43,954 research outputs found
Statistical Compressive Sensing of Gaussian Mixture Models
A new framework of compressive sensing (CS), namely statistical compressive
sensing (SCS), that aims at efficiently sampling a collection of signals that
follow a statistical distribution and achieving accurate reconstruction on
average, is introduced. For signals following a Gaussian distribution, with
Gaussian or Bernoulli sensing matrices of O(k) measurements, considerably
smaller than the O(k log(N/k)) required by conventional CS, where N is the
signal dimension, and with an optimal decoder implemented with linear
filtering, significantly faster than the pursuit decoders applied in
conventional CS, the error of SCS is shown tightly upper bounded by a constant
times the k-best term approximation error, with overwhelming probability. The
failure probability is also significantly smaller than that of conventional CS.
Stronger yet simpler results further show that for any sensing matrix, the
error of Gaussian SCS is upper bounded by a constant times the k-best term
approximation with probability one, and the bound constant can be efficiently
calculated. For signals following Gaussian mixture models, SCS with a piecewise
linear decoder is introduced and shown to produce for real images better
results than conventional CS based on sparse models
Determination of Nonlinear Genetic Architecture using Compressed Sensing
We introduce a statistical method that can reconstruct nonlinear genetic
models (i.e., including epistasis, or gene-gene interactions) from
phenotype-genotype (GWAS) data. The computational and data resource
requirements are similar to those necessary for reconstruction of linear
genetic models (or identification of gene-trait associations), assuming a
condition of generalized sparsity, which limits the total number of gene-gene
interactions. An example of a sparse nonlinear model is one in which a typical
locus interacts with several or even many others, but only a small subset of
all possible interactions exist. It seems plausible that most genetic
architectures fall in this category. Our method uses a generalization of
compressed sensing (L1-penalized regression) applied to nonlinear functions of
the sensing matrix. We give theoretical arguments suggesting that the method is
nearly optimal in performance, and demonstrate its effectiveness on broad
classes of nonlinear genetic models using both real and simulated human
genomes.Comment: 20 pages, 8 figures. arXiv admin note: text overlap with
arXiv:1408.342
Statistical Compressed Sensing of Gaussian Mixture Models
A novel framework of compressed sensing, namely statistical compressed
sensing (SCS), that aims at efficiently sampling a collection of signals that
follow a statistical distribution, and achieving accurate reconstruction on
average, is introduced. SCS based on Gaussian models is investigated in depth.
For signals that follow a single Gaussian model, with Gaussian or Bernoulli
sensing matrices of O(k) measurements, considerably smaller than the O(k
log(N/k)) required by conventional CS based on sparse models, where N is the
signal dimension, and with an optimal decoder implemented via linear filtering,
significantly faster than the pursuit decoders applied in conventional CS, the
error of SCS is shown tightly upper bounded by a constant times the best k-term
approximation error, with overwhelming probability. The failure probability is
also significantly smaller than that of conventional sparsity-oriented CS.
Stronger yet simpler results further show that for any sensing matrix, the
error of Gaussian SCS is upper bounded by a constant times the best k-term
approximation with probability one, and the bound constant can be efficiently
calculated. For Gaussian mixture models (GMMs), that assume multiple Gaussian
distributions and that each signal follows one of them with an unknown index, a
piecewise linear estimator is introduced to decode SCS. The accuracy of model
selection, at the heart of the piecewise linear decoder, is analyzed in terms
of the properties of the Gaussian distributions and the number of sensing
measurements. A maximum a posteriori expectation-maximization algorithm that
iteratively estimates the Gaussian models parameters, the signals model
selection, and decodes the signals, is presented for GMM-based SCS. In real
image sensing applications, GMM-based SCS is shown to lead to improved results
compared to conventional CS, at a considerably lower computational cost
Average-case Hardness of RIP Certification
The restricted isometry property (RIP) for design matrices gives guarantees
for optimal recovery in sparse linear models. It is of high interest in
compressed sensing and statistical learning. This property is particularly
important for computationally efficient recovery methods. As a consequence,
even though it is in general NP-hard to check that RIP holds, there have been
substantial efforts to find tractable proxies for it. These would allow the
construction of RIP matrices and the polynomial-time verification of RIP given
an arbitrary matrix. We consider the framework of average-case certifiers, that
never wrongly declare that a matrix is RIP, while being often correct for
random instances. While there are such functions which are tractable in a
suboptimal parameter regime, we show that this is a computationally hard task
in any better regime. Our results are based on a new, weaker assumption on the
problem of detecting dense subgraphs
Compressive Measurement Designs for Estimating Structured Signals in Structured Clutter: A Bayesian Experimental Design Approach
This work considers an estimation task in compressive sensing, where the goal
is to estimate an unknown signal from compressive measurements that are
corrupted by additive pre-measurement noise (interference, or clutter) as well
as post-measurement noise, in the specific setting where some (perhaps limited)
prior knowledge on the signal, interference, and noise is available. The
specific aim here is to devise a strategy for incorporating this prior
information into the design of an appropriate compressive measurement strategy.
Here, the prior information is interpreted as statistics of a prior
distribution on the relevant quantities, and an approach based on Bayesian
Experimental Design is proposed. Experimental results on synthetic data
demonstrate that the proposed approach outperforms traditional random
compressive measurement designs, which are agnostic to the prior information,
as well as several other knowledge-enhanced sensing matrix designs based on
more heuristic notions.Comment: 5 pages, 4 figures. Accepted for publication at The Asilomar
Conference on Signals, Systems, and Computers 201
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
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