Null Space Property

Sparse Recovery for Overcomplete Frames: Sensing Matrices and Recovery Guarantees

Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core question …

Dictionary-Sparse Recovery From Heavy-Tailed Measurements

The recovery of signals that are sparse not in a given basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compressed sensing with numerous applications. As in the standard …

Iteratively Reweighted Least Squares for Basis Pursuit with Global Linear Convergence Rate

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach, specialized …

Harmonic Mean Iteratively Reweighted Least Squares for Low-Rank Matrix Recovery

We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1 \times d_2}$ of rank $r \ll \min(d_1,d_2)$ from incomplete linear observations, solv- ing a sequence of low complexity linear …