1 research outputs found
Probabilistic Reconstruction in Compressed Sensing: Algorithms, Phase Diagrams, and Threshold Achieving Matrices
Compressed sensing is a signal processing method that acquires data directly
in a compressed form. This allows one to make less measurements than what was
considered necessary to record a signal, enabling faster or more precise
measurement protocols in a wide range of applications. Using an
interdisciplinary approach, we have recently proposed in [arXiv:1109.4424] a
strategy that allows compressed sensing to be performed at acquisition rates
approaching to the theoretical optimal limits. In this paper, we give a more
thorough presentation of our approach, and introduce many new results. We
present the probabilistic approach to reconstruction and discuss its optimality
and robustness. We detail the derivation of the message passing algorithm for
reconstruction and expectation max- imization learning of signal-model
parameters. We further develop the asymptotic analysis of the corresponding
phase diagrams with and without measurement noise, for different distribution
of signals, and discuss the best possible reconstruction performances
regardless of the algorithm. We also present new efficient seeding matrices,
test them on synthetic data and analyze their performance asymptotically.Comment: 42 pages, 37 figures, 3 appendixe