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Limits on Support Recovery with Probabilistic Models: An Information-Theoretic Framework
The support recovery problem consists of determining a sparse subset of a set
of variables that is relevant in generating a set of observations, and arises
in a diverse range of settings such as compressive sensing, and subset
selection in regression, and group testing. In this paper, we take a unified
approach to support recovery problems, considering general probabilistic models
relating a sparse data vector to an observation vector. We study the
information-theoretic limits of both exact and partial support recovery, taking
a novel approach motivated by thresholding techniques in channel coding. We
provide general achievability and converse bounds characterizing the trade-off
between the error probability and number of measurements, and we specialize
these to the linear, 1-bit, and group testing models. In several cases, our
bounds not only provide matching scaling laws in the necessary and sufficient
number of measurements, but also sharp thresholds with matching constant
factors. Our approach has several advantages over previous approaches: For the
achievability part, we obtain sharp thresholds under broader scalings of the
sparsity level and other parameters (e.g., signal-to-noise ratio) compared to
several previous works, and for the converse part, we not only provide
conditions under which the error probability fails to vanish, but also
conditions under which it tends to one.Comment: Accepted to IEEE Transactions on Information Theory; presented in
part at ISIT 2015 and SODA 201
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