This paper addresses the reconstruction of an unknown signal vector with sublinear sparsity from generalized linear measurements. Generalized approximate message-passing (GAMP) is proposed via state evolution in the sublinear sparsity limit, where the signal dimension $N$, measurement dimension $M$, and signal sparsity $k$ satisfy $\log k/\log N\to γ\in[0, 1)$ and $M/\{k\log (N/k)\}\toδ$ as $N$ and $k$ tend to infinity. While the overall flow in state evolution is the same as that for linear sparsity, each proof step for inner denoising requires stronger assumptions than those for linear sparsity. The required new assumptions are proved for Bayesian inner denoising. When Bayesian outer and inner denoisers are used in GAMP, the obtained state evolution recursion is utilized to evaluate the prefactor $δ$ in the sample complexity, called reconstruction threshold. If and only if $δ$ is larger than the reconstruction threshold, Bayesian GAMP can achieve asymptotically exact signal reconstruction. In particular, the reconstruction threshold is finite for noisy linear measurements when the support of non-zero signal elements does not include a neighborhood of zero. As numerical examples, this paper considers linear measurements and 1-bit compressed sensing. Numerical simulations for both cases show that Bayesian GAMP outperforms existing algorithms for sublinear sparsity in terms of the sample complexity.
In the problem of compressive phase retrieval, one wants to recover an approximately $k$-sparse signal $x \in \mathbb{C}^n$, given the magnitudes of the entries of $Φx$, where $Φ\in \mathbb{C}^{m \times n}$. This problem has received a fair amount of attention, with sublinear time algorithms appearing in \cite{cai2014super,pedarsani2014phasecode,yin2015fast}. In this paper we further investigate the direction of sublinear decoding for real signals by giving a recovery scheme under the $\ell_2 / \ell_2$ guarantee, with almost optimal, $\Oh(k \log n )$, number of measurements. Our result outperf…
Sparse regression codes with approximate message passing (AMP) decoding have gained much attention in recent times. The concepts underlying this coding scheme extend to unsourced access with coded compressed sensing (CCS), as first pointed out by Fengler, Jung, and Caire. More specifically, their approach uses a concatenated coding framework with an inner AMP decoder followed by an outer tree decoder. In the original implementation, these two components work independently of each other, with the tree decoder acting on the static output of the AMP decoder. This article introduces a novel framew…
In the compressive phase retrieval problem, or phaseless compressed sensing, or compressed sensing from intensity only measurements, the goal is to reconstruct a sparse or approximately $k$-sparse vector $x \in \mathbb{R}^n$ given access to $y= |Φx|$, where $|v|$ denotes the vector obtained from taking the absolute value of $v\in\mathbb{R}^n$ coordinate-wise. In this paper we present sublinear-time algorithms for different variants of the compressive phase retrieval problem which are akin to the variants considered for the classical compressive sensing problem in theoretical computer science. …
Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Bayesian approximate message passing (BAMP) performs joint recovery of multiple vectors with identical support and accounts for correlations in the signal of interest and in the noise. In this paper, we show how to reduce the complexity of vector BAMP via a simple joint decorrelation diagonalization) transform of the signal and noise vectors, which also facilitates the subsequent performance analysis. We prove that BAMP and the correspo…
In this work, we perform a complete failure analysis of the interval-passing algorithm (IPA) for compressed sensing, an efficient iterative algorithm for reconstructing a $k$-sparse nonnegative $n$-dimensional real signal $\boldsymbol{x}$ from a small number of linear measurements $\boldsymbol{y}$. In particular, we show that the IPA fails to recover $\boldsymbol{x}$ from $\boldsymbol{y}$ if and only if it fails to recover a corresponding binary vector of the same support, and also that only positions of nonzero values in the measurement matrix are of importance to the success of recovery. Bas…
For certain sensing matrices, the Approximate Message Passing (AMP) algorithm efficiently reconstructs undersampled signals. However, in Magnetic Resonance Imaging (MRI), where Fourier coefficients of a natural image are sampled with variable density, AMP encounters convergence problems. In response we present an algorithm based on Orthogonal AMP constructed specifically for variable density partial Fourier sensing matrices. For the first time in this setting a state evolution has been observed. A practical advantage of state evolution is that Stein's Unbiased Risk Estimate (SURE) can be effec…
