operating with large amounts of data. Compressive sensing allows to reduce the number of measurements required to represent the video using the prior knowledge of sparsity of the original signal, but it imposes certain conditions on the design matrix. The Bayesian compressive sensing approach r…
Fetal ECG (FECG) telemonitoring is an important branch in telemedicine. The design of a telemonitoring system via a wireless body-area network with low energy consumption for ambulatory use is highly desirable. As an emerging technique, compressed sensing (CS) shows great promise in compressing/reconstructing data with…
We consider the problem of compressed sensing and of (real-valued) phase retrieval with random measurement matrix. We derive sharp asymptotics for the information-theoretically optimal performance and for the best known polynomial algorithm for an ensemble of generative priors consisting of fully connected deep neural …
Many interesting problems in fields ranging from telecommunications to computational biology can be formalized in terms of large underdetermined systems of linear equations with additional constraints or regularizers. One of the most studied ones, the Compressed Sensing problem (CS), consists in finding the solution wi…
Compressive Sensing (CS) theory asserts that sparse signal reconstruction is possible from a small number of linear measurements. Although CS enables low-cost linear sampling, it requires non-linear and costly reconstruction. Recent literature works show that compressive image classification is possible in CS domain wi…
This paper aims at achieving a "good" estimator for the gradient of a function on a high-dimensional space. Often such functions are not sensitive in all coordinates and the gradient of the function is almost sparse. We propose a method for gradient estimation that combines ideas from Spall's Simultaneous Perturbation …
We learn sparse precision matrices from compressed data sketches.
The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its time domain samples. The signal of interest is assumed to be a superposition of multi-dimensional complex sinusoids, while the underlying frequencies can assum…
This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as post-measurement noise, in the specific setting where some (perhaps limited) prior knowl…
Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse components becomes possible. This fundamental identifiability issue arises with tra…
New guarantees for recovering matrices as low-rank plus sparse from fewer measurements.
Improved sampling strategy reduces Fourier measurements for neural network signals.
In this paper, we investigate a new compressive sensing model for multi-channel sparse data where each channel can be represented as a hierarchical tree and different channels are highly correlated. Therefore, the full data could follow the forest structure and we call this property as \emph{forest sparsity}. It exploi…
In this paper we present two new approaches to efficiently solve large-scale compressed sensing problems. These two ideas are independent of each other and can therefore be used either separately or together. We consider all possibilities. For the first approach, we note that the zero vector can be taken as the initial…
Statistical dependencies among wavelet coefficients are commonly represented by graphical models such as hidden Markov trees(HMTs). However, in linear inverse problems such as deconvolution, tomography, and compressed sensing, the presence of a sensing or observation matrix produces a linear mixing of the simple Markov…
We consider the problems of detection and localization of a contiguous block of weak activation in a large matrix, from a small number of noisy, possibly adaptive, compressive (linear) measurements. This is closely related to the problem of compressed sensing, where the task is to estimate a sparse vector using a small…
A-DLISTA and VLISTA learn dictionaries and sparse representations under varying sensing matrices.
Algorithm estimates principal eigenvector with adaptive sensing, improving over non-adaptive methods.
Unrolled networks learn optimal Bayesian inference for unknown priors.
Compressed sensing in MRI enables high subsampling factors while maintaining diagnostic image quality. This technique enables shortened scan durations and/or improved image resolution. Further, compressed sensing can increase the diagnostic information and value from each scan performed. Overall, compressed sensing has…
The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension is assumed to be a mixture of complex multi-dimensional sinusoids, while the underlying frequencies can assume any value in the unit disk…
This paper investigates the average-case time complexity of certifying RIP matrices.
New method recovers signals from compressed measurements using generative networks with contractive layers.
Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper we present a new adaptation mechanism that builds on compressive sensing algorith…
This paper proposes a simple adaptive sensing and group testing algorithm for sparse signal recovery. The algorithm, termed Compressive Adaptive Sense and Search (CASS), is shown to be near-optimal in that it succeeds at the lowest possible signal-to-noise-ratio (SNR) levels, improving on previous work in adaptive comp…
Nuclear norm minimization (NNM) has recently gained significant attention for its use in rank minimization problems. Similar to compressed sensing, using null space characterizations, recovery thresholds for NNM have been studied in \cite{arxiv,Recht_Xu_Hassibi}. However simulations show that the thresholds are far fro…
In this paper we introduce a new optimization formulation for sparse regression and compressed sensing, called CLOT (Combined L-One and Two), wherein the regularizer is a convex combination of the - and -norms. This formulation differs from the Elastic Net (EN) formulation, in which the regularizer is a…
This paper improves support recovery in universal one-bit compressed sensing.
Lossless compression of deep neural networks using NTK and RMT.