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Quantitative Robust Uncertainty Principles and Optimally Sparse Decompositions
, 2004
"... In this paper, we develop a robust uncertainty principle for finite signals in C N which states that for nearly all choices T, Ω ⊂ {0,..., N − 1} such that T  + Ω  ≍ (log N) −1/2 · N, there is no signal f supported on T whose discrete Fourier transform ˆ f is supported on Ω. In fact, we can mak ..."
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Cited by 181 (17 self)
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In this paper, we develop a robust uncertainty principle for finite signals in C N which states that for nearly all choices T, Ω ⊂ {0,..., N − 1} such that T  + Ω  ≍ (log N) −1/2 · N, there is no signal f supported on T whose discrete Fourier transform ˆ f is supported on Ω. In fact, we can
Robust Uncertainty Principles: Exact Signal Reconstruction From Highly Incomplete Frequency Information
, 2006
"... This paper considers the model problem of reconstructing an object from incomplete frequency samples. Consider a discretetime signal and a randomly chosen set of frequencies. Is it possible to reconstruct from the partial knowledge of its Fourier coefficients on the set? A typical result of this pa ..."
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Cited by 2632 (50 self)
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This paper considers the model problem of reconstructing an object from incomplete frequency samples. Consider a discretetime signal and a randomly chosen set of frequencies. Is it possible to reconstruct from the partial knowledge of its Fourier coefficients on the set? A typical result of this paper is as follows. Suppose that is a superposition of spikes @ Aa @ A @ A obeying @�� � A I for some constant H. We do not know the locations of the spikes nor their amplitudes. Then with probability at least I @ A, can be reconstructed exactly as the solution to the I minimization problem I aH @ A s.t. ” @ Aa ” @ A for all
Robust Uncertainty Principles: Exact Signal Reconstruction from Highly Incomplete Frequency Information
, 2004
"... This paper considers the model problem of reconstructing an object from incomplete frequency samples. Consider a discretetime signal f ∈ C N and a randomly chosen set of frequencies Ω. Is it possible to reconstruct f from the partial knowledge of its Fourier coefficients on the set Ω? A typical res ..."
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Cited by 1 (0 self)
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This paper considers the model problem of reconstructing an object from incomplete frequency samples. Consider a discretetime signal f ∈ C N and a randomly chosen set of frequencies Ω. Is it possible to reconstruct f from the partial knowledge of its Fourier coefficients on the set Ω? A typical result of this paper is as follows. Suppose that f is a superposition of T  spikes f(t) = ∑ τ∈T f(τ) δ(t − τ) obeying T  ≤ CM · (log N) −1 · Ω, for some constant CM> 0. We do not know the locations of the spikes nor their amplitudes. Then with probability at least 1−O(N −M), f can be reconstructed exactly as the solution to the ℓ1 minimization problem g(t), s.t. ˆg(ω) = ˆ f(ω) for all ω ∈ Ω.
Uncertainty principles and ideal atomic decomposition
 IEEE Transactions on Information Theory
, 2001
"... Suppose a discretetime signal S(t), 0 t<N, is a superposition of atoms taken from a combined time/frequency dictionary made of spike sequences 1ft = g and sinusoids expf2 iwt=N) = p N. Can one recover, from knowledge of S alone, the precise collection of atoms going to make up S? Because every d ..."
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Cited by 583 (20 self)
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Suppose a discretetime signal S(t), 0 t<N, is a superposition of atoms taken from a combined time/frequency dictionary made of spike sequences 1ft = g and sinusoids expf2 iwt=N) = p N. Can one recover, from knowledge of S alone, the precise collection of atoms going to make up S? Because every discretetime signal can be represented as a superposition of spikes alone, or as a superposition of sinusoids alone, there is no unique way of writing S as a sum of spikes and sinusoids in general. We prove that if S is representable as a highly sparse superposition of atoms from this time/frequency dictionary, then there is only one such highly sparse representation of S, and it can be obtained by solving the convex optimization problem of minimizing the `1 norm of the coe cients among all decompositions. Here \highly sparse " means that Nt + Nw < p N=2 where Nt is the number of time atoms, Nw is the number of frequency atoms, and N is the length of the discretetime signal.
Robust principal component analysis?
 Journal of the ACM,
, 2011
"... Abstract This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a lowrank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions, it is possible to recover both the lowrank and the ..."
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Cited by 564 (26 self)
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rank and the sparse components exactly by solving a very convenient convex program called Principal Component Pursuit; among all feasible decompositions, simply minimize a weighted combination of the nuclear norm and of the 1 norm. This suggests the possibility of a principled approach to robust principal component
Advances in Prospect Theory: Cumulative Representation of Uncertainty
 JOURNAL OF RISK AND UNCERTAINTY, 5:297323 (1992)
, 1992
"... We develop a new version of prospect theory that employs cumulative rather than separable decision weights and extends the theory in several respects. This version, called cumulative prospect theory, applies to uncertain as well as to risky prospects with any number of outcomes, and it allows differ ..."
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Cited by 1710 (17 self)
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different weighting functions for gains and for losses. Two principles, diminishing sensitivity and loss aversion, are invoked to explain the characteristic curvature of the value function and the weighting functions. A review of the experimental evidence and the results of a new experiment confirm a
NonCooperative Collusion under ImperfectPriceInformation",Econometrica,52,87100
, 1984
"... JSTOR is a notforprofit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about J ..."
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Cited by 601 (5 self)
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JSTOR, please contact support@jstor.org. . The Econometric Society is collaborating with JSTOR to digitize, preserve and extend access to Econometrica. Recent work in game theory has shown that, in principle, it may be possible for firms in an industry to form a selfpolicing cartel to maximize
Information flow and cooperative control of vehicle formations.
 In Proceeings of 15th IFAC Conference,
, 2002
"... Abstract We consider the problem of cooperation among a collection of vehicles performing a shared task using intervehicle communication to coordinate their actions. We apply tools from graph theory to relate the topology of the communication network to formation stability. We prove a Nyquist crite ..."
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Cited by 545 (11 self)
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to be used for cooperative motion. We prove a separation principle that states that formation stability is achieved if the information flow is stable for the given graph and if the local controller stabilizes the vehicle. The information flow can be rendered highly robust to changes in the graph, thus
The LargeScale Organization of Metabolic Networks
, 2000
"... In a cell or microorganism the processes that generate mass, energy, information transfer, and cell fate specification are seamlessly integrated through a complex network of various cellular constituents and reactions. However, despite the key role these networks play in sustaining various cellular ..."
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Cited by 608 (7 self)
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, these metabolic networks display the same topologic scaling properties demonstrating striking similarities to the inherent organization of complex nonbiological systems. This suggests that the metabolic organization is not only identical for all living organisms, but complies with the design principles of robust
A New Extension of the Kalman Filter to Nonlinear Systems
, 1997
"... The Kalman filter(KF) is one of the most widely used methods for tracking and estimation due to its simplicity, optimality, tractability and robustness. However, the application of the KF to nonlinear systems can be difficult. The most common approach is to use the Extended Kalman Filter (EKF) which ..."
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Cited by 776 (6 self)
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The Kalman filter(KF) is one of the most widely used methods for tracking and estimation due to its simplicity, optimality, tractability and robustness. However, the application of the KF to nonlinear systems can be difficult. The most common approach is to use the Extended Kalman Filter (EKF
Results 1  10
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919,465