Is it possible to obliviously construct a set of hyperplanes H such that you can approximate a unit vector x when you are given the side on which the vector lies with respect to every h in H? In the sparse recovery literature, where x is approximately k-sparse, this problem is called one-bit compressed sensing and has received a fair amount of attention the last decade. In this paper we obtain the first scheme that achieves almost optimal measurements and sublinear decoding time for one-bit compressed sensing in the non-uniform case. For a large range of parameters, we improve the state of the…
Sparse regression codes with approximate message passing (AMP) decoding have gained much attention in recent times. The concepts underlying this coding scheme extend to unsourced random access with coded compressed sensing (CCS), as first demonstrated by Fengler, Jung, and Caire. Specifically, their approach employs a concatenated coding framework with an inner AMP decoder followed by an outer tree decoder. In their original implementation, these two components work independently of each other, with the tree decoder acting on the static output of the AMP decoder. This article introduces a nove…
This paper presents a unified framework to understand the dynamics of message-passing algorithms in compressed sensing. State evolution is rigorously analyzed for a general error model that contains the error model of approximate message-passing (AMP), as well as that of orthogonal AMP. As a by-product, AMP is proved to converge asymptotically if the sensing matrix is orthogonally invariant and if the moment sequence of its asymptotic singular-value distribution coincide with that of the Marchenko-Pastur distribution up to the order that is at most twice as large as the maximum number of itera…
Inferring Sparsity: Compressed Sensing using Generalized Restricted Boltzmann Machines
École Normale Supérieure, PSL Research University(巴黎高等师范学院,PSL研究大学);Université Pierre et Marie Curie, Sorbonne Universités(皮埃尔和玛丽·居里大学,索邦大学);INRIA Paris(法国国家信息与自动化研究所巴黎中心)
Asymptotic Analysis of Complex LASSO via Complex Approximate Message Passing (CAMP)
从一组欠采样的随机线性测量中恢复稀疏信号是压缩感知中的主要问题。在本文中,我们考虑的情况下,信号和测量都是复杂的。本文研究了$\ell_1$中常用的重建方法-正则化最小二乘法(Regularized Least Squares,LASSO)。虽然一些研究表明,LASSO算法在某些条件下提供了理想的解决方案,该算法在复杂的设置中的精确渐近性能尚不清楚。本文将近似消息传递(AMP)算法推广到复信号和复测量,得到复近似消息传递算法(CAMP)。然后,我们推广的状态演化框架最近推出的AMP的分析,复杂的设置。使用状态演化,我们推导出精确的LASSO和CAMP的相变和噪声灵敏度的公式。
This letter proposes a novel message-passing algorithm for signal recovery in compressed sensing. The proposed algorithm solves the disadvantages of approximate message-passing (AMP) and orthogonal/vector AMP, and realizes their advantages. AMP converges only in a limited class of sensing matrices while it has low complexity. Orthogonal/vector AMP requires a high-complexity matrix inversion while it is applicable for a wide class of sensing matrices. The key feature of the proposed algorithm is the so-called Onsager correction via a convolution of messages in all preceding iterations while the…
Compressed sensing has been employed to reduce the pilot overhead for channel estimation in wireless communication systems. Particularly, structured turbo compressed sensing (STCS) provides a generic framework for structured sparse signal recovery with reduced computational complexity and storage requirement. In this paper, we consider the problem of massive multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) channel estimation in a frequency division duplexing (FDD) downlink system. By exploiting the structured sparsity in the angle-frequency domain (AFD) a…
This article seeks to advance coded compressed sensing (CCS) as a practical scheme for unsourced random access. The original CCS algorithm features a concatenated structure where an inner code is tasked with support recovery, and an outer tree code conducts message disambiguation. Recently, a link between CCS and sparse regression codes was established, leading to the application of approximate message passing (AMP) to CCS. This connection was subsequently strengthened by integrating AMP and belief propagation on the outer code through a dynamic denoiser. Along these lines, this work shows how…
Coded compressed sensing is an algorithmic framework tailored to sparse recovery in very large dimensional spaces. This framework is originally envisioned for the unsourced multiple access channel, a wireless paradigm attuned to machine-type communications. Coded compressed sensing uses a divide-and-conquer approach to break the sparse recovery task into sub-components whose dimensions are amenable to conventional compressed sensing solvers. The recovered fragments are then stitched together using a low complexity decoder. This article introduces an enhanced decoding algorithm for coded compre…