Orthogonal matching pursuit (OMP) is a greedy algorithm popularly being used for the recovery of sparse signals. In this paper, we study the performance of OMP for support recovery of sparse signal under noise. Our analysis shows that under mild constraint on the minimum-to-average ratio of nonzero entries in the sparse signal and the signal-to-noise ratio, the OMP algorithm can recover the support of signal with an error rate that can be arbitrarily small. Our result offers an affirmative answer to the conjecture of [Wang, TSP 2015] that the error rate of support recovery via OMP has no dependence on the maximum element of the signal.
Recently, several promising approximate message passing (AMP) based algorithms have been developed for bilinear recovery with model $\boldsymbol{Y}=\sum_{k=1}^K b_k \boldsymbol{A}_k \boldsymbol{C} +\boldsymbol{W} $, where $\{b_k\}$ and $\boldsymbol{C}$ are jointly recovered with known $\boldsymbol{A}_k$ from the noisy measurements $\boldsymbol{Y}$. The bilinear recover problem has many applications such as dictionary learning, self-calibration, compressive sensing with matrix uncertainty, etc. In this work, we propose a new bilinear recovery algorithm based on AMP with unitary transformation. …
We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy between the problem of support recovery and the problem of channel coding over the Gaussian multiple access channel, and exploiting mathematical tools developed for the latter problem, we obtain an information theoretic framework for analyzing the performance limits of support recovery. Sharp sufficient and necessary conditions on the number of measurements i…
Support recovery of sparse signals from compressed linear measurements is a fundamental problem in compressed sensing (CS). In this paper, we study the orthogonal matching pursuit (OMP) algorithm for the recovery of support under noise. We consider two signal-to-noise ratio (SNR) settings: i) the SNR depends on the sparsity level $K$ of input signals, and ii) the SNR is an absolute constant independent of $K$. For the first setting, we establish necessary and sufficient conditions for the exact support recovery with OMP, expressed as lower bounds on the SNR. Our results indicate that in order …
This paper studies the problem of support recovery of sparse signals based on multiple measurement vectors (MMV). The MMV support recovery problem is connected to the problem of decoding messages in a Single-Input Multiple-Output (SIMO) multiple access channel (MAC), thereby enabling an information theoretic framework for analyzing performance limits in recovering the support of sparse signals. Sharp sufficient and necessary conditions for successful support recovery are derived in terms of the number of measurements per measurement vector, the number of nonzero rows, the measurement noise lev…
In this paper, we introduce a new support recovery algorithm from noisy measurements called Bayesian hypothesis test via belief propagation (BHT-BP). BHT-BP focuses on sparse support recovery rather than sparse signal estimation. The key idea behind BHT-BP is to detect the support set of a sparse vector using hypothesis test where the posterior densities used in the test are obtained by aid of belief propagation (BP). Since BP provides precise posterior information using the noise statistic, BHT-BP can recover the support with robustness against the measurement noise. In addition, BHT-BP has l…
This paper considers the exact recovery of $k$-sparse signals in the noiseless setting and support recovery in the noisy case when some prior information on the support of the signals is available. This prior support consists of two parts. One part is a subset of the true support and another part is outside of the true support. For $k$-sparse signals $\mathbf{x}$ with the prior support which is composed of $g$ true indices and $b$ wrong indices, we show that if the restricted isometry constant (RIC) $δ_{k+b+1}$ of the sensing matrix $\mathbf{A}$ satisfies \begin{eqnarray*} δ_{k+b+1}<\frac{1}{\…
Prior support constrained compressed sensing has of late become popular due to its potential for applications. The existing results on recovery guarantees provide global recovery bounds in the sense that they deal with full support. However, in some applications, one might be interested in the recovery guarantees limited to the given prior support, such bounds may be termed as local recovery bounds. The present work proposes the local recovery guarantees and analyzes the conditions on associated parameters that make recovery error small.
