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Raziyeh Takbiri

Publications and source records attributed to Raziyeh Takbiri.

2 recordsLinked to original sources

Demixing Sparse Signals from Nonlinear Observations using Generalized Non-convex Regularization

We consider the recovery of a pair of sparse vectors from a limited number of nonlinear observations of their superposition: $y_i=g(\inner{\ba_i}{\bPhi\bw^\ast+\bPsi\bz^\ast})+e_i$, $i=1,\dots,m$, with $m\ll n$, incoherent orthonormal bases $\bPhi,\bPsi$, a scalar link $g$, and noise $e_i$ that may be heavy-tailed or contaminated. We propose a regularization-based framework combining a Huberized data fidelity with generalized folded-concave penalties (SCAD, MCP), and a two-block proximal alternating algorithm with backtracking (NLD-PALM) whose whole iterate sequence provably converges to critical points under the Kurdyka--Łojasiewicz property, with local linear rates. On the statistical side we establish restricted strong convexity of the Huberized nonlinear loss through an exact sign-definite decomposition, and derive estimation error bounds of order $σ\sqrt{s\log(n)/m}$ that hold at \emph{every} localized stationary point, an oracle rate $σ\sqrt{s/m}$ free of $\log n$ and shrinkage bias under a beta-min condition, and a co-equal recovery theorem for \emph{unknown} monotone links via a linear surrogate and a clipped Plan--Vershynin decoupling. The estimator requires no knowledge of the sparsity levels, and its guarantees hold under symmetric noise with only finite variance. Experiments at $n=512$ under a frozen data-driven regularization rule show an earlier phase transition than convex $\ell_1$ demixing and greedy hard-thresholding baselines, a $35\times$ accuracy advantage over squared-loss estimation under $5\%$ gross outliers, and successful demixing of spike-plus-background signals observed through a saturating amplifier.

stat.ML↗

Distribution-aware $\ell_1$ Analysis Minimization

This work is about recovering an analysis-sparse vector, i.e. sparse vector in some transform domain, from under-sampled measurements. In real-world applications, there often exist random analysis-sparse vectors whose distribution in the analysis domain are known. To exploit this information, a weighted $\ell_1$ analysis minimization is often considered. The task of choosing the weights in this case is however challenging and non-trivial. In this work, we provide an analytical method to choose the suitable weights. Specifically, we first obtain a tight upper-bound expression for the expected number of required measurements. This bound depends on two critical parameters: support distribution and expected sign of the analysis domain which are both accessible in advance. Then, we calculate the near-optimal weights by minimizing this expression with respect to the weights. Our strategy works for both noiseless and noisy settings. Numerical results demonstrate the superiority of our proposed method. Specifically, the weighted $\ell_1$ analysis minimization with our near-optimal weighting design considerably needs fewer measurements than its regular $\ell_1$ analysis counterpart.

cs.IT↗