6,283 research outputs found
On the stable recovery of the sparsest overcomplete representations in presence of noise
Let x be a signal to be sparsely decomposed over a redundant dictionary A,
i.e., a sparse coefficient vector s has to be found such that x=As. It is known
that this problem is inherently unstable against noise, and to overcome this
instability, the authors of [Stable Recovery; Donoho et.al., 2006] have
proposed to use an "approximate" decomposition, that is, a decomposition
satisfying ||x - A s|| < \delta, rather than satisfying the exact equality x =
As. Then, they have shown that if there is a decomposition with ||s||_0 <
(1+M^{-1})/2, where M denotes the coherence of the dictionary, this
decomposition would be stable against noise. On the other hand, it is known
that a sparse decomposition with ||s||_0 < spark(A)/2 is unique. In other
words, although a decomposition with ||s||_0 < spark(A)/2 is unique, its
stability against noise has been proved only for highly more restrictive
decompositions satisfying ||s||_0 < (1+M^{-1})/2, because usually (1+M^{-1})/2
<< spark(A)/2.
This limitation maybe had not been very important before, because ||s||_0 <
(1+M^{-1})/2 is also the bound which guaranties that the sparse decomposition
can be found via minimizing the L1 norm, a classic approach for sparse
decomposition. However, with the availability of new algorithms for sparse
decomposition, namely SL0 and Robust-SL0, it would be important to know whether
or not unique sparse decompositions with (1+M^{-1})/2 < ||s||_0 < spark(A)/2
are stable. In this paper, we show that such decompositions are indeed stable.
In other words, we extend the stability bound from ||s||_0 < (1+M^{-1})/2 to
the whole uniqueness range ||s||_0 < spark(A)/2. In summary, we show that "all
unique sparse decompositions are stably recoverable". Moreover, we see that
sparser decompositions are "more stable".Comment: Accepted in IEEE Trans on SP on 4 May 2010. (c) 2010 IEEE. Personal
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Matrix Recipes for Hard Thresholding Methods
In this paper, we present and analyze a new set of low-rank recovery
algorithms for linear inverse problems within the class of hard thresholding
methods. We provide strategies on how to set up these algorithms via basic
ingredients for different configurations to achieve complexity vs. accuracy
tradeoffs. Moreover, we study acceleration schemes via memory-based techniques
and randomized, -approximate matrix projections to decrease the
computational costs in the recovery process. For most of the configurations, we
present theoretical analysis that guarantees convergence under mild problem
conditions. Simulation results demonstrate notable performance improvements as
compared to state-of-the-art algorithms both in terms of reconstruction
accuracy and computational complexity.Comment: 26 page
Relaxed Recovery Conditions for OMP/OLS by Exploiting both Coherence and Decay
We propose extended coherence-based conditions for exact sparse support
recovery using orthogonal matching pursuit (OMP) and orthogonal least squares
(OLS). Unlike standard uniform guarantees, we embed some information about the
decay of the sparse vector coefficients in our conditions. As a result, the
standard condition (where denotes the mutual coherence and
the sparsity level) can be weakened as soon as the non-zero coefficients
obey some decay, both in the noiseless and the bounded-noise scenarios.
Furthermore, the resulting condition is approaching for strongly
decaying sparse signals. Finally, in the noiseless setting, we prove that the
proposed conditions, in particular the bound , are the tightest
achievable guarantees based on mutual coherence
Constrained Overcomplete Analysis Operator Learning for Cosparse Signal Modelling
We consider the problem of learning a low-dimensional signal model from a
collection of training samples. The mainstream approach would be to learn an
overcomplete dictionary to provide good approximations of the training samples
using sparse synthesis coefficients. This famous sparse model has a less well
known counterpart, in analysis form, called the cosparse analysis model. In
this new model, signals are characterised by their parsimony in a transformed
domain using an overcomplete (linear) analysis operator. We propose to learn an
analysis operator from a training corpus using a constrained optimisation
framework based on L1 optimisation. The reason for introducing a constraint in
the optimisation framework is to exclude trivial solutions. Although there is
no final answer here for which constraint is the most relevant constraint, we
investigate some conventional constraints in the model adaptation field and use
the uniformly normalised tight frame (UNTF) for this purpose. We then derive a
practical learning algorithm, based on projected subgradients and
Douglas-Rachford splitting technique, and demonstrate its ability to robustly
recover a ground truth analysis operator, when provided with a clean training
set, of sufficient size. We also find an analysis operator for images, using
some noisy cosparse signals, which is indeed a more realistic experiment. As
the derived optimisation problem is not a convex program, we often find a local
minimum using such variational methods. Some local optimality conditions are
derived for two different settings, providing preliminary theoretical support
for the well-posedness of the learning problem under appropriate conditions.Comment: 29 pages, 13 figures, accepted to be published in TS
Greedy-Like Algorithms for the Cosparse Analysis Model
The cosparse analysis model has been introduced recently as an interesting
alternative to the standard sparse synthesis approach. A prominent question
brought up by this new construction is the analysis pursuit problem -- the need
to find a signal belonging to this model, given a set of corrupted measurements
of it. Several pursuit methods have already been proposed based on
relaxation and a greedy approach. In this work we pursue this question further,
and propose a new family of pursuit algorithms for the cosparse analysis model,
mimicking the greedy-like methods -- compressive sampling matching pursuit
(CoSaMP), subspace pursuit (SP), iterative hard thresholding (IHT) and hard
thresholding pursuit (HTP). Assuming the availability of a near optimal
projection scheme that finds the nearest cosparse subspace to any vector, we
provide performance guarantees for these algorithms. Our theoretical study
relies on a restricted isometry property adapted to the context of the cosparse
analysis model. We explore empirically the performance of these algorithms by
adopting a plain thresholding projection, demonstrating their good performance
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