Compressed Sensing aims to capture attributes of a sparse signal using very few measurements. Candès and Tao showed that sparse reconstruction is possible if the sensing matrix acts as a near isometry on all $\boldsymbol{k}$-sparse signals. This property holds with overwhelming probability if the entries of the matrix are generated by an iid Gaussian or Bernoulli process. There has been significant recent interest in an alternative signal processing framework; exploiting deterministic sensing matrices that with overwhelming probability act as a near isometry on $\boldsymbol{k}$-sparse vectors with uniformly random support, a geometric condition that is called the Statistical Restricted Isometry Property or StRIP. This paper considers a family of deterministic sensing matrices satisfying the StRIP that are based on \srm codes (binary chirps) and a $\boldsymbol{k}$-sparse reconstruction algorithm with sublinear complexity. In the presence of stochastic noise in the data domain, this paper derives bounds on the $\boldsymbol{\ell_2}$ accuracy of approximation in terms of the $\boldsymbol{\ell_2}$ norm of the measurement noise and the accuracy of the best $\boldsymbol{k}$-sparse approximation, also measured in the $\boldsymbol{\ell_2}$ norm. This type of $\boldsymbol{\ell_2 /\ell_2}$ bound is tighter than the standard $\boldsymbol{\ell_2 /\ell_1}$ or $\boldsymbol{\ell_1/ \ell_1}$ bounds.
We study the planted clique problem in which a clique of size k is planted in an Erdos-Renyi graph G(n,1/2) and one is interested in recovering this planted clique. It is widely believed that it exhibits a statistical-computational gap when computational efficiency is equated with the existence of polynomial time algorithms. We study this problem under a more fine-grained computational lens and consider the following two questions. 1. Do there exist sublinear time algorithms for recovering the planted clique? 2. What is the smallest running time any algorithm can hope to have? We show that bec…
In the problem of compressive phase retrieval, one wants to recover an approximately $k$-sparse signal $x \in \mathbb{C}^n$, given the magnitudes of the entries of $Φx$, where $Φ\in \mathbb{C}^{m \times n}$. This problem has received a fair amount of attention, with sublinear time algorithms appearing in \cite{cai2014super,pedarsani2014phasecode,yin2015fast}. In this paper we further investigate the direction of sublinear decoding for real signals by giving a recovery scheme under the $\ell_2 / \ell_2$ guarantee, with almost optimal, $\Oh(k \log n )$, number of measurements. Our result outperf…
This paper studies the problem of recovering a signal from one-bit compressed sensing measurements under a manifold model; that is, assuming that the signal lies on or near a manifold of low intrinsic dimension. We provide a convex recovery method based on the Geometric Multi-Resolution Analysis and prove recovery guarantees with a near-optimal scaling in the intrinsic manifold dimension. Our method is the first tractable algorithm with such guarantees for this setting. The results are complemented by numerical experiments confirming the validity of our approach.
We derive theoretical guarantees for the exact recovery of piecewise constant two-dimensional images from a minimal number of non-uniform Fourier samples using a convex matrix completion algorithm. We assume the discontinuities of the image are localized to the zero level-set of a bandlimited function, which induces certain linear dependencies in Fourier domain, such that a multifold Toeplitz matrix built from the Fourier data is known to be low-rank. The recovery algorithm arranges the known Fourier samples into the structured matrix then attempts recovery of the missing Fourier data by minim…
In this paper, we consider the use of Total Variation (TV) minimization for compressive imaging; that is, image reconstruction from subsampled measurements. Focusing on two important imaging modalities -- namely, Fourier imaging and structured binary imaging via the Walsh--Hadamard transform -- we derive uniform recovery guarantees asserting stable and robust recovery for arbitrary random sampling strategies. Using this, we then derive a class of theoretically-optimal sampling strategies. For Fourier sampling, we show recovery of an image with approximately $s$-sparse gradient from $m \gtrsim_…
The sparsity in levels model recently inspired a new generation of effective acquisition and reconstruction modalities for compressive imaging. Moreover, it naturally arises in various areas of signal processing such as parallel acquisition, radar, and the sparse corruptions problem. Reconstruction strategies for sparse in levels signals usually rely on a suitable convex optimization program. Notably, although iterative and greedy algorithms can outperform convex optimization in terms of computational efficiency and have been studied extensively in the case of standard sparsity, little is know…
Pairwise comparison matrices have received substantial attention in a variety of applications, especially in rank aggregation, the task of flattening items into a one-dimensional (and thus transitive) ranking. However, non-transitive preference cycles can arise in practice due to the fact that making a decision often requires a complex evaluation of multiple factors. In some applications, it may be important to identify and preserve information about the inherent non-transitivity, either in the pairwise comparison data itself or in the latent feature space. In this work, we develop structured …
Many inverse problems in signal processing deal with the robust estimation of unknown data from underdetermined linear observations. Low dimensional models, when combined with appropriate regularizers, have been shown to be efficient at performing this task. Sparse models with the 1-norm or low rank models with the nuclear norm are examples of such successful combinations. Stable recovery guarantees in these settings have been established using a common tool adapted to each case: the notion of restricted isometry property (RIP). In this paper, we establish generic RIP-based guarantees for the …
Prior support constrained compressed sensing has of late become popular due to its potential for applications. The existing results on recovery guarantees provide global recovery bounds in the sense that they deal with full support. However, in some applications, one might be interested in the recovery guarantees limited to the given prior support, such bounds may be termed as local recovery bounds. The present work proposes the local recovery guarantees and analyzes the conditions on associated parameters that make recovery error small.
