Probabilistic Reconstruction in Compressed Sensing: Algorithms, Phase Diagrams, and Threshold Achieving Matrices

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement protocols in a wide range of applications. Using an interdisciplinary approach, we have recently proposed in [arXiv:1109.4424] a strategy that allows compressed sensing to be performed at acquisition rates approaching to the theoretical optimal limits. In this paper, we give a more thorough presentation of our approach, and introduce many new results. We present the probabilistic approach to reconstruction and discuss its optimality and robustness. We detail the derivation of the message passing algorithm for reconstruction and expectation max- imization learning of signal-model parameters. We further develop the asymptotic analysis of the corresponding phase diagrams with and without measurement noise, for different distribution of signals, and discuss the best possible reconstruction performances regardless of the algorithm. We also present new efficient seeding matrices, test them on synthetic data and analyze their performance asymptotically.Comment: 42 pages, 37 figures, 3 appendixe

Compressed sensing imaging techniques for radio interferometry

Radio interferometry probes astrophysical signals through incomplete and noisy Fourier measurements. The theory of compressed sensing demonstrates that such measurements may actually suffice for accurate reconstruction of sparse or compressible signals. We propose new generic imaging techniques based on convex optimization for global minimization problems defined in this context. The versatility of the framework notably allows introduction of specific prior information on the signals, which offers the possibility of significant improvements of reconstruction relative to the standard local matching pursuit algorithm CLEAN used in radio astronomy. We illustrate the potential of the approach by studying reconstruction performances on simulations of two different kinds of signals observed with very generic interferometric configurations. The first kind is an intensity field of compact astrophysical objects. The second kind is the imprint of cosmic strings in the temperature field of the cosmic microwave background radiation, of particular interest for cosmology.Comment: 10 pages, 1 figure. Version 2 matches version accepted for publication in MNRAS. Changes includes: writing corrections, clarifications of arguments, figure update, and a new subsection 4.1 commenting on the exact compliance of radio interferometric measurements with compressed sensin

Statistical physics-based reconstruction in compressed sensing

Compressed sensing is triggering a major evolution in signal acquisition. It consists in sampling a sparse signal at low rate and later using computational power for its exact reconstruction, so that only the necessary information is measured. Currently used reconstruction techniques are, however, limited to acquisition rates larger than the true density of the signal. We design a new procedure which is able to reconstruct exactly the signal with a number of measurements that approaches the theoretical limit in the limit of large systems. It is based on the joint use of three essential ingredients: a probabilistic approach to signal reconstruction, a message-passing algorithm adapted from belief propagation, and a careful design of the measurement matrix inspired from the theory of crystal nucleation. The performance of this new algorithm is analyzed by statistical physics methods. The obtained improvement is confirmed by numerical studies of several cases.Comment: 20 pages, 8 figures, 3 tables. Related codes and data are available at http://aspics.krzakala.or

PURIFY: a new algorithmic framework for next-generation radio-interferometric imaging

In recent works, compressed sensing (CS) and convex opti- mization techniques have been applied to radio-interferometric imaging showing the potential to outperform state-of-the-art imaging algorithms in the field. We review our latest contributions [1, 2, 3], which leverage the versatility of convex optimization to both handle realistic continuous visibilities and offer a highly parallelizable structure paving the way to significant acceleration of the reconstruction and high-dimensional data scalability. The new algorithmic structure promoted in a new software PURIFY (beta version) relies on the simultaneous-direction method of multipliers (SDMM). The performance of various sparsity priors is evaluated through simulations in the continuous visibility setting, confirming the superiority of our recent average sparsity approach SARA

Turbo Bayesian Compressed Sensing

Compressed sensing (CS) theory specifies a new signal acquisition approach, potentially allowing the acquisition of signals at a much lower data rate than the Nyquist sampling rate. In CS, the signal is not directly acquired but reconstructed from a few measurements. One of the key problems in CS is how to recover the original signal from measurements in the presence of noise. This dissertation addresses signal reconstruction problems in CS. First, a feedback structure and signal recovery algorithm, orthogonal pruning pursuit (OPP), is proposed to exploit the prior knowledge to reconstruct the signal in the noise-free situation. To handle the noise, a noise-aware signal reconstruction algorithm based on Bayesian Compressed Sensing (BCS) is developed. Moreover, a novel Turbo Bayesian Compressed Sensing (TBCS) algorithm is developed for joint signal reconstruction by exploiting both spatial and temporal redundancy. Then, the TBCS algorithm is applied to a UWB positioning system for achieving mm-accuracy with low sampling rate ADCs. Finally, hardware implementation of BCS signal reconstruction on FPGAs and GPUs is investigated. Implementation on GPUs and FPGAs of parallel Cholesky decomposition, which is a key component of BCS, is explored. Simulation results on software and hardware have demonstrated that OPP and TBCS outperform previous approaches, with UWB positioning accuracy improved by 12.8x. The accelerated computation helps enable real-time application of this work