Constrained Overcomplete Analysis Operator Learning for Cosparse Signal Modelling

We consider the problem of learning a low-dimensional signal model from a collection of training samples. The mainstream approach would be to learn an overcomplete dictionary to provide good approximations of the training samples using sparse synthesis coefficients. This famous sparse model has a less well known counterpart, in analysis form, called the cosparse analysis model. In this new model, signals are characterised by their parsimony in a transformed domain using an overcomplete (linear) analysis operator. We propose to learn an analysis operator from a training corpus using a constrained optimisation framework based on L1 optimisation. The reason for introducing a constraint in the optimisation framework is to exclude trivial solutions. Although there is no final answer here for which constraint is the most relevant constraint, we investigate some conventional constraints in the model adaptation field and use the uniformly normalised tight frame (UNTF) for this purpose. We then derive a practical learning algorithm, based on projected subgradients and Douglas-Rachford splitting technique, and demonstrate its ability to robustly recover a ground truth analysis operator, when provided with a clean training set, of sufficient size. We also find an analysis operator for images, using some noisy cosparse signals, which is indeed a more realistic experiment. As the derived optimisation problem is not a convex program, we often find a local minimum using such variational methods. Some local optimality conditions are derived for two different settings, providing preliminary theoretical support for the well-posedness of the learning problem under appropriate conditions.Comment: 29 pages, 13 figures, accepted to be published in TS

The achievable performance of convex demixing

Demixing is the problem of identifying multiple structured signals from a superimposed, undersampled, and noisy observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. When the constituent signals follow a generic incoherence model, this analysis leads to precise recovery guarantees. These results admit an attractive interpretation: each signal possesses an intrinsic degrees-of-freedom parameter, and demixing can succeed if and only if the dimension of the observation exceeds the total degrees of freedom present in the observation

Phase Transitions in Sparse PCA

We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state evolution to analyze what is the information theoretically minimal mean-squared error and the one achieved by AMP in the limit of large sizes. For a special case of rank one and large enough density of non-zeros Deshpande and Montanari [1] proved that AMP is asymptotically optimal. We show that both for low density and for large rank the problem undergoes a series of phase transitions suggesting existence of a region of parameters where estimation is information theoretically possible, but AMP (and presumably every other polynomial algorithm) fails. The analysis of the large rank limit is particularly instructive.Comment: 6 pages, 3 figure

On Verifiable Sufficient Conditions for Sparse Signal Recovery via ℓ1\ell_1 Minimization

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error bounds for imperfect $\ell_1$-recovery (nonzero measurement noise, nearly $s$-sparse signal, near-optimal solution of the optimization problem yielding the $\ell_1$-recovery) in terms of the characteristics underlying these conditions. Further, we demonstrate (and this is the principal result of the paper) that these characteristics, although difficult to evaluate, lead to verifiable sufficient conditions for exact sparse $\ell_1$-recovery and to efficiently computable upper bounds on those $s$ for which a given sensing matrix is $s$-good. We establish also instructive links between our approach and the basic concepts of the Compressed Sensing theory, like Restricted Isometry or Restricted Eigenvalue properties

Reliable recovery of hierarchically sparse signals for Gaussian and Kronecker product measurements

We propose and analyze a solution to the problem of recovering a block sparse signal with sparse blocks from linear measurements. Such problems naturally emerge inter alia in the context of mobile communication, in order to meet the scalability and low complexity requirements of massive antenna systems and massive machine-type communication. We introduce a new variant of the Hard Thresholding Pursuit (HTP) algorithm referred to as HiHTP. We provide both a proof of convergence and a recovery guarantee for noisy Gaussian measurements that exhibit an improved asymptotic scaling in terms of the sampling complexity in comparison with the usual HTP algorithm. Furthermore, hierarchically sparse signals and Kronecker product structured measurements naturally arise together in a variety of applications. We establish the efficient reconstruction of hierarchically sparse signals from Kronecker product measurements using the HiHTP algorithm. Additionally, we provide analytical results that connect our recovery conditions to generalized coherence measures. Again, our recovery results exhibit substantial improvement in the asymptotic sampling complexity scaling over the standard setting. Finally, we validate in numerical experiments that for hierarchically sparse signals, HiHTP performs significantly better compared to HTP.Comment: 11+4 pages, 5 figures. V3: Incomplete funding information corrected and minor typos corrected. V4: Change of title and additional author Axel Flinth. Included new results on Kronecker product measurements and relations of HiRIP to hierarchical coherence measures. Improved presentation of general hierarchically sparse signals and correction of minor typo