ECE 8201: Advanced Topics in Signal Processing (Offered at OSU)
This course will discuss advances in sampling and analysis of highdimensional data under the umbrella
of subspace methods, including lowdimensional data models such as sparse and lowrank models, convex
and nonconvex approaches for solving linear inverse problems, dimensionality reduction, clustering, and
streaming data processing, with applications in signal processing, machine learning, imaging and network
inference. The goal of the course is to develop expertise at the intersection of optimization, signal processing,
statistics and computer science to address emerging challenges of data science.
Lecture Notes
Reading List (Compiled by Y. Chi, last update Sep. 1, 2015):
Reference textbook:
 S. Foucart and H. Rauhut. A Mathematical Introduction to Compressive Sensing.
Sparse recovery with \ell1 optimization:
 D. Donoho and M. Elad. Optimally Sparse Representation in General
(nonOrthogonal) Dictionaries via \ell1 Minimization. PDF
 E. J. Candes. The restricted isometry property and its implications for compressed sensing. PDF
 E. J. Candes and Y. Plan. A Probabilistic and RIPless Theory of Compressed Sensing. PDF
 D. Donoho. Compressed Sensing. PDF
 R. Baraniuk, M. Davenport, R. DeVore and M. Wakin. A Simple Proof of the Restricted Isometry Property for Random Matrices. PDF
 E. J. Candes and T. Tao. The Dantzig Selector: Statistical Estimation When p Is Much Larger than n. PDF
 E. J. Candes and Y. Plan. Nearideal model selection by \ell1 minimization. PDF
Sparse recovery with greedy pursuit:
 J. A. Tropp. Greed is Good: Algorithmic Results for Sparse Approximation. PDF
 J. A. Tropp and A. C. Gilbert. Signal Recovery from Random Measurements via Orthogonal Matching Pursuit. PDF
 D. Needell and J. A. Tropp. CoSaMP: Iterative signal recovery from incomplete and inaccurate samples. PDF
 M. A. Davenport and M. B. Wakin. Analysis of Orthogonal Matching Pursuit
Using the Restricted Isometry Property. PDF
Advanced topics on sparse recovery:
 D. L. Donoho, A. Maleki, and A. Montanari. Message Passing Algorithms for Compressed Sensing. PDF
 R. Calderbank, S. Howard and S. Jafarpour. Construction of a Large Class of Deterministic Sensing Matrices that Satisfy a Statistical Isometry Property. PDF
 Y. Plan and R. Vershynin. Onebit compressed sensing by linear programming. PDF
Lowrank matrix completion:
 B. Recht. A Simpler Approach to Matrix Completion. PDF
 B. Recht, M. Fazel, and P. A. Parrilo. Guaranteed minimumrank solutions of linear matrix equations via nuclear norm minimization. PDF
 R. Mazumder, T. Hastie, and R. Tibshirani. Spectral regularization algorithms for learning large incomplete matrices. PDF
 S. Negahban and M. J. Wainwright. Restricted strong convexity and weighted matrix completion: Optimal bounds with noise. PDF
Highdimensional structural inference:
 E. D. Kolaczyk and R. D. Nowak. Multiscale likelihood analysis and complexity penalized estimation. PDF
 S. N. Negahban, P. Ravikumar, M. J. Wainwright and B. Yu. A Unified Framework for HighDimensional Analysis of MEstimators with Decomposable Regularizers. PDF
 V. Chandrasekaran, B. Recht, P. A. Parrilo, and A. S. Willsky. The Convex Geometry of Linear Inverse Problems. PDF
Sparse spectrum analysis and timefrequency analysis:
 Y. Chi, L. L. Scharf, A. Pezeshki, and A. R. Calderbank. Sensitivity to basis mismatch in compressed sensing. PDF
 E. J. Candes and C. FernandezGranda. Towards a mathematical theory of superresolution. PDF
Streaming models and online learning:
 S. Muthukrishnan. Data Streams: Algorithms and Applications. PDF
 P. Indyk. Sketching, streaming, and sublinear space algorithms. PDF
