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

Compressive Parameter Estimation for Sparse Translation-Invariant Signals Using Polar Interpolation

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in two aspects: (i) we extend the formulation from real non-negative amplitude parameters to arbitrary complex ones, and (ii) we allow for mismatch between the manifold described by the parameters and its polar approximation. To quantify the improvements afforded by the proposed extensions, we evaluate six algorithms for estimation of parameters in sparse translation-invariant signals, exemplified with the time delay estimation problem. The evaluation is based on three performance metrics: estimator precision, sampling rate and computational complexity. We use compressive sensing with all the algorithms to lower the necessary sampling rate and show that it is still possible to attain good estimation precision and keep the computational complexity low. Our numerical experiments show that the proposed algorithms outperform existing approaches that either leverage polynomial interpolation or are based on a conversion to a frequency-estimation problem followed by a super-resolution algorithm. The algorithms studied here provide various tradeoffs between computational complexity, estimation precision, and necessary sampling rate. The work shows that compressive sensing for the class of sparse translation-invariant signals allows for a decrease in sampling rate and that the use of polar interpolation increases the estimation precision.Comment: 13 pages, 5 figures, to appear in IEEE Transactions on Signal Processing; minor edits and correction

Sketching for Large-Scale Learning of Mixture Models

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch is a collection of generalized moments of the underlying probability distribution of the data. It can be computed in a single pass on the training set, and is easily computable on streams or distributed datasets. The proposed framework shares similarities with compressive sensing, which aims at drastically reducing the dimension of high-dimensional signals while preserving the ability to reconstruct them. To perform the estimation task, we derive an iterative algorithm analogous to sparse reconstruction algorithms in the context of linear inverse problems. We exemplify our framework with the compressive estimation of a Gaussian Mixture Model (GMM), providing heuristics on the choice of the sketching procedure and theoretical guarantees of reconstruction. We experimentally show on synthetic data that the proposed algorithm yields results comparable to the classical Expectation-Maximization (EM) technique while requiring significantly less memory and fewer computations when the number of database elements is large. We further demonstrate the potential of the approach on real large-scale data (over 10 8 training samples) for the task of model-based speaker verification. Finally, we draw some connections between the proposed framework and approximate Hilbert space embedding of probability distributions using random features. We show that the proposed sketching operator can be seen as an innovative method to design translation-invariant kernels adapted to the analysis of GMMs. We also use this theoretical framework to derive information preservation guarantees, in the spirit of infinite-dimensional compressive sensing

Matching pursuit-based compressive sensing in a wearable biomedical accelerometer fall diagnosis device

There is a significant high fall risk population, where individuals are susceptible to frequent falls and obtaining significant injury, where quick medical response and fall information are critical to providing efficient aid. This article presents an evaluation of compressive sensing techniques in an accelerometer-based intelligent fall detection system modelled on a wearable Shimmer biomedical embedded computing device with Matlab. The presented fall detection system utilises a database of fall and activities of daily living signals evaluated with discrete wavelet transforms and principal component analysis to obtain binary tree classifiers for fall evaluation. 14 test subjects undertook various fall and activities of daily living experiments with a Shimmer device to generate data for principal component analysis-based fall classifiers and evaluate the proposed fall analysis system. The presented system obtains highly accurate fall detection results, demonstrating significant advantages in comparison with the thresholding method presented. Additionally, the presented approach offers advantageous fall diagnostic information. Furthermore, transmitted data accounts for over 80% battery current usage of the Shimmer device, hence it is critical the acceleration data is reduced to increase transmission efficiency and in-turn improve battery usage performance. Various Matching pursuit-based compressive sensing techniques have been utilised to significantly reduce acceleration information required for transmission.Scopu