Rank Awareness in Joint Sparse Recovery

This paper revisits the sparse multiple measurement vector (MMV) problem, where the aim is to recover a set of jointly sparse multichannel vectors from incomplete measurements. This problem is an extension of single channel sparse recovery, which lies at the heart of compressed sensing. Inspired by the links to array signal processing, a new family of MMV algorithms is considered that highlight the role of rank in determining the difficulty of the MMV recovery problem. The simplest such method is a discrete version of MUSIC which is guaranteed to recover the sparse vectors in the full rank MMV setting, under mild conditions. This idea is extended to a rank aware pursuit algorithm that naturally reduces to Order Recursive Matching Pursuit (ORMP) in the single measurement case while also providing guaranteed recovery in the full rank setting. In contrast, popular MMV methods such as Simultaneous Orthogonal Matching Pursuit (SOMP) and mixed norm minimization techniques are shown to be rank blind in terms of worst case analysis. Numerical simulations demonstrate that the rank aware techniques are significantly better than existing methods in dealing with multiple measurements

Joint Sparsity Recovery for Spectral Compressed Sensing

Compressed Sensing (CS) is an effective approach to reduce the required number of samples for reconstructing a sparse signal in an a priori basis, but may suffer severely from the issue of basis mismatch. In this paper we study the problem of simultaneously recovering multiple spectrally-sparse signals that are supported on the same frequencies lying arbitrarily on the unit circle. We propose an atomic norm minimization problem, which can be regarded as a continuous counterpart of the discrete CS formulation and be solved efficiently via semidefinite programming. Through numerical experiments, we show that the number of samples per signal may be further reduced by harnessing the joint sparsity pattern of multiple signals

Joint Sparsity with Different Measurement Matrices

We consider a generalization of the multiple measurement vector (MMV) problem, where the measurement matrices are allowed to differ across measurements. This problem arises naturally when multiple measurements are taken over time, e.g., and the measurement modality (matrix) is time-varying. We derive probabilistic recovery guarantees showing that---under certain (mild) conditions on the measurement matrices---l2/l1-norm minimization and a variant of orthogonal matching pursuit fail with a probability that decays exponentially in the number of measurements. This allows us to conclude that, perhaps surprisingly, recovery performance does not suffer from the individual measurements being taken through different measurement matrices. What is more, recovery performance typically benefits (significantly) from diversity in the measurement matrices; we specify conditions under which such improvements are obtained. These results continue to hold when the measurements are subject to (bounded) noise.Comment: Allerton 201

Model Selection for Nonnegative Matrix Factorization by Support Union Recovery

Nonnegative matrix factorization (NMF) has been widely used in machine learning and signal processing because of its non-subtractive, part-based property which enhances interpretability. It is often assumed that the latent dimensionality (or the number of components) is given. Despite the large amount of algorithms designed for NMF, there is little literature about automatic model selection for NMF with theoretical guarantees. In this paper, we propose an algorithm that first calculates an empirical second-order moment from the empirical fourth-order cumulant tensor, and then estimates the latent dimensionality by recovering the support union (the index set of non-zero rows) of a matrix related to the empirical second-order moment. By assuming a generative model of the data with additional mild conditions, our algorithm provably detects the true latent dimensionality. We show on synthetic examples that our proposed algorithm is able to find an approximately correct number of components

Random Access in C-RAN for User Activity Detection with Limited-Capacity Fronthaul

Cloud-Radio Access Network (C-RAN) is characterized by a hierarchical structure in which the baseband processing functionalities of remote radio heads (RRHs) are implemented by means of cloud computing at a Central Unit (CU). A key limitation of C-RANs is given by the capacity constraints of the fronthaul links connecting RRHs to the CU. In this letter, the impact of this architectural constraint is investigated for the fundamental functions of random access and active User Equipment (UE) identification in the presence of a potentially massive number of UEs. In particular, the standard C-RAN approach based on quantize-and-forward and centralized detection is compared to a scheme based on an alternative CU-RRH functional split that enables local detection. Both techniques leverage Bayesian sparse detection. Numerical results illustrate the relative merits of the two schemes as a function of the system parameters.Comment: 6 pages, 3 figures, under revision in IEEE Signal Processing Letter