The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with non-stationary modulations, in which each dictionary atom contributing to the observations undergoes an unknown, distinct modulation. By applying the lifting technique, under the assumption that the modulating signals live in a common subspace, we recast this sparse recovery and non-stationary blind demodulation problem as the recovery of a column-wise sparse matr…
In this paper, we introduce a weighted $\ell_2/\ell_1$ minimization to recover block sparse signals with arbitrary prior support information. When partial prior support information is available, a sufficient condition based on the high order block RIP is derived to guarantee stable and robust recovery of block sparse signals via the weighted $\ell_2/\ell_1$ minimization. We then show if the accuracy of arbitrary prior block support estimate is at least $50\%$, the sufficient recovery condition by the weighted $\ell_2/\ell_{1}$ minimization is weaker than that by the $\ell_2/\ell_{1}$ minimizat…
We consider the approximate support recovery (ASR) task of inferring the support of a $K$-sparse vector ${\bf x} \in \mathbb{R}^n$ from $m$ noisy measurements. We examine the case where $n$ is large, which precludes the application of standard compressed sensing solvers, thereby necessitating solutions with lower complexity. We design a scheme for ASR by leveraging techniques developed for unsourced multiple access. We present two decoding algorithms with computational complexities $\mathcal{O}(K^2 \log n+K \log n \log \log n)$ and $\mathcal{O}(K^3 +K^2 \log n+ K \log n \log \log n)$ per itera…
In compressive sensing, sparse signals are recovered from underdetermined noisy linear observations. One of the interesting problems which attracted a lot of attention in recent times is the support recovery or sparsity pattern recovery problem. The aim is to identify the non-zero elements in the original sparse signal. In this article we consider the sparsity pattern recovery problem under a probabilistic signal model where the sparse support follows a Bernoulli distribution and the signal restricted to this support follows a Gaussian distribution. We show that the energy in the original sign…
Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown that if the measurement rate and per-sample signal-to-noise ratio (SNR) are finite constants independent of the length of the vector, then the optimal sparsity pattern estimate will have a constant fraction of errors. Lower bounds on the measurement rate needed to attain a desired fraction of errors are given in terms of the SNR and various key parameters o…
In this work, we provide non-asymptotic, probabilistic guarantees for successful recovery of the common nonzero support of jointly sparse Gaussian sources in the multiple measurement vector (MMV) problem. The support recovery problem is formulated as the marginalized maximum likelihood (or type-II ML) estimation of the variance hyperparameters of a joint sparsity inducing Gaussian prior on the source signals. We derive conditions under which the resulting nonconvex constrained optimization perfectly recovers the nonzero support of a joint-sparse Gaussian source ensemble with arbitrarily high p…
The performance of estimating the common support for jointly sparse signals based on their projections onto lower-dimensional space is analyzed. Support recovery is formulated as a multiple-hypothesis testing problem. Both upper and lower bounds on the probability of error are derived for general measurement matrices, by using the Chernoff bound and Fano's inequality, respectively. The upper bound shows that the performance is determined by a quantity measuring the measurement matrix incoherence, while the lower bound reveals the importance of the total measurement gain. The lower bound is app…
We study the problem of jointly sparse support recovery with 1-bit compressive measurements in a sensor network. Sensors are assumed to observe sparse signals having the same but unknown sparse support. Each sensor quantizes its measurement vector element-wise to 1-bit and transmits the quantized observations to a fusion center. We develop a computationally tractable support recovery algorithm which minimizes a cost function defined in terms of the likelihood function and the $l_{1,\infty}$ norm. We observe that even with noisy 1-bit measurements, jointly sparse support can be recovered accura…
Low-cost message passing (MP) algorithm has been recognized as a promising technique for sparse vector recovery. However, the existing MP algorithms either focus on mean square error (MSE) of the value recovery while ignoring the sparsity requirement, or support error rate (SER) of the sparse support (non-zero position) recovery while ignoring its value. A novel low-complexity Bernoulli-Gaussian MP (BGMP) is proposed to perform the value recovery as well as the support recovery. Particularly, in the proposed BGMP, support-related Bernoulli messages and value-related Gaussian messages are joint…
