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arXiv 1304.0002cs.ITmath.ITmath.OC
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噪声压缩感知中SOCP算法的性能分析框架

A performance analysis framework for SOCP algorithms in noisy compressed sensing

Mihailo Stojnic

摘要:

近年来,由于\cite{CRT,CanRomTao06,DonohoPol}的工作,求解欠定线性方程组的稀疏解吸引了大量的关注。在\cite{CRT,CanRomTao06,DonohoPol}中,它是第一次严格地表明,在统计和大维度的情况下,可以通过一个简单的多项式$\ell_1$ -优化算法从欠定系统中恢复线性稀疏性。\cite{CanRomTao06}甚至更进一步,并确定在\emph{noisy}系统中,对于任何线性欠确定性水平,都存在线性稀疏性,可以通过与$\ell_1$等效的SOCP(二阶锥规划)噪声恢复\emph{approximately}。此外,近似解(在$\ell_2$ -范数意义上)保证与稀疏未知向量的距离不超过噪声的常数倍。在本文中,我们还将考虑解决\emph{noisy}线性系统,并提出了一个替代的统计框架,可用于其分析。为了演示框架是如何工作的,我们将展示如何使用它来精确地描述一类广泛的SOCP算法的近似误差。我们还将表明,我们的理论预测是在一个坚实的agrement的结果,可以通过数值模拟得到。

英文摘要:

Solving under-determined systems of linear equations with sparse solutions attracted enormous amount of attention in recent years, above all, due to work of \cite{CRT,CanRomTao06,DonohoPol}. In \cite{CRT,CanRomTao06,DonohoPol} it was rigorously shown for the first time that in a statistical and large dimensional context a linear sparsity can be recovered from an under-determined system via a simple polynomial $\ell_1$-optimization algorithm. \cite{CanRomTao06} went even further and established that in \emph{noisy} systems for any linear level of under-determinedness there is again a linear sparsity that can be \emph{approximately} recovered through an SOCP (second order cone programming) noisy equivalent to $\ell_1$. Moreover, the approximate solution is (in an $\ell_2$-norm sense) guaranteed to be no further from the sparse unknown vector than a constant times the noise. In this paper we will also consider solving \emph{noisy} linear systems and present an alternative statistical framework that can be used for their analysis. To demonstrate how the framework works we will show how one can use it to precisely characterize the approximation error of a wide class of SOCP algorithms. We will also show that our theoretical predictions are in a solid agrement with the results one can get through numerical simulations.

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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