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arXiv 1105.4540cs.ITmath.ITmath.STstat.TH
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关于高维序贯检验的极限

On the Limits of Sequential Testing in High Dimensions

Matthew Malloy, Robert Nowak

摘要:

本文介绍了有关的顺序方法支持恢复稀疏信号的噪声。具体地说,我们表明,任何顺序测量过程失败,提供每维测量的平均数量增长缓慢,然后log s / D(f0||其中s是稀疏性水平,D(f0|| f1)底层分布之间的Kullback-Leibler散度。为了进行比较,我们展示了任何非顺序过程失败,只要测量数量以小于log n / D(f1)的速率增长||f0),其中n是问题的总维数。最后,我们表明,一个简单的程序,称为顺序阈值保证准确的支持恢复提供的平均数量的测量每维增长快于(log s + log log n)/ D(f0|| f1),一个纯粹的加性因素超过下限。

英文摘要:

This paper presents results pertaining to sequential methods for support recovery of sparse signals in noise. Specifically, we show that any sequential measurement procedure fails provided the average number of measurements per dimension grows slower then log s / D(f0||f1) where s is the level of sparsity, and D(f0||f1) the Kullback-Leibler divergence between the underlying distributions. For comparison, we show any non-sequential procedure fails provided the number of measurements grows at a rate less than log n / D(f1||f0), where n is the total dimension of the problem. Lastly, we show that a simple procedure termed sequential thresholding guarantees exact support recovery provided the average number of measurements per dimension grows faster than (log s + log log n) / D(f0||f1), a mere additive factor more than the lower bound.

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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