arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1302.0895stat.MLcs.ITcs.LGmath.ITmath.STstat.TH
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用L0投影精确恢复稀疏数据

Exact Sparse Recovery with L0 Projections

Cornell University(康奈尔大学);Rutgers University(罗格斯大学)

Ping Li, Cun-Hui Zhang

摘要:

许多应用涉及稀疏信号,例如,从监控摄像机拍摄的连续图像之间的差异中检测异常。本文主要研究在N维空间中恢复K-稀疏信号x的问题。在压缩感测(CS)的主流框架中,通过诸如线性编程(LP)的某种优化过程,从M个非自适应线性测量y = xS恢复向量x,其中S(大小为NXM)通常是高斯(或类高斯)设计矩阵。在我们提出的方法中,设计矩阵S是从具有$α\approx 0$的$α$稳定分布生成的。我们的解码算法主要需要一个线性扫描的坐标,其次是几个迭代的少数坐标是“未定”在前一次迭代。与两个强基线,线性规划(LP)和正交匹配追踪(OMP)的比较表明,我们的算法可以显着更快的解码速度和更准确的恢复质量,为准确的备用恢复的任务。我们的方法对测量噪声是鲁棒的。即使没有足够的测量,我们的算法仍然可以可靠地恢复非零坐标的重要部分。为了提供理解我们的方法的直觉,我们还通过假设一个理想化的设置来分析该过程。有趣的是,当K=2时,“理想化”算法仅用3次测量就实现了精确恢复,而与N无关。对于一般K,“理想化”算法所需的样本量约为5 K。

英文摘要:

Many applications concern sparse signals, for example, detecting anomalies from the differences between consecutive images taken by surveillance cameras. This paper focuses on the problem of recovering a K-sparse signal x in N dimensions. In the mainstream framework of compressed sensing (CS), the vector x is recovered from M non-adaptive linear measurements y = xS, where S (of size N x M) is typically a Gaussian (or Gaussian-like) design matrix, through some optimization procedure such as linear programming (LP). In our proposed method, the design matrix S is generated from an $α$-stable distribution with $α\approx 0$. Our decoding algorithm mainly requires one linear scan of the coordinates, followed by a few iterations on a small number of coordinates which are "undetermined" in the previous iteration. Comparisons with two strong baselines, linear programming (LP) and orthogonal matching pursuit (OMP), demonstrate that our algorithm can be significantly faster in decoding speed and more accurate in recovery quality, for the task of exact spare recovery. Our procedure is robust against measurement noise. Even when there are no sufficient measurements, our algorithm can still reliably recover a significant portion of the nonzero coordinates. To provide the intuition for understanding our method, we also analyze the procedure by assuming an idealistic setting. Interestingly, when K=2, the "idealized" algorithm achieves exact recovery with merely 3 measurements, regardless of N. For general K, the required sample size of the "idealized" algorithm is about 5K.

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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