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arXiv 1111.1396cs.ITmath.IT
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提高稀疏恢复的精度:两步重加权基追踪算法分析

Improving the Thresholds of Sparse Recovery: An Analysis of a Two-Step Reweighted Basis Pursuit Algorithm

M. Amin Khajehnejad, Weiyu Xu, A. Salman Avestimehr, Babak Hassibi

摘要:

众所周知,$\ell_1$最小化可以用于从压缩的线性测量恢复足够稀疏的未知信号。事实上,作为系统维度之间的比率的函数,稀疏性的精确阈值使得几乎所有稀疏信号都可以以高概率从i.i.d.高斯测量值,并被称为“弱阈值”\cite{D}。在本文中,我们介绍了一个重新加权的$\ell_1$恢复算法组成的两个步骤:一个标准的$\ell_1$最小化步骤,以确定一组条目的信号可能驻留,和一个加权的$\ell_1$最小化步骤,这组以外的条目被处罚。对于非稀疏分量条目独立且相同地从某些类分布(包括最著名的连续分布)中提取的信号,我们证明了弱恢复阈值的\emph{strict}改进。我们的分析表明,弱阈值的改善程度取决于原点分布的行为。数值模拟很好地验证了阈值改善的分布依赖性,并表明在i.i.d.高斯非零项,改进可以是相当令人印象深刻的-在我们考虑的例子中超过20%。

英文摘要:

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions, so that with high probability almost all sparse signals can be recovered from i.i.d. Gaussian measurements, have been computed and are referred to as "weak thresholds" \cite{D}. In this paper, we introduce a reweighted $\ell_1$ recovery algorithm composed of two steps: a standard $\ell_1$ minimization step to identify a set of entries where the signal is likely to reside, and a weighted $\ell_1$ minimization step where entries outside this set are penalized. For signals where the non-sparse component entries are independent and identically drawn from certain classes of distributions, (including most well known continuous distributions), we prove a \emph{strict} improvement in the weak recovery threshold. Our analysis suggests that the level of improvement in the weak threshold depends on the behavior of the distribution at the origin. Numerical simulations verify the distribution dependence of the threshold improvement very well, and suggest that in the case of i.i.d. Gaussian nonzero entries, the improvement can be quite impressive---over 20% in the example we consider.

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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