Estimation of Sparsity via Simple Measurements

We consider several related problems of estimating the 'sparsity' or number of nonzero elements $d$ in a length $n$ vector $\mathbf{x}$ by observing only $\mathbf{b} = M \odot \mathbf{x}$, where $M$ is a predesigned test matrix independent of $\mathbf{x}$, and the operation $\odot$ varies between problems. We aim to provide a $\Delta$-approximation of sparsity for some constant $\Delta$ with a minimal number of measurements (rows of $M$). This framework generalizes multiple problems, such as estimation of sparsity in group testing and compressed sensing. We use techniques from coding theory as well as probabilistic methods to show that $O(D \log D \log n)$ rows are sufficient when the operation $\odot$ is logical OR (i.e., group testing), and nearly this many are necessary, where $D$ is a known upper bound on $d$. When instead the operation $\odot$ is multiplication over $\mathbb{R}$ or a finite field $\mathbb{F}_q$, we show that respectively $\Theta(D)$ and $\Theta(D \log_q \frac{n}{D})$ measurements are necessary and sufficient.Comment: 13 pages; shortened version presented at ISIT 201

Sparse Signal Processing Concepts for Efficient 5G System Design

As it becomes increasingly apparent that 4G will not be able to meet the emerging demands of future mobile communication systems, the question what could make up a 5G system, what are the crucial challenges and what are the key drivers is part of intensive, ongoing discussions. Partly due to the advent of compressive sensing, methods that can optimally exploit sparsity in signals have received tremendous attention in recent years. In this paper we will describe a variety of scenarios in which signal sparsity arises naturally in 5G wireless systems. Signal sparsity and the associated rich collection of tools and algorithms will thus be a viable source for innovation in 5G wireless system design. We will discribe applications of this sparse signal processing paradigm in MIMO random access, cloud radio access networks, compressive channel-source network coding, and embedded security. We will also emphasize important open problem that may arise in 5G system design, for which sparsity will potentially play a key role in their solution.Comment: 18 pages, 5 figures, accepted for publication in IEEE Acces

Imaging With Nature: Compressive Imaging Using a Multiply Scattering Medium

The recent theory of compressive sensing leverages upon the structure of signals to acquire them with much fewer measurements than was previously thought necessary, and certainly well below the traditional Nyquist-Shannon sampling rate. However, most implementations developed to take advantage of this framework revolve around controlling the measurements with carefully engineered material or acquisition sequences. Instead, we use the natural randomness of wave propagation through multiply scattering media as an optimal and instantaneous compressive imaging mechanism. Waves reflected from an object are detected after propagation through a well-characterized complex medium. Each local measurement thus contains global information about the object, yielding a purely analog compressive sensing method. We experimentally demonstrate the effectiveness of the proposed approach for optical imaging by using a 300-micrometer thick layer of white paint as the compressive imaging device. Scattering media are thus promising candidates for designing efficient and compact compressive imagers.Comment: 17 pages, 8 figure

Structured Sparsity: Discrete and Convex approaches

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics applications: While the ambient dimension is vast in modern data analysis problems, the relevant information therein typically resides in a much lower dimensional space. However, many solutions proposed nowadays do not leverage the true underlying structure. Recent results in CS extend the simple sparsity idea to more sophisticated {\em structured} sparsity models, which describe the interdependency between the nonzero components of a signal, allowing to increase the interpretability of the results and lead to better recovery performance. In order to better understand the impact of structured sparsity, in this chapter we analyze the connections between the discrete models and their convex relaxations, highlighting their relative advantages. We start with the general group sparse model and then elaborate on two important special cases: the dispersive and the hierarchical models. For each, we present the models in their discrete nature, discuss how to solve the ensuing discrete problems and then describe convex relaxations. We also consider more general structures as defined by set functions and present their convex proxies. Further, we discuss efficient optimization solutions for structured sparsity problems and illustrate structured sparsity in action via three applications.Comment: 30 pages, 18 figure

Tracking Target Signal Strengths on a Grid using Sparsity

Multi-target tracking is mainly challenged by the nonlinearity present in the measurement equation, and the difficulty in fast and accurate data association. To overcome these challenges, the present paper introduces a grid-based model in which the state captures target signal strengths on a known spatial grid (TSSG). This model leads to \emph{linear} state and measurement equations, which bypass data association and can afford state estimation via sparsity-aware Kalman filtering (KF). Leveraging the grid-induced sparsity of the novel model, two types of sparsity-cognizant TSSG-KF trackers are developed: one effects sparsity through $\ell_1$-norm regularization, and the other invokes sparsity as an extra measurement. Iterative extended KF and Gauss-Newton algorithms are developed for reduced-complexity tracking, along with accurate error covariance updates for assessing performance of the resultant sparsity-aware state estimators. Based on TSSG state estimates, more informative target position and track estimates can be obtained in a follow-up step, ensuring that track association and position estimation errors do not propagate back into TSSG state estimates. The novel TSSG trackers do not require knowing the number of targets or their signal strengths, and exhibit considerably lower complexity than the benchmark hidden Markov model filter, especially for a large number of targets. Numerical simulations demonstrate that sparsity-cognizant trackers enjoy improved root mean-square error performance at reduced complexity when compared to their sparsity-agnostic counterparts.Comment: Submitted to IEEE Trans. on Signal Processin

A Sparse Bayesian Estimation Framework for Conditioning Prior Geologic Models to Nonlinear Flow Measurements

We present a Bayesian framework for reconstruction of subsurface hydraulic properties from nonlinear dynamic flow data by imposing sparsity on the distribution of the solution coefficients in a compression transform domain