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Sparse linear regression with compressed and low-precision data via concave quadratic programming
Optimization and Control · Submitted 9 Sep 2019
abstract compiled · 2026-09-23 · no language-model review
The authors' main claim This results in a more efficient support recovery.
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The abstract, sentence by sentence
We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may be present in the feasible set, and the classical l1 approach may be unsuccessful. For this motivation, we propose a non-convex quadratic programming method, which exploits prior information on the magnitude of the non-zero parameters. This results in a more efficient support recovery. We provide sufficient conditions for successful recovery and numerical simulations to illustrate the practical feasibility of the proposed method.
background contribution method result interpretation main claim
| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. | background 1.00 | 0.13 | 0.04 | asserted 0.71 |
| s1 | When the number of measurements is not sufficiently large, different $k$-sparse solutions may be present in the feasible set, and the classical l1 approach may be unsuccessful. | background 0.61 | 0.13 | 0.03 | hedged possibility 0.95 |
| s2 | For this motivation, we propose a non-convex quadratic programming method, which exploits prior information on the magnitude of the non-zero parameters. | contribution 0.58 | 0.91 | 0.17 | asserted 0.99 |
| s3 | This results in a more efficient support recovery. | result 0.59 | 0.67 | 0.32 | asserted 1.00 |
| s4 | We provide sufficient conditions for successful recovery and numerical simulations to illustrate the practical feasibility of the proposed method. | contribution 0.90 | 0.96 | 0.31 | asserted 1.00 |
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The paper
Original abstract
We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may be present in the feasible set, and the classical l1 approach may be unsuccessful. For this motivation, we propose a non-convex quadratic programming method, which exploits prior information on the magnitude of the non-zero parameters. This results in a more efficient support recovery. We provide sufficient conditions for successful recovery and numerical simulations to illustrate the practical feasibility of the proposed method.
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