Compressed Sensing (CS) is a signal processing technique which can accurately recover sparse signals from linear measurements with far fewer number of measurements than those required by the classical Shannon-Nyquist theorem. Block sparse signals, i.e., the sparse signals whose nonzero coefficients occur in few blocks, arise from many fields. Block orthogonal matching pursuit (BOMP) is a popular greedy algorithm for recovering block sparse signals due to its high efficiency and effectiveness. By fully using the block sparsity of block sparse signals, BOMP can achieve very good recovery perform…
Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on the scaling law of the number of measurements for successful support recovery have been derived where the main focus is on random Gaussian measurement matrices. In this paper, we investigate the noisy support recovery problem from an estimation theoretic point of view, where no specific assumption is made on the underlying measurement matrix. The linear mea…
One-bit compressed sensing (1bCS) is a method of signal acquisition under extreme measurement quantization that gives important insights on the limits of signal compression and analog-to-digital conversion. The setting is also equivalent to the problem of learning a sparse hyperplane-classifier. In this paper, we propose a novel approach for signal recovery in nonadaptive 1bCS that matches the sample complexity of the current best methods. We construct 1bCS matrices that are universal - i.e. work for all signals under a model - and at the same time recover very general random sparse signals wi…
In this paper, we study the support recovery guarantees of underdetermined sparse regression using the $\ell_1$-norm as a regularizer and a non-smooth loss function for data fidelity. More precisely, we focus in detail on the cases of $\ell_1$ and $\ell_\infty$ losses, and contrast them with the usual $\ell_2$ loss. While these losses are routinely used to account for either sparse ($\ell_1$ loss) or uniform ($\ell_\infty$ loss) noise models, a theoretical analysis of their performance is still lacking. In this article, we extend the existing theory from the smooth $\ell_2$ case to these non-s…
We study the recovery of sparse signals from underdetermined linear measurements when a potentially erroneous support estimate is available. Our results are twofold. First, we derive necessary and sufficient conditions for signal recovery from compressively sampled measurements using weighted $\ell_1$-norm minimization. These conditions, which depend on the choice of weights as well as the size and accuracy of the support estimate, are on the null space of the measurement matrix. They can guarantee recovery even when standard $\ell_1$ minimization fails. Second, we derive bounds on the number …
Multiple measurement vector (MMV) problem addresses the identification of unknown input vectors that share common sparse support. The MMV problems had been traditionally addressed either by sensor array signal processing or compressive sensing. However, recent breakthrough in this area such as compressive MUSIC (CS-MUSIC) or subspace-augumented MUSIC (SA-MUSIC) optimally combines the compressive sensing (CS) and array signal processing such that $k-r$ supports are first found by CS and the remaining $r$ supports are determined by generalized MUSIC criterion, where $k$ and $r$ denote the sparsi…
Data samples from $\mathbb{R}^{d}$ with a common support of size $k$ are accessed through $m$ random linear projections (measurements) per sample. It is well-known that roughly $k$ measurements from a single sample are sufficient to recover the support. In the multiple sample setting, do $k$ overall measurements still suffice when only $m$ measurements per sample are allowed, with $m<k$? We answer this question in the negative by considering a generative model setting with independent samples drawn from a subgaussian prior. We show that $n=Θ((k^2/m^2)\cdot\log k(d-k))$ samples are necessary an…
In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian noise is derived. Compared to previous work, the new bound takes into account the signal parameters such as dynamic range, noise variance, and sparsity. Numerical simulations show significant improvements over previous work and a closer match to empirically obtained results of the OMP algorithm.
This paper considers the problem of estimating the delays of a weighted superposition of pulses, called stream of pulses, in a noisy environment. We show that the delays can be estimated using a tractable convex optimization problem with a localization error proportional to the square root of the noise level. Furthermore, all false detections produced by the algorithm have small amplitudes. Numerical and in-vitro ultrasound experiments corroborate the theoretical results and demonstrate their applicability for the ultrasound imaging signal processing.
We study the recovery conditions of weighted $\ell_1$ minimization for real-valued signal reconstruction from phaseless compressive sensing measurements when partial support information is available. A strong restricted isometry property condition is provided to ensure the stable recovery. Moreover, we present the weighted null space property as the sufficient and necessary condition for the success of $k$-sparse phaseless recovery via weighted $\ell_1$ minimization. Numerical experiments are conducted to illustrate our results.
