Conjugate Gradient Iterative Hard Thresholding:\ud Observed Noise Stability for Compressed Sensing

Conjugate Gradient Iterative Hard Thresholding (CGIHT) for compressed sensing combines the low per iteration complexity of fast greedy sparse approximation algorithms with the improved convergence rates of more complicated, projection based algorithms. This article shows that CGIHT is robust to\ud additive noise and is typically the fastest greedy algorithm in the presence of noise

A robust parallel algorithm for combinatorial compressed sensing

In previous work two of the authors have shown that a vector $x \in \mathbb{R}^n$ with at most $k < n$ nonzeros can be recovered from an expander sketch $Ax$ in $\mathcal{O}(\mathrm{nnz}(A)\log k)$ operations via the Parallel-$\ell_0$ decoding algorithm, where $\mathrm{nnz}(A)$ denotes the number of nonzero entries in $A \in \mathbb{R}^{m \times n}$. In this paper we present the Robust-$\ell_0$ decoding algorithm, which robustifies Parallel-$\ell_0$ when the sketch $Ax$ 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-$\ell_0$ 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

One-Bit Compressed Sensing by Greedy Algorithms

Sign truncated matching pursuit (STrMP) algorithm is presented in this paper. STrMP is a new greedy algorithm for the recovery of sparse signals from the sign measurement, which combines the principle of consistent reconstruction with orthogonal matching pursuit (OMP). The main part of STrMP is as concise as OMP and hence STrMP is simple to implement. In contrast to previous greedy algorithms for one-bit compressed sensing, STrMP only need to solve a convex and unconstraint subproblem at each iteration. Numerical experiments show that STrMP is fast and accurate for one-bit compressed sensing compared with other algorithms.Comment: 16 pages, 7 figure