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arXiv 1111.6822cs.ITmath.ITmath.STstat.TH
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压缩感知中的最优相变

Optimal Phase Transitions in Compressed Sensing

Yihong Wu, Sergio Verdú

摘要:

压缩感知处理从线性编码的模拟信号的有效恢复。本文提出了一种压缩感知的统计研究,通过建模的输入信号作为一个独立同分布。已知分布的过程。三类编码器,即最佳非线性,最佳线性和随机线性编码器。专注于最佳解码器,我们调查的测量速率和重建保真度之间的基本权衡衡量的错误概率和噪声灵敏度的存在和不存在的测量噪声,分别。最佳相变阈值被确定为输入分布的函数,并与通过流行的重建算法实现的次优阈值进行比较。特别是,我们表明,高斯传感矩阵的相变阈值不会产生任何惩罚相对于最佳非线性编码。我们的研究结果还提供了一个严格的理由,以前的结果的基础上副本在弱噪声制度。

英文摘要:

Compressed sensing deals with efficient recovery of analog signals from linear encodings. This paper presents a statistical study of compressed sensing by modeling the input signal as an i.i.d. process with known distribution. Three classes of encoders are considered, namely optimal nonlinear, optimal linear and random linear encoders. Focusing on optimal decoders, we investigate the fundamental tradeoff between measurement rate and reconstruction fidelity gauged by error probability and noise sensitivity in the absence and presence of measurement noise, respectively. The optimal phase transition threshold is determined as a functional of the input distribution and compared to suboptimal thresholds achieved by popular reconstruction algorithms. In particular, we show that Gaussian sensing matrices incur no penalty on the phase transition threshold with respect to optimal nonlinear encoding. Our results also provide a rigorous justification of previous results based on replica heuristics in the weak-noise regime.

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