University of Southern California（南加州大学）；Telecom Paris（巴黎电信学院）；Institut Polytechnique de Paris（巴黎综合理工学院）
Consider the compressed sensing setup where the support $s^*$ of an $m$-sparse $d$-dimensional signal $x$ is to be recovered from $n$ linear measurements with a given algorithm. Suppose that the measurements are such that the algorithm does not guarantee perfect support recovery and that true features may be missed. Can they efficiently be retrieved? This paper addresses this question through a simple error-correction module referred to as LiRE. LiRE takes as input an estimate $s_{in}$ of the true support $s^*$, and outputs a refined support estimate $s_{out}$. In the noiseless measurement set…
We study coded distributed matrix multiplication from an approximate recovery viewpoint. We consider a system of $P$ computation nodes where each node stores $1/m$ of each multiplicand via linear encoding. Our main result shows that the matrix product can be recovered with $ε$ relative error from any $m$ of the $P$ nodes for any $ε> 0$. We obtain this result through a careful specialization of MatDot codes -- a class of matrix multiplication codes previously developed in the context of exact recovery ($ε=0$). Since prior results showed that MatDot codes achieve the best exact recovery threshol…
We study the problem of exact support recovery: given an (unknown) vector $θ\in \left\{-1,0,1\right\}^D$, we are given access to the noisy measurement $$ y = Xθ+ ω,$$ where $X \in \mathbb{R}^{N \times D}$ is a (known) Gaussian matrix and the noise $ω\in \mathbb{R}^N$ is an (unknown) Gaussian vector. How small we can choose $N$ and still reliably recover the support of $θ$? We present RAWLS (Randomly Aggregated UnWeighted Least Squares Support Recovery): the main idea is to take random subsets of the $N$ equations, perform a least squares recovery over this reduced bit of information and then a…
École Polytechnique Fédérale de Lausanne (EPFL)（洛桑联邦理工学院）
In this paper, we consider the problem of estimating the underlying graph associated with an Ising model given a number of independent and identically distributed samples. We adopt an \emph{approximate recovery} criterion that allows for a number of missed edges or incorrectly-included edges, in contrast with the widely-studied exact recovery problem. Our main results provide information-theoretic lower bounds on the sample complexity for graph classes imposing constraints on the number of edges, maximal degree, and other properties. We identify a broad range of scenarios where, either up to c…
We address the exact recovery of a k-sparse vector in the noiseless setting when some partial information on the support is available. This partial information takes the form of either a subset of the true support or an approximate subset including wrong atoms as well. We derive a new sufficient and worst-case necessary (in some sense) condition for the success of some procedures based on lp-relaxation, Orthogonal Matching Pursuit (OMP) and Orthogonal Least Squares (OLS). Our result is based on the coherence "mu" of the dictionary and relaxes the well-known condition mu<1/(2k-1) ensuring the r…
We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a vector $\bestsignal\in \R^N$ in high-dimensions through a matrix $Φ\in \R^{M\times N}$ $(M<N)$. We assume this vector can be well approximated by $K$ non-zero coefficients (i.e., it is $K$-sparse). In addition, the nonzero coefficients of $\bestsignal$ can obey additional structure constraints such as matroid, totally unimodular, or knapsack constraints, wh…
In this work, we obtain performance guarantees for modified-CS and for its improved version, modified-CS-Add-LS-Del, for recursive reconstruction of a time sequence of sparse signals from a reduced set of noisy measurements available at each time. Under mild assumptions, we show that the support recovery error of both algorithms is bounded by a time-invariant and small value at all times. The same is also true for the reconstruction error. Under a slow support change assumption, (i) the support recovery error bound is small compared to the support size; and (ii) our results hold under weaker a…
