Questions tagged [compressed-sensing]

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RIP of the sensing matrix sampled from biased Bernoulli distribution

I have recently worked toward applying compressed sensing technique to the case of which sensing matrix is sampled from biased Bernoulli distribution. So far I have found literature demonstrating ...
ElectricCat's user avatar
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Compressed Sensing with an Unusual Basis

I'm wondering if compressed sensing can be applied to a problem I have in the way I describe, and also whether it should be applied to this problem (or whether it's simply the wrong tool). I have a ...
DoubleJay's user avatar
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Compressed sensing for partitioning instead of recovery

Let $x_0 \in \mathbb{R}^{m}$ be a signal whose support $T_0 = \{ t \mid x_{0}(t) \neq 0\}$ is assumed to be of small cardinality. The recovery of $x_0$ from a small number of $n \ll m$ linear ...
J1996's user avatar
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Combining SVD subspaces for low dimensional representations

Suppose we have matrix $A$ of size $N_t \times N_m$, containing $N_m$ measurements corrupted by some (e.g. Gaussian) noise. An SVD of this data $A = U_AS_A{V_A}^T$ can reveal the singular vectors $U_A$...
user2600239's user avatar
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Sparse signal recovery (nonlinear case)

Let $K \subset \mathbb{R}^n$, it may be that $K$ is "very thin" (e.g. $K$ is a $k$-dimensional affine subset of $\mathbb{R}^n$, with $k \ll n$). I'm interested in the case where $K$ is ...
Sébastien Loisel's user avatar
2 votes
1 answer
225 views

Basis pursuit algorithms for exponentially large matrices?

Are there any efficient algorithms/heuristics for basis pursuit for exponentially large matrices? That is $$\begin{array}{ll} \underset{x \in \Bbb R^n}{\text{minimize}} & \lVert x \rVert_0\\ \text{...
user1576720's user avatar
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Statistical properties from the projection on Hadamard matrix

I am using Hadamard matrix to generate the measurement matrix in compressive sensing for signal acquisition. Consider all the rows except the first row, which consists of all 1's, as a candidate for ...
Amit's user avatar
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Can I use proximal algorithms on complex real-valued functions?

There is a plethora of literature in proximal operators and proximal optimization algorithms specially for Compressive sensing. A proximal operator is defined as \begin{equation} \operatorname{prox}_f(...
mermeladeK's user avatar
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55 views

Compressed sensing / compressive sensing: what is the lower bound on dimension of the measurement matrix?

I am looking for references discussing the formal requirements for the dimension $m$ of the "measurement" mixing matrix in compressive sensing (as in ${\bf y} = M {\bf x}$ where ${\bf y} \in ...
Zebra Fish's user avatar
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Minimax estimation rate of sparse vector $w_\star$, w.r.t to mixed norm $\|\hat w_n-w_\star\| := \|\hat w_n - w_\star\|_2 + \|\hat w_n-w_\star\|_q$

Let $n,d,s$ be positive integers with $s \le d$, and let $B_0(d,s)$ be the set of all (real) $d$-dimensional vectors with at most $s$ nonzero components. Given an $n \times d$ matrix $X$ with rows $...
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Good lower-bound for $\inf_{x \in \Delta_n} \|Gx\|$ where $G$ is an $N \times n$ random matrix with iid entries from $\mathcal N(0,1/\sqrt{N})$

Let $G$ be an $N \times n$ random matrix with independent entries distributed according to a centered Gaussian with variance $1/\sqrt{N}$ and let $n/N = \lambda \in (0, 1)$. Let $\Delta_n$ be the $(n-...
dohmatob's user avatar
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On sparse $0/1$ linear equations solvable with compressed sensing

If you have a system of $m$ linearly independent equations in $n$ variables with domain $0/1$ and we know there is at least one solution with at most $d$ variables to be $1$ then if $m$ at least a ...
VS.'s user avatar
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Restricted isometry property for Subgaussian matrices with non-diagonal covariance?

I was wondering if there were any results on whether the restricted isometry property held for Subgaussian or Gaussian random matrices that had covariance matrices that were not completely diagonal?
bringingdownthegauss's user avatar
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Proving an Algorithm that generates minimal $\|x\|_0$ for the underdetermined system $Ax=b$

Let $A \in \mathbb {F}^{m \times n}$ with $m< n,$ $b \in \mathbb{F}^m$ and let $x$ be unknown in $\mathbb{F}^n.$ Assume $0<p<1.$ Then $$\arg \min\limits_{x: Ax=b} \|x\|_0 = \lim\limits_{p \to ...
Thomas Rasberry's user avatar
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L0 norm compressed sensing vs L1 norm compressed sensing

Suppose we have an very efficient way to perform L0 norm compressed vs L1 norm compressed sensing. Specifically: L0 norm compressed sensing is: $$\eqalign{ & \min \quad {x^T}Qx + {b^T}x + \mu {\...
user40780's user avatar
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NP-Hardness of Underdetermined Systems over $F_2$ implies the same for $F_{p^q}$

Assume that the yes-no problem of whether $x' \in F_{p^q}^{n}$ is a minimal support solution for a consistent underdetermined system $Ax=b,$ $A \in F_{p^q}^{m \times n}, b \in F_{p^q}^n$ is an NP-hard ...
Thomas Rasberry's user avatar
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473 views

psd condition for matrix completion

The nuclear norm minimization for the matrix completion problem is given by \begin{align} \textrm{minimize } \quad &\|X\|_{*}\\ \textrm{subject to } \quad & X_{ij}=M_{ij} \quad \forall (i,j)...
felasfaw's user avatar
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Multiobjective semidefinite programming

Let $C$ be size $n \times n^{2}$. Let $B$ be size $2^{g(n)} \times n^{2}$ where $g(n) > n$. There is only one $\mathcal{1}$ per row of $C$ and remaining entries of $C$ are $\mathcal{0}$. $B$ is ...
user16007's user avatar
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Matrix Dantzig selector with many constraints

We observe data from the model $$ y_1=\mathcal{A}_1(X)+z_1\\ ...\\ y_k=\mathcal{A}_k(X)+z_k\\ $$ where $X$ is an unknown $n\times n$ matrix with rank at most $r$, each $\mathcal{A}_i:\mathbb{R}^{n\...
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Does positivstellensatz and SOS proof system help here?

I have a system of $m$ homogeneous degree $2$ polynomial equations in $\mathbb Z[x_1,\dots,x_n]$ where $m=poly(n)$. Take $$f_1(x_1,\dots,x_n)=0$$ $$\dots$$ $$f_m(x_1,\dots,x_n)=0$$ to be the system. ...
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Question about a systematic row reduction algorithm for compressive sensing

Suppose a ''brute-force'' algorithm is designed to systematically select from the first $n$ columns of an $m \times (n+1),$ $m<n$ augmented matrix $G$ representing a consistent underdetermined ...
Thomas Rasberry's user avatar
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choosing regularization constant in compressive sensing

Given a compressive sensing formulation, $$\left\| {Ax - b} \right\|_2^2 + \mu {\left\| x \right\|_1}$$ And given curves (a) $\left\| {Ax - b} \right\|_2^2$ plotted against $\log \left( \mu \...
user40780's user avatar
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Do the Eigenvectors find by use PCA on a set of data point, a good replacement for Random Projection when I later on use L1Magic to reconstruct the sparse vector?

Concretely if I use the first k eigenvectors find by PCA with a point set A,to project another sparse vector b to k dimension subspace, then use L1-magic to recover b. Will this be better than a ...
gstar2002's user avatar