Asymptotic Analysis of Complex LASSO via Complex Approximate Message Passing (CAMP)

Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complex. We study the popular reconstruction method of $\ell_1$-regularized least squares or LASSO. While several studies have shown that the LASSO algorithm offers desirable solutions under certain conditions, the precise asymptotic performance of this algorithm in the complex setting is not yet known. In this paper, we extend the approximate message passing (AMP) algorithm to the complex signals and measurements and obtain the complex approximate message passing algorithm (CAMP). We then generalize the state evolution framework recently introduced for the analysis of AMP, to the complex setting. Using the state evolution, we derive accurate formulas for the phase transition and noise sensitivity of both LASSO and CAMP

Maximin Analysis of Message Passing Algorithms for Recovering Block Sparse Signals

We consider the problem of recovering a block (or group) sparse signal from an underdetermined set of random linear measurements, which appear in compressed sensing applications such as radar and imaging. Recent results of Donoho, Johnstone, and Montanari have shown that approximate message passing (AMP) in combination with Stein's shrinkage outperforms group LASSO for large block sizes. In this paper, we prove that, for a fixed block size and in the strong undersampling regime (i.e., having very few measurements compared to the ambient dimension), AMP cannot improve upon group LASSO, thereby complementing the results of Donoho et al

On Phase Transition of Compressed Sensing in the Complex Domain

The phase transition is a performance measure of the sparsity-undersampling tradeoff in compressed sensing (CS). This letter reports our first observation and evaluation of an empirical phase transition of the $\ell_1$ minimization approach to the complex valued CS (CVCS), which is positioned well above the known phase transition of the real valued CS in the phase plane. This result can be considered as an extension of the existing phase transition theory of the block-sparse CS (BSCS) based on the universality argument, since the CVCS problem does not meet the condition required by the phase transition theory of BSCS but its observed phase transition coincides with that of BSCS. Our result is obtained by applying the recently developed ONE-L1 algorithms to the empirical evaluation of the phase transition of CVCS.Comment: 4 pages, 3 figure