The generalized approximate message passing (GAMP) algorithm under the Bayesian setting shows advantage in recovering under-sampled sparse signals from corrupted observations. Compared to conventional convex optimization methods, it has a much lower complexity and is computationally tractable. In the GAMP framework, the sparse signal and the observation are viewed to be generated according to some pre-specified probability distributions in the input and output channels. However, the parameters of the distributions are usually unknown in practice. In this paper, we propose an extended GAMP algo…
Support recovery of sparse signals from noisy measurements with orthogonal matching pursuit (OMP) has been extensively studied. In this paper, we show that for any $K$-sparse signal $\x$, if a sensing matrix $\A$ satisfies the restricted isometry property (RIP) with restricted isometry constant (RIC) $δ_{K+1} < 1/\sqrt {K+1}$, then under some constraints on the minimum magnitude of nonzero elements of $\x$, OMP exactly recovers the support of $\x$ from its measurements $\y=\A\x+\v$ in $K$ iterations, where $\v$ is a noise vector that is $\ell_2$ or $\ell_{\infty}$ bounded. This sufficient cond…
Sparse support recovery arises in many applications in communications and signal processing. Existing methods tackle sparse support recovery problems for a given measurement matrix, and cannot flexibly exploit the properties of sparsity patterns for improving performance. In this letter, we propose a data-driven approach to jointly design the measurement matrix and support recovery method for complex sparse signals, using auto-encoder in deep learning. The proposed architecture includes two components, an auto-encoder and a hard thresholding module. The proposed auto-encoder successfully handl…
Weighted $\ell_1$-minimization has been studied as a technique for the reconstruction of a sparse signal from compressively sampled measurements when prior information about the signal, in the form of a support estimate, is available. In this work, we study the recovery conditions and the associated recovery guarantees of weighted $\ell_1$-minimization when arbitrarily many distinct weights are permitted. For example, such a setup might be used when one has multiple estimates for the support of a signal, and these estimates have varying degrees of accuracy. Our analysis yields an extension to …
This letter is on the performance of the turbo signal recovery (TSR) algorithm for partial discrete Fourier transform (DFT) matrices based compressed sensing. Based on state evolution analysis, we prove that TSR with a partial DFT sensing matrix outperforms the well-known approximate message passing (AMP) algorithm with an independent identically distributed (IID) sensing matrix.
We study the problem of recovering the common $k$-sized support of a set of $n$ samples of dimension $d$, using $m$ noisy linear measurements per sample. Most prior work has focused on the case when $m$ exceeds $k$, in which case $n$ of the order $(k/m)\log(d/k)$ is both necessary and sufficient. Thus, in this regime, only the total number of measurements across the samples matter, and there is not much benefit in getting more than $k$ measurements per sample. In the measurement-constrained regime where we have access to fewer than $k$ measurements per sample, we show an upper bound of $O((k^{…
In this paper, a data-driven approach is proposed to jointly design the common sensing (measurement) matrix and jointly support recovery method for complex signals, using a standard deep auto-encoder for real numbers. The auto-encoder in the proposed approach includes an encoder that mimics the noisy linear measurement process for jointly sparse signals with a common sensing matrix, and a decoder that approximately performs jointly sparse support recovery based on the empirical covariance matrix of noisy linear measurements. The proposed approach can effectively utilize the feature of common s…
