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arXiv 1107.5730cs.ITmath.IT
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论多样性在稀疏性估计中的作用

On the Role of Diversity in Sparsity Estimation

Galen Reeves, Michael Gastpar

摘要:

稀疏模式估计中的一个主要挑战是在存在噪声的情况下难以检测小模式。如果可以观察来自同一稀疏模式的非零值的多个实现的样本,则该问题得到缓解。我们称之为“多样性”。然而,多样性是有代价的,因为每一个新的实现都增加了新的未知的非零值,从而增加了不确定性。本文推导了联合稀疏模式估计的上界和下界。这些界限,改善现有的结果,即使在没有多样性的情况下,说明测量的数量,估计的准确性和多样性之间的关键权衡。它示出,例如,多样性引入了噪声的不确定性和非零值的不确定性之间的权衡。此外,它表明,最佳的多样性量显着提高了最佳和计算效率的估计问题的行为。

英文摘要:

A major challenge in sparsity pattern estimation is that small modes are difficult to detect in the presence of noise. This problem is alleviated if one can observe samples from multiple realizations of the nonzero values for the same sparsity pattern. We will refer to this as "diversity". Diversity comes at a price, however, since each new realization adds new unknown nonzero values, thus increasing uncertainty. In this paper, upper and lower bounds on joint sparsity pattern estimation are derived. These bounds, which improve upon existing results even in the absence of diversity, illustrate key tradeoffs between the number of measurements, the accuracy of estimation, and the diversity. It is shown, for instance, that diversity introduces a tradeoff between the uncertainty in the noise and the uncertainty in the nonzero values. Moreover, it is shown that the optimal amount of diversity significantly improves the behavior of the estimation problem for both optimal and computationally efficient estimators.

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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