1,669 research outputs found
Computational Methods for Sparse Solution of Linear Inverse Problems
The goal of the sparse approximation problem is to approximate a target signal using a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, to the circumstances in which individual methods tend to perform well, and to the theoretical guarantees available. Many fundamental questions in electrical engineering, statistics, and applied mathematics can be posed as sparse approximation problems, making these algorithms versatile and relevant to a plethora of applications
CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
Compressive sampling offers a new paradigm for acquiring signals that are
compressible with respect to an orthonormal basis. The major algorithmic
challenge in compressive sampling is to approximate a compressible signal from
noisy samples. This paper describes a new iterative recovery algorithm called
CoSaMP that delivers the same guarantees as the best optimization-based
approaches. Moreover, this algorithm offers rigorous bounds on computational
cost and storage. It is likely to be extremely efficient for practical problems
because it requires only matrix-vector multiplies with the sampling matrix. For
many cases of interest, the running time is just O(N*log^2(N)), where N is the
length of the signal.Comment: 30 pages. Revised. Presented at Information Theory and Applications,
31 January 2008, San Dieg
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
A Deep Learning Approach to Structured Signal Recovery
In this paper, we develop a new framework for sensing and recovering
structured signals. In contrast to compressive sensing (CS) systems that employ
linear measurements, sparse representations, and computationally complex
convex/greedy algorithms, we introduce a deep learning framework that supports
both linear and mildly nonlinear measurements, that learns a structured
representation from training data, and that efficiently computes a signal
estimate. In particular, we apply a stacked denoising autoencoder (SDA), as an
unsupervised feature learner. SDA enables us to capture statistical
dependencies between the different elements of certain signals and improve
signal recovery performance as compared to the CS approach
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