1,850 research outputs found
Stable Recovery Of Sparse Vectors From Random Sinusoidal Feature Maps
Random sinusoidal features are a popular approach for speeding up
kernel-based inference in large datasets. Prior to the inference stage, the
approach suggests performing dimensionality reduction by first multiplying each
data vector by a random Gaussian matrix, and then computing an element-wise
sinusoid. Theoretical analysis shows that collecting a sufficient number of
such features can be reliably used for subsequent inference in kernel
classification and regression.
In this work, we demonstrate that with a mild increase in the dimension of
the embedding, it is also possible to reconstruct the data vector from such
random sinusoidal features, provided that the underlying data is sparse enough.
In particular, we propose a numerically stable algorithm for reconstructing the
data vector given the nonlinear features, and analyze its sample complexity.
Our algorithm can be extended to other types of structured inverse problems,
such as demixing a pair of sparse (but incoherent) vectors. We support the
efficacy of our approach via numerical experiments
On Conditions for Uniqueness in Sparse Phase Retrieval
The phase retrieval problem has a long history and is an important problem in
many areas of optics. Theoretical understanding of phase retrieval is still
limited and fundamental questions such as uniqueness and stability of the
recovered solution are not yet fully understood. This paper provides several
additions to the theoretical understanding of sparse phase retrieval. In
particular we show that if the measurement ensemble can be chosen freely, as
few as 4k-1 phaseless measurements suffice to guarantee uniqueness of a
k-sparse M-dimensional real solution. We also prove that 2(k^2-k+1) Fourier
magnitude measurements are sufficient under rather general conditions
Nonlinear Basis Pursuit
In compressive sensing, the basis pursuit algorithm aims to find the sparsest
solution to an underdetermined linear equation system. In this paper, we
generalize basis pursuit to finding the sparsest solution to higher order
nonlinear systems of equations, called nonlinear basis pursuit. In contrast to
the existing nonlinear compressive sensing methods, the new algorithm that
solves the nonlinear basis pursuit problem is convex and not greedy. The novel
algorithm enables the compressive sensing approach to be used for a broader
range of applications where there are nonlinear relationships between the
measurements and the unknowns
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