14,950 research outputs found
Limits on Sparse Data Acquisition: RIC Analysis of Finite Gaussian Matrices
One of the key issues in the acquisition of sparse data by means of
compressed sensing (CS) is the design of the measurement matrix. Gaussian
matrices have been proven to be information-theoretically optimal in terms of
minimizing the required number of measurements for sparse recovery. In this
paper we provide a new approach for the analysis of the restricted isometry
constant (RIC) of finite dimensional Gaussian measurement matrices. The
proposed method relies on the exact distributions of the extreme eigenvalues
for Wishart matrices. First, we derive the probability that the restricted
isometry property is satisfied for a given sufficient recovery condition on the
RIC, and propose a probabilistic framework to study both the symmetric and
asymmetric RICs. Then, we analyze the recovery of compressible signals in noise
through the statistical characterization of stability and robustness. The
presented framework determines limits on various sparse recovery algorithms for
finite size problems. In particular, it provides a tight lower bound on the
maximum sparsity order of the acquired data allowing signal recovery with a
given target probability. Also, we derive simple approximations for the RICs
based on the Tracy-Widom distribution.Comment: 11 pages, 6 figures, accepted for publication in IEEE transactions on
information theor
Lossless Linear Analog Compression
We establish the fundamental limits of lossless linear analog compression by
considering the recovery of random vectors
from the noiseless linear
measurements
with
measurement matrix . Specifically,
for a random vector of arbitrary
distribution we show that can be recovered with
zero error probability from
linear measurements,
where denotes the lower
modified Minkowski dimension and the infimum is over all sets
with . This achievability statement holds for Lebesgue almost all measurement
matrices . We then show that -rectifiable random vectors---a
stochastic generalization of -sparse vectors---can be recovered with zero
error probability from linear measurements. From classical compressed
sensing theory we would expect to be necessary for successful
recovery of . Surprisingly, certain classes of
-rectifiable random vectors can be recovered from fewer than
measurements. Imposing an additional regularity condition on the distribution
of -rectifiable random vectors , we do get the
expected converse result of measurements being necessary. The resulting
class of random vectors appears to be new and will be referred to as
-analytic random vectors
Support Recovery with Sparsely Sampled Free Random Matrices
Consider a Bernoulli-Gaussian complex -vector whose components are , with X_i \sim \Cc\Nc(0,\Pc_x) and binary mutually independent
and iid across . This random -sparse vector is multiplied by a square
random matrix \Um, and a randomly chosen subset, of average size , , of the resulting vector components is then observed in additive
Gaussian noise. We extend the scope of conventional noisy compressive sampling
models where \Um is typically %A16 the identity or a matrix with iid
components, to allow \Um satisfying a certain freeness condition. This class
of matrices encompasses Haar matrices and other unitarily invariant matrices.
We use the replica method and the decoupling principle of Guo and Verd\'u, as
well as a number of information theoretic bounds, to study the input-output
mutual information and the support recovery error rate in the limit of . We also extend the scope of the large deviation approach of Rangan,
Fletcher and Goyal and characterize the performance of a class of estimators
encompassing thresholded linear MMSE and relaxation
Polarization of the Renyi Information Dimension with Applications to Compressed Sensing
In this paper, we show that the Hadamard matrix acts as an extractor over the
reals of the Renyi information dimension (RID), in an analogous way to how it
acts as an extractor of the discrete entropy over finite fields. More
precisely, we prove that the RID of an i.i.d. sequence of mixture random
variables polarizes to the extremal values of 0 and 1 (corresponding to
discrete and continuous distributions) when transformed by a Hadamard matrix.
Further, we prove that the polarization pattern of the RID admits a closed form
expression and follows exactly the Binary Erasure Channel (BEC) polarization
pattern in the discrete setting. We also extend the results from the single- to
the multi-terminal setting, obtaining a Slepian-Wolf counterpart of the RID
polarization. We discuss applications of the RID polarization to Compressed
Sensing of i.i.d. sources. In particular, we use the RID polarization to
construct a family of deterministic -valued sensing matrices for
Compressed Sensing. We run numerical simulations to compare the performance of
the resulting matrices with that of random Gaussian and random Hadamard
matrices. The results indicate that the proposed matrices afford competitive
performances while being explicitly constructed.Comment: 12 pages, 2 figure
The Sampling Rate-Distortion Tradeoff for Sparsity Pattern Recovery in Compressed Sensing
Recovery of the sparsity pattern (or support) of an unknown sparse vector
from a limited number of noisy linear measurements is an important problem in
compressed sensing. In the high-dimensional setting, it is known that recovery
with a vanishing fraction of errors is impossible if the measurement rate and
the per-sample signal-to-noise ratio (SNR) are finite constants, independent of
the vector length. In this paper, it is shown that recovery with an arbitrarily
small but constant fraction of errors is, however, possible, and that in some
cases computationally simple estimators are near-optimal. Bounds on the
measurement rate needed to attain a desired fraction of errors are given in
terms of the SNR and various key parameters of the unknown vector for several
different recovery algorithms. The tightness of the bounds, in a scaling sense,
as a function of the SNR and the fraction of errors, is established by
comparison with existing information-theoretic necessary bounds. Near
optimality is shown for a wide variety of practically motivated signal models
Low-complexity Multiclass Encryption by Compressed Sensing
The idea that compressed sensing may be used to encrypt information from
unauthorised receivers has already been envisioned, but never explored in depth
since its security may seem compromised by the linearity of its encoding
process. In this paper we apply this simple encoding to define a general
private-key encryption scheme in which a transmitter distributes the same
encoded measurements to receivers of different classes, which are provided
partially corrupted encoding matrices and are thus allowed to decode the
acquired signal at provably different levels of recovery quality.
The security properties of this scheme are thoroughly analysed: firstly, the
properties of our multiclass encryption are theoretically investigated by
deriving performance bounds on the recovery quality attained by lower-class
receivers with respect to high-class ones. Then we perform a statistical
analysis of the measurements to show that, although not perfectly secure,
compressed sensing grants some level of security that comes at almost-zero cost
and thus may benefit resource-limited applications.
In addition to this we report some exemplary applications of multiclass
encryption by compressed sensing of speech signals, electrocardiographic tracks
and images, in which quality degradation is quantified as the impossibility of
some feature extraction algorithms to obtain sensitive information from
suitably degraded signal recoveries.Comment: IEEE Transactions on Signal Processing, accepted for publication.
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