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arXiv 2103.00449cs.ITcs.LGmath.ITmath.OC
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使用顺序迭代硬采样保持精确稀疏恢复的动态采样复杂度

Dynamic Sample Complexity for Exact Sparse Recovery using Sequential Iterative Hard Thresholding

Indian Institute of Technology, Madras(印度理工学院马德拉斯分校)

Samrat Mukhopadhyay

摘要:

在本文中,我们考虑的问题的精确恢复的一个固定的稀疏向量的测量矩阵顺序到达随着相应的测量。我们提出了一种扩展的迭代硬阈值(IHT)算法,称为顺序IHT(SIHT),它打破了总的时间范围分为几个阶段,使IHT是在这些阶段中的每一个阶段使用一个固定的测量矩阵在该阶段的开始。我们考虑一个随机设置,在每个阶段获得的测量矩阵是一个亚高斯随机矩阵的独立样本。我们证明了,如果一定的动态样本复杂度,取决于在每个阶段的测量矩阵的大小,以及它们的持续时间和相位的数量,满足一定的下限,在一个固定的时间范围内的SIHT的估计误差迅速衰减。有趣的是,这个界限表明,估计误差的衰减的概率几乎不受影响,即使非常小的数量的测量零星地使用在不同的阶段。这一理论观察也证实了使用数值实验表明,SIHT享有改善的恢复概率相比,离线IHT。

英文摘要:

In this paper we consider the problem of exact recovery of a fixed sparse vector with the measurement matrices sequentially arriving along with corresponding measurements. We propose an extension of the iterative hard thresholding (IHT) algorithm, termed as sequential IHT (SIHT) which breaks the total time horizon into several phases such that IHT is executed in each of these phases using a fixed measurement matrix obtained at the beginning of that phase. We consider a stochastic setting where the measurement matrices obtained at each phase are independent samples of a sub Gaussian random matrix. We prove that if a certain dynamic sample complexity that depends on the sizes of the measurement matrices at each phase, along with their duration and the number of phases, satisfy certain lower bound, the estimation error of SIHT over a fixed time horizon decays rapidly. Interestingly, this bound reveals that the probability of decay of estimation error is hardly affected even if very small number measurements are sporadically used in different phases. This theoretical observation is also corroborated using numerical experiments demonstrating that SIHT enjoys improved probability of recovery compared to offline IHT.

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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