Quantized Iterative Hard Thresholding: Bridging 1bit and HighResolution Quantized Compressed Sensing

Publication in the conference proceedings of SampTA, Bremen, Germany, 201

Quantization and Compressive Sensing

Quantization is an essential step in digitizing signals, and, therefore, an indispensable component of any modern acquisition system. This book chapter explores the interaction of quantization and compressive sensing and examines practical quantization strategies for compressive acquisition systems. Specifically, we first provide a brief overview of quantization and examine fundamental performance bounds applicable to any quantization approach. Next, we consider several forms of scalar quantizers, namely uniform, non-uniform, and 1-bit. We provide performance bounds and fundamental analysis, as well as practical quantizer designs and reconstruction algorithms that account for quantization. Furthermore, we provide an overview of Sigma-Delta ($\Sigma\Delta$) quantization in the compressed sensing context, and also discuss implementation issues, recovery algorithms and performance bounds. As we demonstrate, proper accounting for quantization and careful quantizer design has significant impact in the performance of a compressive acquisition system.Comment: 35 pages, 20 figures, to appear in Springer book "Compressed Sensing and Its Applications", 201

Small Width, Low Distortions: Quantized Random Embeddings of Low-complexity Sets

Under which conditions and with which distortions can we preserve the pairwise-distances of low-complexity vectors, e.g., for structured sets such as the set of sparse vectors or the one of low-rank matrices, when these are mapped in a finite set of vectors? This work addresses this general question through the specific use of a quantized and dithered random linear mapping which combines, in the following order, a sub-Gaussian random projection in $\mathbb R^M$ of vectors in $\mathbb R^N$, a random translation, or "dither", of the projected vectors and a uniform scalar quantizer of resolution $\delta>0$ applied componentwise. Thanks to this quantized mapping we are first able to show that, with high probability, an embedding of a bounded set $\mathcal K \subset \mathbb R^N$ in $\delta \mathbb Z^M$ can be achieved when distances in the quantized and in the original domains are measured with the $\ell_1$- and $\ell_2$-norm, respectively, and provided the number of quantized observations $M$ is large before the square of the "Gaussian mean width" of $\mathcal K$. In this case, we show that the embedding is actually "quasi-isometric" and only suffers of both multiplicative and additive distortions whose magnitudes decrease as $M^{-1/5}$ for general sets, and as $M^{-1/2}$ for structured set, when $M$ increases. Second, when one is only interested in characterizing the maximal distance separating two elements of $\mathcal K$ mapped to the same quantized vector, i.e., the "consistency width" of the mapping, we show that for a similar number of measurements and with high probability this width decays as $M^{-1/4}$ for general sets and as $1/M$ for structured ones when $M$ increases. Finally, as an important aspect of our work, we also establish how the non-Gaussianity of the mapping impacts the class of vectors that can be embedded or whose consistency width provably decays when $M$ increases.Comment: Keywords: quantization, restricted isometry property, compressed sensing, dimensionality reduction. 31 pages, 1 figur

Time for dithering: fast and quantized random embeddings via the restricted isometry property

Recently, many works have focused on the characterization of non-linear dimensionality reduction methods obtained by quantizing linear embeddings, e.g., to reach fast processing time, efficient data compression procedures, novel geometry-preserving embeddings or to estimate the information/bits stored in this reduced data representation. In this work, we prove that many linear maps known to respect the restricted isometry property (RIP) can induce a quantized random embedding with controllable multiplicative and additive distortions with respect to the pairwise distances of the data points beings considered. In other words, linear matrices having fast matrix-vector multiplication algorithms (e.g., based on partial Fourier ensembles or on the adjacency matrix of unbalanced expanders) can be readily used in the definition of fast quantized embeddings with small distortions. This implication is made possible by applying right after the linear map an additive and random "dither" that stabilizes the impact of the uniform scalar quantization operator applied afterwards. For different categories of RIP matrices, i.e., for different linear embeddings of a metric space $(\mathcal K \subset \mathbb R^n, \ell_q)$ in $(\mathbb R^m, \ell_p)$ with $p,q \geq 1$, we derive upper bounds on the additive distortion induced by quantization, showing that it decays either when the embedding dimension $m$ increases or when the distance of a pair of embedded vectors in $\mathcal K$ decreases. Finally, we develop a novel "bi-dithered" quantization scheme, which allows for a reduced distortion that decreases when the embedding dimension grows and independently of the considered pair of vectors.Comment: Keywords: random projections, non-linear embeddings, quantization, dither, restricted isometry property, dimensionality reduction, compressive sensing, low-complexity signal models, fast and structured sensing matrices, quantized rank-one projections (31 pages

Stabilizing Nonuniformly Quantized Compressed Sensing with Scalar Companders

This paper studies the problem of reconstructing sparse or compressible signals from compressed sensing measurements that have undergone nonuniform quantization. Previous approaches to this Quantized Compressed Sensing (QCS) problem based on Gaussian models (bounded l2-norm) for the quantization distortion yield results that, while often acceptable, may not be fully consistent: re-measurement and quantization of the reconstructed signal do not necessarily match the initial observations. Quantization distortion instead more closely resembles heteroscedastic uniform noise, with variance depending on the observed quantization bin. Generalizing our previous work on uniform quantization, we show that for nonuniform quantizers described by the "compander" formalism, quantization distortion may be better characterized as having bounded weighted lp-norm (p >= 2), for a particular weighting. We develop a new reconstruction approach, termed Generalized Basis Pursuit DeNoise (GBPDN), which minimizes the sparsity of the reconstructed signal under this weighted lp-norm fidelity constraint. We prove that for B bits per measurement and under the oversampled QCS scenario (when the number of measurements is large compared to the signal sparsity) if the sensing matrix satisfies a proposed generalized Restricted Isometry Property, then, GBPDN provides a reconstruction error of sparse signals which decreases like O(2^{-B}/sqrt{p+1}): a reduction by a factor sqrt{p+1} relative to that produced by using the l2-norm. Besides the QCS scenario, we also show that GBPDN applies straightforwardly to the related case of CS measurements corrupted by heteroscedastic Generalized Gaussian noise with provable reconstruction error reduction. Finally, we describe an efficient numerical procedure for computing GBPDN via a primal-dual convex optimization scheme, and demonstrate its effectiveness through simulations