While single measurement vector (SMV) models have been widely studied in signal processing, there is a surging interest in addressing the multiple measurement vectors (MMV) problem. In the MMV setting, more than one measurement vector is available and the multiple signals to be recovered share some commonalities such as a common support. Applications in which MMV is a naturally occurring phenomenon include online streaming, medical imaging, and video recovery. This work presents a stochastic iterative algorithm for the support recovery of jointly sparse corrupted MMV. We present a variant of the sparse randomized Kaczmarz algorithm for corrupted MMV and compare our proposed method with an existing Kaczmarz type algorithm for MMV problems. We also showcase the usefulness of our approach in the online (streaming) setting and provide empirical evidence that suggests the robustness of the proposed method to the number of corruptions and the distribution from which the corruptions are drawn.
|Title of host publication||Association for Women in Mathematics Series|
|Number of pages||14|
|State||Published - 2019|
|Name||Association for Women in Mathematics Series|
Bibliographical noteFunding Information:
Acknowledgements The initial research for this effort was conducted at the Research Collaboration Workshop for Women in Data Science and Mathematics, July 17–21, held at ICERM. Funding for the workshop was provided by ICERM, AWM, and DIMACS (NSF Grant No. CCF-1144502). SL was supported by NSF CAREER Grant No. CCF−1149225. DN was partially supported by the Alfred P. Sloan Foundation, NSF CAREER #1348721, and NSF BIGDATA #1740325. JQ was supported by NSF DMS-1818374.
© 2019, The Author(s) and the Association for Women in Mathematics.
ASJC Scopus subject areas
- Gender Studies
- Mathematics (all)