Limits on Sparse Data Acquisition: RIC Analysis of Finite Gaussian Matrices

One of the key issues in the acquisition of sparse data by means of compressed sensing (CS) is the design of the measurement matrix. Gaussian matrices have been proven to be information-theoretically optimal in terms of minimizing the required number of measurements for sparse recovery. In this paper we provide a new approach for the analysis of the restricted isometry constant (RIC) of finite dimensional Gaussian measurement matrices. The proposed method relies on the exact distributions of the extreme eigenvalues for Wishart matrices. First, we derive the probability that the restricted isometry property is satisfied for a given sufficient recovery condition on the RIC, and propose a probabilistic framework to study both the symmetric and asymmetric RICs. Then, we analyze the recovery of compressible signals in noise through the statistical characterization of stability and robustness. The presented framework determines limits on various sparse recovery algorithms for finite size problems. In particular, it provides a tight lower bound on the maximum sparsity order of the acquired data allowing signal recovery with a given target probability. Also, we derive simple approximations for the RICs based on the Tracy-Widom distribution.Comment: 11 pages, 6 figures, accepted for publication in IEEE transactions on information theor

Asymptotic Analysis of MAP Estimation via the Replica Method and Applications to Compressed Sensing

The replica method is a non-rigorous but well-known technique from statistical physics used in the asymptotic analysis of large, random, nonlinear problems. This paper applies the replica method, under the assumption of replica symmetry, to study estimators that are maximum a posteriori (MAP) under a postulated prior distribution. It is shown that with random linear measurements and Gaussian noise, the replica-symmetric prediction of the asymptotic behavior of the postulated MAP estimate of an n-dimensional vector "decouples" as n scalar postulated MAP estimators. The result is based on applying a hardening argument to the replica analysis of postulated posterior mean estimators of Tanaka and of Guo and Verdu. The replica-symmetric postulated MAP analysis can be readily applied to many estimators used in compressed sensing, including basis pursuit, lasso, linear estimation with thresholding, and zero norm-regularized estimation. In the case of lasso estimation the scalar estimator reduces to a soft-thresholding operator, and for zero norm-regularized estimation it reduces to a hard-threshold. Among other benefits, the replica method provides a computationally-tractable method for precisely predicting various performance metrics including mean-squared error and sparsity pattern recovery probability.Comment: 22 pages; added details on the replica symmetry assumptio

Adaptive Non-uniform Compressive Sampling for Time-varying Signals

In this paper, adaptive non-uniform compressive sampling (ANCS) of time-varying signals, which are sparse in a proper basis, is introduced. ANCS employs the measurements of previous time steps to distribute the sensing energy among coefficients more intelligently. To this aim, a Bayesian inference method is proposed that does not require any prior knowledge of importance levels of coefficients or sparsity of the signal. Our numerical simulations show that ANCS is able to achieve the desired non-uniform recovery of the signal. Moreover, if the signal is sparse in canonical basis, ANCS can reduce the number of required measurements significantly.Comment: 6 pages, 8 figures, Conference on Information Sciences and Systems (CISS 2017) Baltimore, Marylan

Compressive Source Separation: Theory and Methods for Hyperspectral Imaging

With the development of numbers of high resolution data acquisition systems and the global requirement to lower the energy consumption, the development of efficient sensing techniques becomes critical. Recently, Compressed Sampling (CS) techniques, which exploit the sparsity of signals, have allowed to reconstruct signal and images with less measurements than the traditional Nyquist sensing approach. However, multichannel signals like Hyperspectral images (HSI) have additional structures, like inter-channel correlations, that are not taken into account in the classical CS scheme. In this paper we exploit the linear mixture of sources model, that is the assumption that the multichannel signal is composed of a linear combination of sources, each of them having its own spectral signature, and propose new sampling schemes exploiting this model to considerably decrease the number of measurements needed for the acquisition and source separation. Moreover, we give theoretical lower bounds on the number of measurements required to perform reconstruction of both the multichannel signal and its sources. We also proposed optimization algorithms and extensive experimentation on our target application which is HSI, and show that our approach recovers HSI with far less measurements and computational effort than traditional CS approaches.Comment: 32 page

Variational Bayesian algorithm for quantized compressed sensing

Compressed sensing (CS) is on recovery of high dimensional signals from their low dimensional linear measurements under a sparsity prior and digital quantization of the measurement data is inevitable in practical implementation of CS algorithms. In the existing literature, the quantization error is modeled typically as additive noise and the multi-bit and 1-bit quantized CS problems are dealt with separately using different treatments and procedures. In this paper, a novel variational Bayesian inference based CS algorithm is presented, which unifies the multi- and 1-bit CS processing and is applicable to various cases of noiseless/noisy environment and unsaturated/saturated quantizer. By decoupling the quantization error from the measurement noise, the quantization error is modeled as a random variable and estimated jointly with the signal being recovered. Such a novel characterization of the quantization error results in superior performance of the algorithm which is demonstrated by extensive simulations in comparison with state-of-the-art methods for both multi-bit and 1-bit CS problems.Comment: Accepted by IEEE Trans. Signal Processing. 10 pages, 6 figure

Compressed sensing reconstruction using Expectation Propagation

Many interesting problems in fields ranging from telecommunications to computational biology can be formalized in terms of large underdetermined systems of linear equations with additional constraints or regularizers. One of the most studied ones, the Compressed Sensing problem (CS), consists in finding the solution with the smallest number of non-zero components of a given system of linear equations $\boldsymbol y = \mathbf{F} \boldsymbol{w}$ for known measurement vector $\boldsymbol{y}$ and sensing matrix $\mathbf{F}$. Here, we will address the compressed sensing problem within a Bayesian inference framework where the sparsity constraint is remapped into a singular prior distribution (called Spike-and-Slab or Bernoulli-Gauss). Solution to the problem is attempted through the computation of marginal distributions via Expectation Propagation (EP), an iterative computational scheme originally developed in Statistical Physics. We will show that this strategy is comparatively more accurate than the alternatives in solving instances of CS generated from statistically correlated measurement matrices. For computational strategies based on the Bayesian framework such as variants of Belief Propagation, this is to be expected, as they implicitly rely on the hypothesis of statistical independence among the entries of the sensing matrix. Perhaps surprisingly, the method outperforms uniformly also all the other state-of-the-art methods in our tests.Comment: 20 pages, 6 figure