This work treats the recovery of sparse, binary signals through box-constrained basis pursuit using biased measurement matrices. Using a probabilistic model, we provide conditions under which the recovery of both sparse and saturated binary signals is very likely. In fact, we also show that under the same condition, the solution of the boxed-constrained basis pursuit program can be found using boxed-constrained least-squares.
We present a general class of compressed sensing matrices which are then demonstrated to have associated sublinear-time sparse approximation algorithms. We then develop methods for constructing specialized matrices from this class which are sparse when multiplied with a discrete Fourier transform matrix. Ultimately, these considerations improve previous sampling requirements for deterministic sparse Fourier transform methods.
We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) + η$, where $η$ is an ineliminable noise. We first derive an optimization formulation for matrix recovery under the considered model and propose a novel algorithm, called Alternating Tikhonov regularization and Lasso (A-T-LA$\text{S}_{2,1}$), to solve it. The algorithm is based on a multi-penalty regularization, which is able to leverage both structures (low-…
Recovery of sparse vectors and low-rank matrices from a small number of linear measurements is well-known to be possible under various model assumptions on the measurements. The key requirement on the measurement matrices is typically the restricted isometry property, that is, approximate orthonormality when acting on the subspace to be recovered. Among the most widely used random matrix measurement models are (a) independent sub-gaussian models and (b) randomized Fourier-based models, allowing for the efficient computation of the measurements. For the now ubiquitous tensor data, direct applic…
We study sparse recovery with structured random measurement matrices having independent, identically distributed, and uniformly bounded rows and with a nontrivial covariance structure. This class of matrices arises from random sampling of bounded Riesz systems and generalizes random partial Fourier matrices. Our main result improves the currently available results for the null space and restricted isometry properties of such random matrices. The main novelty of our analysis is a new upper bound for the expectation of the supremum of a Bernoulli process associated with a restricted isometry con…
We introduce a new method for Estimation of Signal Parameters based on Iterative Rational Approximation (ESPIRA) for sparse exponential sums. Our algorithm uses the AAA algorithm for rational approximation of the discrete Fourier transform of the given equidistant signal values. We show that ESPIRA can be interpreted as a matrix pencil method applied to Loewner matrices. These Loewner matrices are closely connected with the Hankel matrices which are usually employed for signal recovery. Due to the construction of the Loewner matrices via an adaptive selection of index sets, the matrix pencil m…
Combining geometry and combinatorics: A unified approach to sparse signal recovery
MIT（麻省理工学院）；The University of Michigan at Ann Arbor（密歇根大学安娜堡分校）；Computer Science and Artificial Intelligence Laboratory, MIT（麻省理工学院计算机科学与人工智能实验室）；AT&T Labs-Research（AT&T研究实验室）
We give a new deterministic construction of integer sensing matrices that can be used for the recovery of integer-valued signals in compressed sensing. This is a family of $n \times d$ integer matrices, $d \geq n$, with bounded sup-norm and the property that no $\ell$ column vectors are linearly dependent, $\ell \leq n$. Further, if $\ell \leq o(\log n)$ then $d/n \to \infty$ as $n \to \infty$. Our construction comes from particular sets of difference vectors of point-sets in $\mathbb R^n$ that cannot be covered by few parallel hyperplanes. We construct examples of such sets on the $0, \pm 1$ …
In this paper, we present modifications of the iterative hard thresholding (IHT) method for recovery of jointly row-sparse and low-rank matrices. In particular a Riemannian version of IHT is considered which significantly reduces computational cost of the gradient projection in the case of rank-one measurement operators, which have concrete applications in blind deconvolution. Experimental results are reported that show near-optimal recovery for Gaussian and rank-one measurements, and that adaptive stepsizes give crucial improvement. A Riemannian proximal gradient method is derived for the spe…
The recovery of signals that are sparse not in a basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compressed sensing with numerous applications. As in the standard compressed sensing setting, it is possible that the signal can be reconstructed efficiently from few, linear measurements, for example by the so-called $\ell_1$-synthesis method. However, it has been less well-understood which measurement matrices provably work for this setting. Whereas in the standard setting, it has been shown that even certain heavy-tailed m…
