Almost Lossless Analog Signal Separation

We propose an information-theoretic framework for analog signal separation. Specifically, we consider the problem of recovering two analog signals from a noiseless sum of linear measurements of the signals. Our framework is inspired by the groundbreaking work of Wu and Verd\'u (2010) on almost lossless analog compression. The main results of the present paper are a general achievability bound for the compression rate in the analog signal separation problem, an exact expression for the optimal compression rate in the case of signals that have mixed discrete-continuous distributions, and a new technique for showing that the intersection of generic subspaces with subsets of sufficiently small Minkowski dimension is empty. This technique can also be applied to obtain a simplified proof of a key result in Wu and Verd\'u (2010).Comment: To be presented at IEEE Int. Symp. Inf. Theory 2013, Istanbul, Turke

Compressed Sensing with Coherent and Redundant Dictionaries

This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary. This work thus bridges a gap in the literature and shows not only that compressed sensing is viable in this context, but also that accurate recovery is possible via an L1-analysis optimization problem. We introduce a condition on the measurement/sensing matrix, which is a natural generalization of the now well-known restricted isometry property, and which guarantees accurate recovery of signals that are nearly sparse in (possibly) highly overcomplete and coherent dictionaries. This condition imposes no incoherence restriction on the dictionary and our results may be the first of this kind. We discuss practical examples and the implications of our results on those applications, and complement our study by demonstrating the potential of L1-analysis for such problems

Efficient Resolution of Anisotropic Structures

We highlight some recent new delevelopments concerning the sparse representation of possibly high-dimensional functions exhibiting strong anisotropic features and low regularity in isotropic Sobolev or Besov scales. Specifically, we focus on the solution of transport equations which exhibit propagation of singularities where, additionally, high-dimensionality enters when the convection field, and hence the solutions, depend on parameters varying over some compact set. Important constituents of our approach are directionally adaptive discretization concepts motivated by compactly supported shearlet systems, and well-conditioned stable variational formulations that support trial spaces with anisotropic refinements with arbitrary directionalities. We prove that they provide tight error-residual relations which are used to contrive rigorously founded adaptive refinement schemes which converge in $L_2$. Moreover, in the context of parameter dependent problems we discuss two approaches serving different purposes and working under different regularity assumptions. For frequent query problems, making essential use of the novel well-conditioned variational formulations, a new Reduced Basis Method is outlined which exhibits a certain rate-optimal performance for indefinite, unsymmetric or singularly perturbed problems. For the radiative transfer problem with scattering a sparse tensor method is presented which mitigates or even overcomes the curse of dimensionality under suitable (so far still isotropic) regularity assumptions. Numerical examples for both methods illustrate the theoretical findings