24 research outputs found
The Sample Complexity of Search over Multiple Populations
This paper studies the sample complexity of searching over multiple
populations. We consider a large number of populations, each corresponding to
either distribution P0 or P1. The goal of the search problem studied here is to
find one population corresponding to distribution P1 with as few samples as
possible. The main contribution is to quantify the number of samples needed to
correctly find one such population. We consider two general approaches:
non-adaptive sampling methods, which sample each population a predetermined
number of times until a population following P1 is found, and adaptive sampling
methods, which employ sequential sampling schemes for each population. We first
derive a lower bound on the number of samples required by any sampling scheme.
We then consider an adaptive procedure consisting of a series of sequential
probability ratio tests, and show it comes within a constant factor of the
lower bound. We give explicit expressions for this constant when samples of the
populations follow Gaussian and Bernoulli distributions. An alternative
adaptive scheme is discussed which does not require full knowledge of P1, and
comes within a constant factor of the optimal scheme. For comparison, a lower
bound on the sampling requirements of any non-adaptive scheme is presented.Comment: To appear, IEEE Transactions on Information Theor
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