470 research outputs found
Discrimination on the Grassmann Manifold: Fundamental Limits of Subspace Classifiers
We present fundamental limits on the reliable classification of linear and
affine subspaces from noisy, linear features. Drawing an analogy between
discrimination among subspaces and communication over vector wireless channels,
we propose two Shannon-inspired measures to characterize asymptotic classifier
performance. First, we define the classification capacity, which characterizes
necessary and sufficient conditions for the misclassification probability to
vanish as the signal dimension, the number of features, and the number of
subspaces to be discerned all approach infinity. Second, we define the
diversity-discrimination tradeoff which, by analogy with the
diversity-multiplexing tradeoff of fading vector channels, characterizes
relationships between the number of discernible subspaces and the
misclassification probability as the noise power approaches zero. We derive
upper and lower bounds on these measures which are tight in many regimes.
Numerical results, including a face recognition application, validate the
results in practice.Comment: 19 pages, 4 figures. Revised submission to IEEE Transactions on
Information Theor
Signal Estimation with Additive Error Metrics in Compressed Sensing
Compressed sensing typically deals with the estimation of a system input from
its noise-corrupted linear measurements, where the number of measurements is
smaller than the number of input components. The performance of the estimation
process is usually quantified by some standard error metric such as squared
error or support set error. In this correspondence, we consider a noisy
compressed sensing problem with any arbitrary error metric. We propose a
simple, fast, and highly general algorithm that estimates the original signal
by minimizing the error metric defined by the user. We verify that our
algorithm is optimal owing to the decoupling principle, and we describe a
general method to compute the fundamental information-theoretic performance
limit for any error metric. We provide two example metrics --- minimum mean
absolute error and minimum mean support error --- and give the theoretical
performance limits for these two cases. Experimental results show that our
algorithm outperforms methods such as relaxed belief propagation (relaxed BP)
and compressive sampling matching pursuit (CoSaMP), and reaches the suggested
theoretical limits for our two example metrics.Comment: to appear in IEEE Trans. Inf. Theor
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