In this work we analyze the problem of phase retrieval from Fourier measurements with random diffraction patterns. To this end, we consider the recently introduced PhaseLift algorithm, which expresses the problem in the language of convex optimization. We provide recovery guarantees which require O(log^2 d) different diffraction patterns, thus improving on recent results by Candes et al. [arXiv:1310.3240], which require O(log^4 d) different patterns.
Orthogonal least squares (OLS) is a classic algorithm for sparse recovery, function approximation, and subset selection. In this paper, we analyze the performance guarantee of the OLS algorithm. Specifically, we show that OLS guarantees the exact reconstruction of any $K$-sparse vector in $K$ iterations, provided that a sensing matrix has unit $\ell_{2}$-norm columns and satisfies the restricted isometry property (RIP) of order $K+1$ with \begin{align*} δ_{K+1} &<C_{K} = \begin{cases} \frac{1}{\sqrt{K}}, & K=1, \\ \frac{1}{\sqrt{K+\frac{1}{4}}}, & K=2, \\ \frac{1}{\sqrt{K+\frac{1}{16}}}, & K=3…
In this paper, we consider the matrix recovery from rank-one projection measurements proposed in [Cai and Zhang, Ann. Statist., 43(2015), 102-138], via nonconvex minimization. We establish a sufficient identifiability condition, which can guarantee the exact recovery of low-rank matrix via Schatten-$p$ minimization $\min_{X}\|X\|_{S_p}^p$ for $0<p<1$ under affine constraint, and stable recovery of low-rank matrix under $\ell_q$ constraint and Dantzig selector constraint. Our condition is also sufficient to guarantee low-rank matrix recovery via least $q$ minimization $\min_{X}\|\mathcal{A}(X)-…
We present improved sampling complexity bounds for stable and robust sparse recovery in compressed sensing. Our unified analysis based on l1 minimization encompasses the case where (i) the measurements are block-structured samples in order to reflect the structured acquisition that is often encountered in applications; (ii) the signal has an arbitrary structured sparsity, by results depending on its support S. Within this framework and under a random sign assumption, the number of measurements needed by l1 minimization can be shown to be of the same order than the one required by an oracle lea…
The problem of recovering a signal from its Fourier magnitude is of paramount importance in various fields of engineering and applied physics. Due to the absence of Fourier phase information, some form of additional information is required in order to be able to uniquely, efficiently and robustly identify the underlying signal. Inspired by practical methods in optical imaging, we consider the problem of signal reconstruction from the Short-Time Fourier Transform (STFT) magnitude. We first develop conditions under which the STFT magnitude is an almost surely unique signal representation. We the…
Quantum process tomography is the task of reconstructing unknown quantum channels from measured data. In this work, we introduce compressed sensing-based methods that facilitate the reconstruction of quantum channels of low Kraus rank. Our main contribution is the analysis of a natural measurement model for this task: We assume that data is obtained by sending pure states into the channel and measuring expectation values on the output. Neither ancillary systems nor coherent operations across multiple channel uses are required. Most previous results on compressed process reconstruction reduce t…
We consider the problem of sparse normal means estimation in a distributed setting with communication constraints. We assume there are $M$ machines, each holding $d$-dimensional observations of a $K$-sparse vector $μ$ corrupted by additive Gaussian noise. The $M$ machines are connected in a star topology to a fusion center, whose goal is to estimate the vector $μ$ with a low communication budget. Previous works have shown that to achieve the centralized minimax rate for the $\ell_2$ risk, the total communication must be high - at least linear in the dimension $d$. This phenomenon occurs, howev…
Physics Matters in PnP: Recovery Guarantees with the MMSE and NN Denoisers
UNICAEN, CNRS, GREYC（卡昂大学、法国国家科学研究中心、GREYC）；ENSICAEN, CNRS, GREYC（高等师范学院卡昂分校、法国国家科学研究中心、GREYC）；Department of Mathematics, City University of Hong Kong（香港城市大学数学系）
In compressed sensing, one wishes to acquire an approximately sparse high-dimensional signal $x\in\mathbb{R}^n$ via $m\ll n$ noisy linear measurements, then later approximately recover $x$ given only those measurement outcomes. Various guarantees have been studied in terms of the notion of approximation in recovery, and some isolated folklore results are known stating that some forms of recovery are stronger than others, via black-box reductions. In this note we provide a general theorem concerning the hierarchy of strengths of various recovery guarantees. As a corollary of this theorem, by re…
