4,139 research outputs found

    On Probability of Support Recovery for Orthogonal Matching Pursuit Using Mutual Coherence

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    In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian noise is derived. Compared to previous work, the new bound takes into account the signal parameters such as dynamic range, noise variance, and sparsity. Numerical simulations show significant improvements over previous work and a closer match to empirically obtained results of the OMP algorithm.Comment: Submitted to IEEE Signal Processing Letters. arXiv admin note: substantial text overlap with arXiv:1608.0038

    Noise Folding in Compressed Sensing

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    The literature on compressed sensing has focused almost entirely on settings where the signal is noiseless and the measurements are contaminated by noise. In practice, however, the signal itself is often subject to random noise prior to measurement. We briefly study this setting and show that, for the vast majority of measurement schemes employed in compressed sensing, the two models are equivalent with the important difference that the signal-to-noise ratio is divided by a factor proportional to p/n, where p is the dimension of the signal and n is the number of observations. Since p/n is often large, this leads to noise folding which can have a severe impact on the SNR

    Conditioning of Random Block Subdictionaries with Applications to Block-Sparse Recovery and Regression

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    The linear model, in which a set of observations is assumed to be given by a linear combination of columns of a matrix, has long been the mainstay of the statistics and signal processing literature. One particular challenge for inference under linear models is understanding the conditions on the dictionary under which reliable inference is possible. This challenge has attracted renewed attention in recent years since many modern inference problems deal with the "underdetermined" setting, in which the number of observations is much smaller than the number of columns in the dictionary. This paper makes several contributions for this setting when the set of observations is given by a linear combination of a small number of groups of columns of the dictionary, termed the "block-sparse" case. First, it specifies conditions on the dictionary under which most block subdictionaries are well conditioned. This result is fundamentally different from prior work on block-sparse inference because (i) it provides conditions that can be explicitly computed in polynomial time, (ii) the given conditions translate into near-optimal scaling of the number of columns of the block subdictionaries as a function of the number of observations for a large class of dictionaries, and (iii) it suggests that the spectral norm and the quadratic-mean block coherence of the dictionary (rather than the worst-case coherences) fundamentally limit the scaling of dimensions of the well-conditioned block subdictionaries. Second, this paper investigates the problems of block-sparse recovery and block-sparse regression in underdetermined settings. Near-optimal block-sparse recovery and regression are possible for certain dictionaries as long as the dictionary satisfies easily computable conditions and the coefficients describing the linear combination of groups of columns can be modeled through a mild statistical prior.Comment: 39 pages, 3 figures. A revised and expanded version of the paper published in IEEE Transactions on Information Theory (DOI: 10.1109/TIT.2015.2429632); this revision includes corrections in the proofs of some of the result

    Relaxed Recovery Conditions for OMP/OLS by Exploiting both Coherence and Decay

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    We propose extended coherence-based conditions for exact sparse support recovery using orthogonal matching pursuit (OMP) and orthogonal least squares (OLS). Unlike standard uniform guarantees, we embed some information about the decay of the sparse vector coefficients in our conditions. As a result, the standard condition μ<1/(2k1)\mu<1/(2k-1) (where μ\mu denotes the mutual coherence and kk the sparsity level) can be weakened as soon as the non-zero coefficients obey some decay, both in the noiseless and the bounded-noise scenarios. Furthermore, the resulting condition is approaching μ<1/k\mu<1/k for strongly decaying sparse signals. Finally, in the noiseless setting, we prove that the proposed conditions, in particular the bound μ<1/k\mu<1/k, are the tightest achievable guarantees based on mutual coherence
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