The most frequently used condition for sampling matrices employed in compressive sampling is the restricted isometry (RIP) property of the matrix when restricted to sparse signals. At the same time, imposing this condition makes it difficult to find explicit matrices that support recovery of signals from sketches of the optimal (smallest possible)dimension. A number of attempts have been made to relax or replace the RIP property in sparse recovery algorithms. We focus on the relaxation under which the near-isometry property holds for most rather than for all submatrices of the sampling matrix,…
The data processing inequality states that the quantum relative entropy between two states $ρ$ and $σ$ can never increase by applying the same quantum channel $\mathcal{N}$ to both states. This inequality can be strengthened with a remainder term in the form of a distance between $ρ$ and the closest recovered state $(\mathcal{R} \circ \mathcal{N})(ρ)$, where $\mathcal{R}$ is a recovery map with the property that $σ= (\mathcal{R} \circ \mathcal{N})(σ)$. We show the existence of an explicit recovery map that is universal in the sense that it depends only on $σ$ and the quantum channel $\mathcal{…
Support recovery of sparse signals from noisy measurements with orthogonal matching pursuit (OMP) has been extensively studied in the literature. In this paper, we show that for any $K$-sparse signal $\x$, if the sensing matrix $\A$ satisfies the restricted isometry property (RIP) of order $K + 1$ with restricted isometry constant (RIC) $δ_{K+1} < 1/\sqrt {K+1}$, then under some constraint on the minimum magnitude of the nonzero elements of $\x$, the OMP algorithm exactly recovers the support of $\x$ from the measurements $\y=\A\x+\v$ in $K$ iterations, where $\v$ is the noise vector. This con…
In this paper we study the recovery conditions of weighted $l_{1}$ minimization for signal reconstruction from incomplete linear measurements when partial prior support information is available. We obtain that a high order RIP condition can guarantee stable and robust recovery of signals in bounded $l_{2}$ and Dantzig selector noise settings. Meanwhile, we not only prove that the sufficient recovery condition of weighted $l_{1}$ minimization method is weaker than that of standard $l_{1}$ minimization method, but also prove that weighted $l_{1}$ minimization method provides better upper bounds …
We study sparse spikes deconvolution over the space of Radon measures on $\mathbb{R}$ or $\mathbb{T}$ when the input measure is a finite sum of positive Dirac masses using the BLASSO convex program. We focus on the recovery properties of the support and the amplitudes of the initial measure in the presence of noise as a function of the minimum separation $t$ of the input measure (the minimum distance between two spikes). We show that when ${w}/λ$, ${w}/t^{2N-1}$ and $λ/t^{2N-1}$ are small enough (where $λ$ is the regularization parameter, $w$ the noise and $N$ the number of spikes), which corr…
An approximate sparse recovery system consists of parameters $k,N$, an $m$-by-$N$ measurement matrix, $Φ$, and a decoding algorithm, $\mathcal{D}$. Given a vector, $x$, the system approximates $x$ by $\widehat x =\mathcal{D}(Φx)$, which must satisfy $\| \widehat x - x\|_2\le C \|x - x_k\|_2$, where $x_k$ denotes the optimal $k$-term approximation to $x$. For each vector $x$, the system must succeed with probability at least 3/4. Among the goals in designing such systems are minimizing the number $m$ of measurements and the runtime of the decoding algorithm, $\mathcal{D}$. In this paper, we giv…
This letter presents a novel Block Bayesian Hypothesis Testing Algorithm (Block-BHTA) for reconstructing block sparse signals with unknown block structures. The Block-BHTA comprises the detection and recovery of the supports, and the estimation of the amplitudes of the block sparse signal. The support detection and recovery is performed using a Bayesian hypothesis testing. Then, based on the detected and reconstructed supports, the nonzero amplitudes are estimated by linear MMSE. The effectiveness of Block-BHTA is demonstrated by numerical experiments.
