Exact Reconstruction using Beurling Minimal Extrapolation

We show that measures with finite support on the real line are the unique solution to an algorithm, named generalized minimal extrapolation, involving only a finite number of generalized moments (which encompass the standard moments, the Laplace transform, the Stieltjes transformation, etc). Generalized minimal extrapolation shares related geometric properties with basis pursuit of Chen, Donoho and Saunders [CDS98]. Indeed we also extend some standard results of compressed sensing (the dual polynomial, the nullspace property) to the signed measure framework. We express exact reconstruction in terms of a simple interpolation problem. We prove that every nonnegative measure, supported by a set containing s points,can be exactly recovered from only 2s + 1 generalized moments. This result leads to a new construction of deterministic sensing matrices for compressed sensing.Comment: 27 pages, 3 figures version 2 : minor changes and new titl

Compressed Sensing of Approximately-Sparse Signals: Phase Transitions and Optimal Reconstruction

Compressed sensing is designed to measure sparse signals directly in a compressed form. However, most signals of interest are only "approximately sparse", i.e. even though the signal contains only a small fraction of relevant (large) components the other components are not strictly equal to zero, but are only close to zero. In this paper we model the approximately sparse signal with a Gaussian distribution of small components, and we study its compressed sensing with dense random matrices. We use replica calculations to determine the mean-squared error of the Bayes-optimal reconstruction for such signals, as a function of the variance of the small components, the density of large components and the measurement rate. We then use the G-AMP algorithm and we quantify the region of parameters for which this algorithm achieves optimality (for large systems). Finally, we show that in the region where the GAMP for the homogeneous measurement matrices is not optimal, a special "seeding" design of a spatially-coupled measurement matrix allows to restore optimality.Comment: 8 pages, 10 figure

Generalized Inpainting Method for Hyperspectral Image Acquisition

A recently designed hyperspectral imaging device enables multiplexed acquisition of an entire data volume in a single snapshot thanks to monolithically-integrated spectral filters. Such an agile imaging technique comes at the cost of a reduced spatial resolution and the need for a demosaicing procedure on its interleaved data. In this work, we address both issues and propose an approach inspired by recent developments in compressed sensing and analysis sparse models. We formulate our superresolution and demosaicing task as a 3-D generalized inpainting problem. Interestingly, the target spatial resolution can be adjusted for mitigating the compression level of our sensing. The reconstruction procedure uses a fast greedy method called Pseudo-inverse IHT. We also show on simulations that a random arrangement of the spectral filters on the sensor is preferable to regular mosaic layout as it improves the quality of the reconstruction. The efficiency of our technique is demonstrated through numerical experiments on both synthetic and real data as acquired by the snapshot imager.Comment: Keywords: Hyperspectral, inpainting, iterative hard thresholding, sparse models, CMOS, Fabry-P\'ero