Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable performance by bounding the number of samples required for a given level of signal sparsity. However, using these bounds to minimize the number of samples requires a-priori knowledge of the sparsity of the unknown signal, or the decay structure for near-sparse signals. Furthermore, there are some popular recovery methods for which no such bounds are known.
In this paper, we investigate an alternative scenario where observations are available in sequence. For any recovery method, this means that there is now a sequence of candidate reconstructions. We propose a method to estimate the reconstruction error directly from the samples themselves, for every candidate in this sequence. This estimate is universal in the sense that it is based only on the measurement ensemble, and not on the recovery method or any assumed level of sparsity of the unknown signal. With these estimates, one can now stop observations as soon as there is reasonable certainty of either exact or sufficiently accurate reconstruction. They also provide a way to obtain "run-time" guarantees for recovery methods that otherwise lack a-priori performance bounds.
We investigate both continuous (e.g. Gaussian) and discrete (e.g. Bernoulli) random measurement ensembles, both for exactly sparse and general near-sparse signals, and with both noisy and noiseless measurements.
A remark on weaken restricted isometry property in compressed sensing
限制等距属性（RIP）已成为众所周知的压缩传感社区。最近，一个削弱版本的RIP提出了弱矩假设下的精确稀疏恢复。在这篇文章中，我们证明了削弱RIP也是足够的\textsl{stable and robust}稀疏恢复连接到最近推出的压缩感知的鲁棒宽度属性。此外，我们表明，它可以广泛应用于其他压缩感知的情况下。
National University of Ireland, Galway（爱尔兰国立大学高威分校）；Worcester Polytechnic Institute（伍斯特理工学院）；University of Birmingham（伯明翰大学）
Compressed sensing is a signal processing technique whereby the limits imposed by the Shannon--Nyquist theorem can be exceeded provided certain conditions are imposed on the signal. Such conditions occur in many real-world scenarios, and compressed sensing has emerging applications in medical imaging, big data, and statistics. Finding practical matrix constructions and computationally efficient recovery algorithms for compressed sensing is an area of intense research interest. Many probabilistic matrix constructions have been proposed, and it is now well known that matrices with entries drawn …
In this paper, we analyze the information theoretic lower bound on the necessary number of samples needed for recovering a sparse signal under different compressed sensing settings. We focus on the weighted graph model, a model-based framework proposed by Hegde et al. (2015), for standard compressed sensing as well as for one-bit compressed sensing. We study both the noisy and noiseless regimes. Our analysis is general in the sense that it applies to any algorithm used to recover the signal. We carefully construct restricted ensembles for different settings and then apply Fano's inequality to …
In the present note we develop some theoretical results in the theory of anisotropic compressed sensing that allow to take structured sparsity and variable density structured sampling into account. We expect that the obtained results will be useful to derive explicit expressions for optimal sampling strategies in the non-Cartesian (radial, spiral, etc.) setting in MRI.
The weak-$\ell^p$ norm can be used to define a measure $s$ of sparsity. When we compute $s$ for the discrete cosine transform coefficients of a signal, the value of $s$ is related to the information content of said signal. We use this value of $s$ to define a reference-free index $\mathcal{E}$, called the sparsity index, that we can use to predict with high accuracy the quality of signal reconstruction in the setting of compressed sensing imaging. That way, when compressed sensing is framed in the context of sampling theory, we can use $\mathcal{E}$ to decide when to further partition the samp…
The analysis sparsity model is a very effective approach in modern Compressed Sensing applications. Specifically, redundant analysis operators can lead to fewer measurements needed for reconstruction when employing the analysis $l_1$-minimization in Compressed Sensing. In this paper, we pick an eigenvector of the Zauner unitary matrix and -- under certain assumptions on the ambient dimension -- we build a spark deficient Gabor frame. The analysis operator associated with such a spark deficient Gabor frame, is a new (highly) redundant Gabor transform, which we use as a sparsifying transform in …
In this letter, a binary sparse Bayesian learning (BSBL) algorithm is proposed to slove the one-bit compressed sensing (CS) problem in both single measurement vector (SMV) and multiple measurement vectors (MMVs). By utilising the Bussgang-like decomposition, the one-bit CS problem can be approximated as a standard linear model. Consequently, the standard SBL algorithm can be naturally incorporated. Numerical results demonstrate the effectiveness of the BSBL algorithm.
A signature result in compressed sensing is that Gaussian random sampling achieves stable and robust recovery of sparse vectors under optimal conditions on the number of measurements. However, in the context of image reconstruction, it has been extensively documented that sampling strategies based on Fourier measurements outperform this purportedly optimal approach. Motivated by this seeming paradox, we investigate the problem of optimal sampling for compressed sensing. Rigorously combining the theories of wavelet approximation and infinite-dimensional compressed sensing, our analysis leads to…
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.
Although largely different concepts, echo state networks and compressed sensing models both rely on collections of random weights; as the reservoir dynamics for echo state networks, and the sensing coefficients in compressed sensing. Several methods for generating the random matrices and metrics to indicate desirable performance are well-studied in compressed sensing, but less so for echo state networks. This work explores any overlap in these compressed sensing methods and metrics for application to echo state networks. Several methods for generating the random reservoir weights are considere…
