10,369 research outputs found
Info-Greedy sequential adaptive compressed sensing
We present an information-theoretic framework for sequential adaptive
compressed sensing, Info-Greedy Sensing, where measurements are chosen to
maximize the extracted information conditioned on the previous measurements. We
show that the widely used bisection approach is Info-Greedy for a family of
-sparse signals by connecting compressed sensing and blackbox complexity of
sequential query algorithms, and present Info-Greedy algorithms for Gaussian
and Gaussian Mixture Model (GMM) signals, as well as ways to design sparse
Info-Greedy measurements. Numerical examples demonstrate the good performance
of the proposed algorithms using simulated and real data: Info-Greedy Sensing
shows significant improvement over random projection for signals with sparse
and low-rank covariance matrices, and adaptivity brings robustness when there
is a mismatch between the assumed and the true distributions.Comment: Preliminary results presented at Allerton Conference 2014. To appear
in IEEE Journal Selected Topics on Signal Processin
Sequential Sensing with Model Mismatch
We characterize the performance of sequential information guided sensing,
Info-Greedy Sensing, when there is a mismatch between the true signal model and
the assumed model, which may be a sample estimate. In particular, we consider a
setup where the signal is low-rank Gaussian and the measurements are taken in
the directions of eigenvectors of the covariance matrix in a decreasing order
of eigenvalues. We establish a set of performance bounds when a mismatched
covariance matrix is used, in terms of the gap of signal posterior entropy, as
well as the additional amount of power required to achieve the same signal
recovery precision. Based on this, we further study how to choose an
initialization for Info-Greedy Sensing using the sample covariance matrix, or
using an efficient covariance sketching scheme.Comment: Submitted to IEEE for publicatio
Pushing towards the Limit of Sampling Rate: Adaptive Chasing Sampling
Measurement samples are often taken in various monitoring applications. To
reduce the sensing cost, it is desirable to achieve better sensing quality
while using fewer samples. Compressive Sensing (CS) technique finds its role
when the signal to be sampled meets certain sparsity requirements. In this
paper we investigate the possibility and basic techniques that could further
reduce the number of samples involved in conventional CS theory by exploiting
learning-based non-uniform adaptive sampling.
Based on a typical signal sensing application, we illustrate and evaluate the
performance of two of our algorithms, Individual Chasing and Centroid Chasing,
for signals of different distribution features. Our proposed learning-based
adaptive sampling schemes complement existing efforts in CS fields and do not
depend on any specific signal reconstruction technique. Compared to
conventional sparse sampling methods, the simulation results demonstrate that
our algorithms allow less number of samples for accurate signal
reconstruction and achieve up to smaller signal reconstruction error
under the same noise condition.Comment: 9 pages, IEEE MASS 201
A robust parallel algorithm for combinatorial compressed sensing
In previous work two of the authors have shown that a vector with at most nonzeros can be recovered from an expander
sketch in operations via the
Parallel- decoding algorithm, where denotes the
number of nonzero entries in . In this paper we
present the Robust- decoding algorithm, which robustifies
Parallel- when the sketch is corrupted by additive noise. This
robustness is achieved by approximating the asymptotic posterior distribution
of values in the sketch given its corrupted measurements. We provide analytic
expressions that approximate these posteriors under the assumptions that the
nonzero entries in the signal and the noise are drawn from continuous
distributions. Numerical experiments presented show that Robust- is
superior to existing greedy and combinatorial compressed sensing algorithms in
the presence of small to moderate signal-to-noise ratios in the setting of
Gaussian signals and Gaussian additive noise
- β¦