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arXiv 1401.5151cs.ITcond-mat.dis-nnmath.IT
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线性观测值的期望一致逼近信号恢复

Signal recovery using expectation consistent approximation for linear observations

Yoshiyuki Kabashima, Mikko Vehkapera

摘要:

提出了一种基于期望一致(EC)平均场近似的线性观测系统信号恢复方法。近似消息传递(AMP)是已知的是一致的使用副本理论,这是应该是准确的大系统的限制,当每个条目的观察矩阵是独立地从一个相同的分布产生的结果。然而,对于一般矩阵,情况不一定如此。我们表明,EC恢复表现出一致性的副本理论更广泛的一类随机观测矩阵。这是数值证实了实验的贝叶斯最优信号恢复的压缩感知使用随机行正交矩阵。

英文摘要:

A signal recovery scheme is developed for linear observation systems based on expectation consistent (EC) mean field approximation. Approximate message passing (AMP) is known to be consistent with the results obtained using the replica theory, which is supposed to be exact in the large system limit, when each entry of the observation matrix is independently generated from an identical distribution. However, this is not necessarily the case for general matrices. We show that EC recovery exhibits consistency with the replica theory for a wider class of random observation matrices. This is numerically confirmed by experiments for the Bayesian optimal signal recovery of compressed sensing using random row-orthogonal matrices.

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