This paper builds theoretical foundations for the recovery of a newly proposed class of smooth graph signals, approximately bandlimited graph signals, under three sampling strategies: uniform sampling, experimentally designed sampling and active sampling. We then state minimax lower bounds on the maximum risk for the approximately bandlimited class under these three sampling strategies and show that active sampling cannot fundamentally outperform experimentally designed sampling. We propose a recovery strategy to compare uniform sampling with experimentally designed sampling. As the proposed r…
A sufficient condition reported very recently for perfect recovery of a K-sparse vector via orthogonal matching pursuit (OMP) in K iterations is that the restricted isometry constant of the sensing matrix satisfies delta_K+1<1/(sqrt(delta_K+1)+1). By exploiting an approximate orthogonality condition characterized via the achievable angles between two orthogonal sparse vectors upon compression, this paper shows that the upper bound on delta can be further relaxed to delta_K+1<(sqrt(1+4*delta_K+1)-1)/(2K).This result thus narrows the gap between the so far best known bound and the ultimate perfo…
Consider a Bernoulli-Gaussian complex $n$-vector whose components are $V_i = X_i B_i$, with $X_i \sim \Cc\Nc(0,\Pc_x)$ and binary $B_i$ mutually independent and iid across $i$. This random $q$-sparse vector is multiplied by a square random matrix $\Um$, and a randomly chosen subset, of average size $n p$, $p \in [0,1]$, of the resulting vector components is then observed in additive Gaussian noise. We extend the scope of conventional noisy compressive sampling models where $\Um$ is typically %A16 the identity or a matrix with iid components, to allow $\Um$ satisfying a certain freeness conditi…
A noisy underdetermined system of linear equations is considered in which a sparse vector (a vector with a few nonzero elements) is subject to measurement. The measurement matrix elements are drawn from a Gaussian distribution. We study the information-theoretic constraints on exact support recovery of a sparse vector from the measurement vector and matrix. We compute a tight, sufficient condition that is applied to ergodic wide-sense stationary sparse vectors. We compare our results with the existing bounds and recovery conditions. Finally, we extend our results to approximately sparse signal…
The problem central to sparse recovery and compressive sensing is that of stable sparse recovery: we want a distribution of matrices A in R^{m\times n} such that, for any x \in R^n and with probability at least 2/3 over A, there is an algorithm to recover x* from Ax with ||x* - x||_p <= C min_{k-sparse x'} ||x - x'||_p for some constant C > 1 and norm p. The measurement complexity of this problem is well understood for constant C > 1. However, in a variety of applications it is important to obtain C = 1 + eps for a small eps > 0, and this complexity is not well understood. We resolve the depen…
In the problem of multiple support recovery, we are given access to linear measurements of multiple sparse samples in $\mathbb{R}^{d}$. These samples can be partitioned into $\ell$ groups, with samples having the same support belonging to the same group. For a given budget of $m$ measurements per sample, the goal is to recover the $\ell$ underlying supports, in the absence of the knowledge of group labels. We study this problem with a focus on the measurement-constrained regime where $m$ is smaller than the support size $k$ of each sample. We design a two-step procedure that estimates the unio…
Compressed sensing (CS) demonstrates that sparse signals can be recovered from underdetermined linear measurements. We focus on the joint sparse recovery problem where multiple signals share the same common sparse support sets, and they are measured through the same sensing matrix. Leveraging a recent information theoretic characterization of single signal CS, we formulate the optimal minimum mean square error (MMSE) estimation problem, and derive a belief propagation algorithm, its relaxed version, for the joint sparse recovery problem and an approximate message passing algorithm. In addition…
We present a novel compressed sensing recovery algorithm - termed Bayesian Optimal Structured Signal Approximate Message Passing (BOSSAMP) - that jointly exploits the prior distribution and the structured sparsity of a signal that shall be recovered from noisy linear measurements. Structured sparsity is inherent to group sparse and jointly sparse signals. Our algorithm is based on approximate message passing that poses a low complexity recovery algorithm whose Bayesian optimal version allows to specify a prior distribution for each signal component. We utilize this feature in order to establis…
University of California San Diego（加州大学圣迭戈分校）；Google Research, India（谷歌印度研究院）
One-bit compressed sensing (1bCS) is an extremely quantized signal acquisition method that has been proposed and studied rigorously in the past decade. In 1bCS, linear samples of a high dimensional signal are quantized to only one bit per sample (sign of the measurement). Assuming the original signal vector to be sparse, existing results in 1bCS either aim to find the support of the vector, or approximate the signal allowing a small error. The focus of this paper is support recovery, which often also computationally facilitate approximate signal recovery. A {\em universal} measurement matrix f…
A central question in quantum information theory is to determine how well lost information can be reconstructed. Crucially, the corresponding recovery operation should perform well without knowing the information to be reconstructed. In this work, we show that the quantum conditional mutual information measures the performance of such recovery operations. More precisely, we prove that the conditional mutual information $I(A:C|B)$ of a tripartite quantum state $ρ_{ABC}$ can be bounded from below by its distance to the closest recovered state $\mathcal{R}_{B \to BC}(ρ_{AB})$, where the $C$-part …
