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arXiv 1104.5246cs.ITmath.ITmath.STstat.TH
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我们能多好地估计一个稀疏向量?

How well can we estimate a sparse vector?

Emmanuel J. Candès, Mark A. Davenport

摘要:

线性模型中稀疏向量的估计是信号处理、统计学和压缩感知中的一个基本问题。本文建立了一个下界的均方误差,它持有无论使用的传感/设计矩阵,无论估计过程。该下限非常接近于通过对稀疏向量进行随机投影,然后进行$\ell_1$估计过程(例如Dantzig选择器)而获得的已知上限。从这个意义上说,压缩感测技术本质上不能被改进。

英文摘要:

The estimation of a sparse vector in the linear model is a fundamental problem in signal processing, statistics, and compressive sensing. This paper establishes a lower bound on the mean-squared error, which holds regardless of the sensing/design matrix being used and regardless of the estimation procedure. This lower bound very nearly matches the known upper bound one gets by taking a random projection of the sparse vector followed by an $\ell_1$ estimation procedure such as the Dantzig selector. In this sense, compressive sensing techniques cannot essentially be improved.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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