736 research outputs found
Approximate Sparse Recovery: Optimizing Time and Measurements
An approximate sparse recovery system consists of parameters , an
-by- measurement matrix, , and a decoding algorithm, .
Given a vector, , the system approximates by , which must satisfy , where denotes the optimal -term approximation to . For
each vector , the system must succeed with probability at least 3/4. Among
the goals in designing such systems are minimizing the number of
measurements and the runtime of the decoding algorithm, .
In this paper, we give a system with
measurements--matching a lower bound, up to a constant factor--and decoding
time , matching a lower bound up to factors.
We also consider the encode time (i.e., the time to multiply by ),
the time to update measurements (i.e., the time to multiply by a
1-sparse ), and the robustness and stability of the algorithm (adding noise
before and after the measurements). Our encode and update times are optimal up
to factors
Summary Based Structures with Improved Sublinear Recovery for Compressed Sensing
We introduce a new class of measurement matrices for compressed sensing,
using low order summaries over binary sequences of a given length. We prove
recovery guarantees for three reconstruction algorithms using the proposed
measurements, including minimization and two combinatorial methods. In
particular, one of the algorithms recovers -sparse vectors of length in
sublinear time , and requires at most
measurements. The empirical oversampling constant
of the algorithm is significantly better than existing sublinear recovery
algorithms such as Chaining Pursuit and Sudocodes. In particular, for and , the oversampling factor is between 3 to 8. We provide
preliminary insight into how the proposed constructions, and the fast recovery
scheme can be used in a number of practical applications such as market basket
analysis, and real time compressed sensing implementation
Sublinear-Time Algorithms for Compressive Phase Retrieval
In the compressive phase retrieval problem, or phaseless compressed sensing,
or compressed sensing from intensity only measurements, the goal is to
reconstruct a sparse or approximately -sparse vector
given access to , where denotes the vector obtained from
taking the absolute value of coordinate-wise. In this paper
we present sublinear-time algorithms for different variants of the compressive
phase retrieval problem which are akin to the variants considered for the
classical compressive sensing problem in theoretical computer science. Our
algorithms use pure combinatorial techniques and near-optimal number of
measurements.Comment: The ell_2/ell_2 algorithm was substituted by a modification of the
ell_infty/ell_2 algorithm which strictly subsumes i
Algorithmic linear dimension reduction in the l_1 norm for sparse vectors
This paper develops a new method for recovering m-sparse signals that is
simultaneously uniform and quick. We present a reconstruction algorithm whose
run time, O(m log^2(m) log^2(d)), is sublinear in the length d of the signal.
The reconstruction error is within a logarithmic factor (in m) of the optimal
m-term approximation error in l_1. In particular, the algorithm recovers
m-sparse signals perfectly and noisy signals are recovered with polylogarithmic
distortion. Our algorithm makes O(m log^2 (d)) measurements, which is within a
logarithmic factor of optimal. We also present a small-space implementation of
the algorithm. These sketching techniques and the corresponding reconstruction
algorithms provide an algorithmic dimension reduction in the l_1 norm. In
particular, vectors of support m in dimension d can be linearly embedded into
O(m log^2 d) dimensions with polylogarithmic distortion. We can reconstruct a
vector from its low-dimensional sketch in time O(m log^2(m) log^2(d)).
Furthermore, this reconstruction is stable and robust under small
perturbations
- …