Compressed sensing with approximate message passing: measurement matrix and algorithm design

Compressed sensing (CS) is an emerging technique that exploits the properties of a sparse or compressible signal to efficiently and faithfully capture it with a sampling rate far below the Nyquist rate. The primary goal of compressed sensing is to achieve the best signal recovery with the least number of samples. To this end, two research directions have been receiving increasing attention: customizing the measurement matrix to the signal of interest and optimizing the reconstruction algorithm. In this thesis, contributions in both directions are made in the Bayesian setting for compressed sensing. The work presented in this thesis focuses on the approximate message passing (AMP) schemes, a new class of recovery algorithm that takes advantage of the statistical properties of the CS problem. First of all, a complete sample distortion (SD) framework is presented to fundamentally quantify the reconstruction performance for a certain pair of measurement matrix and recovery scheme. In the SD setting, the non-optimality region of the homogeneous Gaussian matrix is identified and the novel zeroing matrix is proposed with an improved performance. With the SD framework, the optimal sample allocation strategy for the block diagonal measurement matrix are derived for the wavelet representation of natural images. Extensive simulations validate the optimality of the proposed measurement matrix design. Motivated by the zeroing matrix, we extend the seeded matrix design in the CS literature to the novel modulated matrix structure. The major advantage of the modulated matrix over the seeded matrix lies in the simplicity of its state evolution dynamics. Together with the AMP based algorithm, the modulated matrix possesses a 1-D performance prediction system, with which we can optimize the matrix configuration. We then focus on a special modulated matrix form, designated as the two block matrix, which can also be seen as a generalization of the zeroing matrix. The effectiveness of the two block matrix is demonstrated through both sparse and compressible signals. The underlining reason for the improved performance is presented through the analysis of the state evolution dynamics. The final contribution of the thesis explores improving the reconstruction algorithm. By taking the signal prior into account, the Bayesian optimal AMP (BAMP) algorithm is demonstrated to dramatically improve the reconstruction quality. The key insight for its success is that it utilizes the minimum mean square error (MMSE) estimator for the CS denoising. However, the prerequisite of the prior information makes it often impractical. A novel SURE-AMP algorithm is proposed to address the dilemma. The critical feature of SURE-AMP is that the Stein’s unbiased risk estimate (SURE) based parametric least square estimator is used to replace the MMSE estimator. Given the optimization of the SURE estimator only involves the noisy data, it eliminates the need for the signal prior, thus can accommodate more general sparse models

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