8,495 research outputs found
Recovery from Linear Measurements with Complexity-Matching Universal Signal Estimation
We study the compressed sensing (CS) signal estimation problem where an input
signal is measured via a linear matrix multiplication under additive noise.
While this setup usually assumes sparsity or compressibility in the input
signal during recovery, the signal structure that can be leveraged is often not
known a priori. In this paper, we consider universal CS recovery, where the
statistics of a stationary ergodic signal source are estimated simultaneously
with the signal itself. Inspired by Kolmogorov complexity and minimum
description length, we focus on a maximum a posteriori (MAP) estimation
framework that leverages universal priors to match the complexity of the
source. Our framework can also be applied to general linear inverse problems
where more measurements than in CS might be needed. We provide theoretical
results that support the algorithmic feasibility of universal MAP estimation
using a Markov chain Monte Carlo implementation, which is computationally
challenging. We incorporate some techniques to accelerate the algorithm while
providing comparable and in many cases better reconstruction quality than
existing algorithms. Experimental results show the promise of universality in
CS, particularly for low-complexity sources that do not exhibit standard
sparsity or compressibility.Comment: 29 pages, 8 figure
Adaptive Compressed Sensing for Support Recovery of Structured Sparse Sets
This paper investigates the problem of recovering the support of structured
signals via adaptive compressive sensing. We examine several classes of
structured support sets, and characterize the fundamental limits of accurately
recovering such sets through compressive measurements, while simultaneously
providing adaptive support recovery protocols that perform near optimally for
these classes. We show that by adaptively designing the sensing matrix we can
attain significant performance gains over non-adaptive protocols. These gains
arise from the fact that adaptive sensing can: (i) better mitigate the effects
of noise, and (ii) better capitalize on the structure of the support sets.Comment: to appear in IEEE Transactions on Information Theor
One-bit compressive sensing with norm estimation
Consider the recovery of an unknown signal from quantized linear
measurements. In the one-bit compressive sensing setting, one typically assumes
that is sparse, and that the measurements are of the form
. Since such
measurements give no information on the norm of , recovery methods from
such measurements typically assume that . We show that if one
allows more generally for quantized affine measurements of the form
, and if the vectors
are random, an appropriate choice of the affine shifts allows
norm recovery to be easily incorporated into existing methods for one-bit
compressive sensing. Additionally, we show that for arbitrary fixed in
the annulus , one may estimate the norm up to additive error from
such binary measurements through a single evaluation of the inverse Gaussian
error function. Finally, all of our recovery guarantees can be made universal
over sparse vectors, in the sense that with high probability, one set of
measurements and thresholds can successfully estimate all sparse vectors
within a Euclidean ball of known radius.Comment: 20 pages, 2 figure
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