4,505 research outputs found
-Analysis Minimization and Generalized (Co-)Sparsity: When Does Recovery Succeed?
This paper investigates the problem of signal estimation from undersampled
noisy sub-Gaussian measurements under the assumption of a cosparse model. Based
on generalized notions of sparsity, we derive novel recovery guarantees for the
-analysis basis pursuit, enabling highly accurate predictions of its
sample complexity. The corresponding bounds on the number of required
measurements do explicitly depend on the Gram matrix of the analysis operator
and therefore particularly account for its mutual coherence structure. Our
findings defy conventional wisdom which promotes the sparsity of analysis
coefficients as the crucial quantity to study. In fact, this common paradigm
breaks down completely in many situations of practical interest, for instance,
when applying a redundant (multilevel) frame as analysis prior. By extensive
numerical experiments, we demonstrate that, in contrast, our theoretical
sampling-rate bounds reliably capture the recovery capability of various
examples, such as redundant Haar wavelets systems, total variation, or random
frames. The proofs of our main results build upon recent achievements in the
convex geometry of data mining problems. More precisely, we establish a
sophisticated upper bound on the conic Gaussian mean width that is associated
with the underlying -analysis polytope. Due to a novel localization
argument, it turns out that the presented framework naturally extends to stable
recovery, allowing us to incorporate compressible coefficient sequences as
well
On the Analytic Wavelet Transform
An exact and general expression for the analytic wavelet transform of a
real-valued signal is constructed, resolving the time-dependent effects of
non-negligible amplitude and frequency modulation. The analytic signal is first
locally represented as a modulated oscillation, demodulated by its own
instantaneous frequency, and then Taylor-expanded at each point in time. The
terms in this expansion, called the instantaneous modulation functions, are
time-varying functions which quantify, at increasingly higher orders, the local
departures of the signal from a uniform sinusoidal oscillation. Closed-form
expressions for these functions are found in terms of Bell polynomials and
derivatives of the signal's instantaneous frequency and bandwidth. The analytic
wavelet transform is shown to depend upon the interaction between the signal's
instantaneous modulation functions and frequency-domain derivatives of the
wavelet, inducing a hierarchy of departures of the transform away from a
perfect representation of the signal. The form of these deviation terms
suggests a set of conditions for matching the wavelet properties to suit the
variability of the signal, in which case our expressions simplify considerably.
One may then quantify the time-varying bias associated with signal estimation
via wavelet ridge analysis, and choose wavelets to minimize this bias
- …