We extend the techniques of Hügel, Rauhut and Strohmer (Found. Comput. Math., 2014) to show that for every $δ\in(0,1]$, there exists an explicit random $m\times N$ partial Fourier matrix $A$ with $m=s\operatorname{polylog}(N/ε)$ and entropy $s^δ\operatorname{polylog}(N/ε)$ such that for every $s$-sparse signal $x\in\mathbb{C}^N$, there exists an event of probability at least $1-ε$ over which $x$ is the unique minimizer of $\|z\|_1$ subject to $Az=Ax$. The bulk of our analysis uses tools from decoupling to estimate the extreme singular values of the submatrix of $A$ whose columns correspond to …
We consider the Orthogonal Least-Squares (OLS) algorithm for the recovery of a $m$-dimensional $k$-sparse signal from a low number of noisy linear measurements. The Exact Recovery Condition (ERC) in bounded noisy scenario is established for OLS under certain condition on nonzero elements of the signal. The new result also improves the existing guarantees for Orthogonal Matching Pursuit (OMP) algorithm. In addition, This framework is employed to provide probabilistic guarantees for the case that the coefficient matrix is drawn at random according to Gaussian or Bernoulli distribution where we e…
We give unique recovery guarantees for matrices of bounded rank that have undergone permutations of their entries. We even do this for a more general matrix structure that we call ladder matrices. We use methods and results of commutative algebra and algebraic geometry, for which we include a preparation as needed for a general audience.
RIP-based performance guarantee for low-tubal-rank tensor recovery
School of Mathematics and Statistics, Southwest University（西南大学数学与统计学院）；Xi’an Jiaotong University（西安交通大学）；College of Artificial Intelligence, Southwest University（西南大学人工智能学院）
This paper considers the problem of estimating an unknown high dimensional signal from noisy linear measurements, {when} the signal is assumed to possess a \emph{group-sparse} structure in a {known,} fixed dictionary. We consider signals generated according to a natural probabilistic model, and establish new conditions under which the set of indices of the non-zero groups of the signal (called the group-level support) may be accurately estimated via the group Lasso. Our results strengthen existing coherence-based analyses that exhibit the well-known "square root" bottleneck, allowing for the n…
Due to the many applications in Magnetic Resonance Imaging (MRI), Nuclear Magnetic Resonance (NMR), radio interferometry, helium atom scattering etc., the theory of compressed sensing with Fourier transform measurements has reached a mature level. However, for binary measurements via the Walsh transform, the theory has been merely non-existent, despite the large number of applications such as fluorescence microscopy, single pixel cameras, lensless cameras, compressive holography, laser-based failure-analysis etc. Binary measurements are a mainstay in signal and image processing and can be mode…
Many problems in statistics and machine learning require the reconstruction of a rank-one signal matrix from noisy data. Enforcing additional prior information on the rank-one component is often key to guaranteeing good recovery performance. One such prior on the low-rank component is sparsity, giving rise to the sparse principal component analysis problem. Unfortunately, there is strong evidence that this problem suffers from a computational-to-statistical gap, which may be fundamental. In this work, we study an alternative prior where the low-rank component is in the range of a trained gener…
Dalhousie University（达尔豪斯大学）；University of Waterloo（滑铁卢大学）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）
Learning non-linear systems from noisy, limited, and/or dependent data is an important task across various scientific fields including statistics, engineering, computer science, mathematics, and many more. In general, this learning task is ill-posed; however, additional information about the data's structure or on the behavior of the unknown function can make the task well-posed. In this work, we study the problem of learning nonlinear functions from corrupted and dependent data. The learning problem is recast as a sparse robust linear regression problem where we incorporate both the unknown c…
