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arXiv 1607.02649cs.ITmath.ITstat.ME
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从$b$位量化线性测量恢复线性信号:位深度和测量次数之间折衷的精确分析

Linear signal recovery from $b$-bit-quantized linear measurements: precise analysis of the trade-off between bit depth and number of measurements

Martin Slawski, Ping Li

摘要:

我们考虑的问题,恢复一个高维结构化的信号从独立的高斯线性测量,其中每个被量化到$b$位。我们的兴趣是在线性方法来信号恢复,其中“线性”意味着,从量化产生的非线性被忽略,并观察被视为,如果他们从一个线性测量模型。具体而言,重点是由于计划和Vershynin [ \emph{IEEE~Trans. Inform. Theory, \textbf{59} (2013), 482--494} ]的一位观测的方法的推广。在本文件的核心是一个精确的表征之间的最佳权衡的数量的测量$m$和每测量$b$的位深度给定的总预算的$B = m \cdot b$位时,目标是最小化的$\ell_2$ -错误估计信号。事实证明,选择$b = 1$对于估计与量化之前的任何加性高斯噪声水平以及对抗性噪声的特定模型的信号相对应的单位向量(方向)是最佳的,而选择$b = 2$对于估计信号的方向和范数(尺度)是最佳的。此外,最大量化是一个最佳的量化方案w.r.t. $\ell_2$ -估计误差。我们的分析是证实了数值实验显示与我们的理论预测几乎完美的协议。该文件是补充的经验比较,考虑到量化产生的非线性信号恢复的替代方法。该比较的结果指出了取决于噪声水平的制度变化:在低噪声环境中,线性信号恢复低于更复杂的竞争对手,而在中等和高噪声环境中具有竞争力。

英文摘要:

We consider the problem of recovering a high-dimensional structured signal from independent Gaussian linear measurements each of which is quantized to $b$ bits. Our interest is in linear approaches to signal recovery, where "linear" means that non-linearity resulting from quantization is ignored and the observations are treated as if they arose from a linear measurement model. Specifically, the focus is on a generalization of a method for one-bit observations due to Plan and Vershynin [\emph{IEEE~Trans. Inform. Theory, \textbf{59} (2013), 482--494}]. At the heart of the present paper is a precise characterization of the optimal trade-off between the number of measurements $m$ and the bit depth per measurement $b$ given a total budget of $B = m \cdot b$ bits when the goal is to minimize the $\ell_2$-error in estimating the signal. It turns out that the choice $b = 1$ is optimal for estimating the unit vector (direction) corresponding to the signal for any level of additive Gaussian noise before quantization as well as for a specific model of adversarial noise, while the choice $b = 2$ is optimal for estimating the direction and the norm (scale) of the signal. Moreover, Lloyd-Max quantization is shown to be an optimal quantization scheme w.r.t. $\ell_2$-estimation error. Our analysis is corroborated by numerical experiments showing nearly perfect agreement with our theoretical predictions. The paper is complemented by an empirical comparison to alternative methods of signal recovery taking the non-linearity resulting from quantization into account. The results of that comparison point to a regime change depending on the noise level: in a low-noise setting, linear signal recovery falls short of more sophisticated competitors while being competitive in moderate- and high-noise settings.

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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