2,309 research outputs found
Performance Comparisons of Greedy Algorithms in Compressed Sensing
Compressed sensing has motivated the development of numerous sparse approximation algorithms designed to return a solution to an underdetermined system of linear equations where the solution has the fewest number of nonzeros possible, referred to as the sparsest solution. In the compressed sensing setting, greedy sparse approximation algorithms have been observed to be both able to recovery the sparsest solution for similar problem sizes as other algorithms and to be computationally efficient; however, little theory is known for their average case behavior. We conduct a large scale empirical investigation into the behavior of three of the state of the art greedy algorithms: NIHT, HTP, and CSMPSP. The investigation considers a variety of random classes of linear systems. The regions of the problem size in which each algorithm is able to reliably recovery the sparsest solution is accurately determined, and throughout this region additional performance characteristics are presented. Contrasting the recovery regions and average computational time for each algorithm we present algorithm selection maps which indicate, for each problem size, which algorithm is able to reliably recovery the sparsest vector in the least amount of time. Though no one algorithm is observed to be uniformly superior, NIHT is observed to have an advantageous balance of large recovery region, absolute recovery time, and robustness of these properties to additive noise and for a variety of problem classes. The algorithm selection maps presented here are the first of their kind for compressed sensing
Expander -Decoding
We introduce two new algorithms, Serial- and Parallel- for
solving a large underdetermined linear system of equations when it is known that has at most
nonzero entries and that is the adjacency matrix of an unbalanced left
-regular expander graph. The matrices in this class are sparse and allow a
highly efficient implementation. A number of algorithms have been designed to
work exclusively under this setting, composing the branch of combinatorial
compressed-sensing (CCS).
Serial- and Parallel- iteratively minimise by successfully combining two desirable features of previous CCS
algorithms: the information-preserving strategy of ER, and the parallel
updating mechanism of SMP. We are able to link these elements and guarantee
convergence in operations by assuming that the signal
is dissociated, meaning that all of the subset sums of the support of
are pairwise different. However, we observe empirically that the signal need
not be exactly dissociated in practice. Moreover, we observe Serial-
and Parallel- to be able to solve large scale problems with a larger
fraction of nonzeros than other algorithms when the number of measurements is
substantially less than the signal length; in particular, they are able to
reliably solve for a -sparse vector from expander
measurements with and up to four times greater than what is
achievable by -regularization from dense Gaussian measurements.
Additionally, Serial- and Parallel- are observed to be able to
solve large problems sizes in substantially less time than other algorithms for
compressed sensing. In particular, Parallel- is structured to take
advantage of massively parallel architectures.Comment: 14 pages, 10 figure
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
Exploiting Prior Knowledge in Compressed Sensing Wireless ECG Systems
Recent results in telecardiology show that compressed sensing (CS) is a
promising tool to lower energy consumption in wireless body area networks for
electrocardiogram (ECG) monitoring. However, the performance of current
CS-based algorithms, in terms of compression rate and reconstruction quality of
the ECG, still falls short of the performance attained by state-of-the-art
wavelet based algorithms. In this paper, we propose to exploit the structure of
the wavelet representation of the ECG signal to boost the performance of
CS-based methods for compression and reconstruction of ECG signals. More
precisely, we incorporate prior information about the wavelet dependencies
across scales into the reconstruction algorithms and exploit the high fraction
of common support of the wavelet coefficients of consecutive ECG segments.
Experimental results utilizing the MIT-BIH Arrhythmia Database show that
significant performance gains, in terms of compression rate and reconstruction
quality, can be obtained by the proposed algorithms compared to current
CS-based methods.Comment: Accepted for publication at IEEE Journal of Biomedical and Health
Informatic
Sparse Vector Distributions and Recovery from Compressed Sensing
It is well known that the performance of sparse vector recovery algorithms
from compressive measurements can depend on the distribution underlying the
non-zero elements of a sparse vector. However, the extent of these effects has
yet to be explored, and formally presented. In this paper, I empirically
investigate this dependence for seven distributions and fifteen recovery
algorithms. The two morals of this work are: 1) any judgement of the recovery
performance of one algorithm over that of another must be prefaced by the
conditions for which this is observed to be true, including sparse vector
distributions, and the criterion for exact recovery; and 2) a recovery
algorithm must be selected carefully based on what distribution one expects to
underlie the sensed sparse signal.Comment: Originally submitted to IEEE Signal Processing Letters in March 2011,
but rejected June 2011. Revised, expanded, and submitted July 2011 to EURASIP
Journal special issue on sparse signal processin
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