Dualization of Signal Recovery Problems

Recovery of binary sparse signals from compressed linear measurements via polynomial optimization

The recovery of signals with finite-valued components from few linear measurements is a problem with widespread applications and interesting mathematical characteristics. In the compressed sensing framework, tailored methods have been recently proposed to deal with the case of finite-valued sparse signals. In this work, we focus on binary sparse signals and we propose a novel formulation, based on polynomial optimization. This approach is analyzed and compared to the state-of-the-art binary compressed sensing methods.

Sufficient Conditions for Low-rank Matrix Recovery, Translated from Sparse Signal Recovery

The low-rank matrix recovery (LMR) is a rank minimization problem subject to linear equality constraints, and it arises in many fields such as signal and image processing, statistics, computer vision, system identification and control. This class of optimization problems is $\N¶$-hard and a popular approach replaces the rank function with the nuclear norm of the matrix variable. In this paper, we extend the concept of $s$-goodness for a sensing matrix in sparse signal recovery (proposed by Juditsky and Nemirovski [Math Program, 2011]) to linear transformations in LMR. Then, we give characteriz…

Block sparse signal recovery via minimizing the block $q$-ratio sparsity

In this paper, we propose a method for block sparse signal recovery that minimizes the block $q$-ratio sparsity $\left(\lVert z\rVert_{2,1}/\lVert z\rVert_{2,q}\right)^{\frac{q}{q-1}}$ with $q\in[0,\infty]$. For the case of $1<q\leq\infty$, we present the theoretical analyses and the computing algorithms for both cases of the $\ell_2$-bounded and $\ell_{2,\infty}$-bounded noises. The corresponding unconstrained model is also investigated. Its superior performance in block sparse signal reconstruction is demonstrated by numerical experiments.

On the exact recovery of sparse signals via conic relaxations

In this note we compare two recently proposed semidefinite relaxations for the sparse linear regression problem by Pilanci, Wainwright and El Ghaoui (Sparse learning via boolean relaxations, 2015) and Dong, Chen and Linderoth (Relaxation vs. Regularization A conic optimization perspective of statistical variable selection, 2015). We focus on the cardinality constrained formulation, and prove that the relaxation proposed by Dong, etc. is theoretically no weaker than the one proposed by Pilanci, etc. Therefore any sufficient condition of exact recovery derived by Pilanci can be readily applied t…

On Verifiable Sufficient Conditions for Sparse Signal Recovery via $\ell_1$ Minimization

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error bounds for imperfect $\ell_1$-recovery (nonzero measurement noise, nearly $s$-sparse signal, near-optimal solution of the optimization problem yielding the $\ell_1$-recovery) in terms of the characteristics underlying these conditions. Further, we demonstrate (and this is the principal result of the paper) that these characteristics, although difficult to evalu…

Verifiable conditions of $\ell_1$-recovery of sparse signals with sign restrictions

We propose necessary and sufficient conditions for a sensing matrix to be "s-semigood" -- to allow for exact $\ell_1$-recovery of sparse signals with at most $s$ nonzero entries under sign restrictions on part of the entries. We express the error bounds for imperfect $\ell_1$-recovery in terms of the characteristics underlying these conditions. Furthermore, we demonstrate that these characteristics, although difficult to evaluate, lead to verifiable sufficient conditions for exact sparse $\ell_1$-recovery and to efficiently computable upper bounds on those $s$ for which a given sensing matrix …

基于高阶光滑性和自适应低秩性的时变图信号恢复

Time-Varying Graph Signal Recovery Using High-Order Smoothness and Adaptive Low-rankness

针对时变图信号恢复问题，提出结合高阶Sobolev光滑性与误差函数加权核范数正则化的方法，设计两种高效算法并证明其一收敛性，实验验证其效果优于现有最优方法。

压缩感知中的多稀疏信号恢复

Multi-Sparse Signal Recovery for Compressive Sensing

针对在多个域中稀疏的信号，提出一种结合多稀疏约束和线性测量拟合约束的凸规划模型，以提高信号恢复性能，并以肌电信号为例验证了方法的有效性。

Corrupted Sensing: Novel Guarantees for Separating Structured Signals

We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of arbitrary corruption, tractable recovery is possible when both signal and corruption are suitably structured. We quantify the relationship between signal recovery and two geometric measures of structure, the Gaussian complexity of a tangent cone and the Gaussian distance to a subdifferential. We take a convex programming approach to disentangling signal and …

The springback penalty for robust signal recovery

We propose a new penalty, the springback penalty, for constructing models to recover an unknown signal from incomplete and inaccurate measurements. Mathematically, the springback penalty is a weakly convex function. It bears various theoretical and computational advantages of both the benchmark convex $\ell_1$ penalty and many of its non-convex surrogates that have been well studied in the literature. We establish the exact and stable recovery theory for the recovery model using the springback penalty for both sparse and nearly sparse signals, respectively, and derive an easily implementable d…