Sampling Sparse Signals on the Sphere: Algorithms and Applications

We propose a sampling scheme that can perfectly reconstruct a collection of spikes on the sphere from samples of their lowpass-filtered observations. Central to our algorithm is a generalization of the annihilating filter method, a tool widely used in array signal processing and finite-rate-of-innovation (FRI) sampling. The proposed algorithm can reconstruct $K$ spikes from $(K+\sqrt{K})^2$ spatial samples. This sampling requirement improves over previously known FRI sampling schemes on the sphere by a factor of four for large $K$. We showcase the versatility of the proposed algorithm by applying it to three different problems: 1) sampling diffusion processes induced by localized sources on the sphere, 2) shot noise removal, and 3) sound source localization (SSL) by a spherical microphone array. In particular, we show how SSL can be reformulated as a spherical sparse sampling problem.Comment: 14 pages, 8 figures, submitted to IEEE Transactions on Signal Processin

On Sparse Representation in Fourier and Local Bases

We consider the classical problem of finding the sparse representation of a signal in a pair of bases. When both bases are orthogonal, it is known that the sparse representation is unique when the sparsity $K$ of the signal satisfies $K<1/\mu(D)$, where $\mu(D)$ is the mutual coherence of the dictionary. Furthermore, the sparse representation can be obtained in polynomial time by Basis Pursuit (BP), when $K<0.91/\mu(D)$. Therefore, there is a gap between the unicity condition and the one required to use the polynomial-complexity BP formulation. For the case of general dictionaries, it is also well known that finding the sparse representation under the only constraint of unicity is NP-hard. In this paper, we introduce, for the case of Fourier and canonical bases, a polynomial complexity algorithm that finds all the possible $K$-sparse representations of a signal under the weaker condition that $K<\sqrt{2} /\mu(D)$. Consequently, when $K<1/\mu(D)$, the proposed algorithm solves the unique sparse representation problem for this structured dictionary in polynomial time. We further show that the same method can be extended to many other pairs of bases, one of which must have local atoms. Examples include the union of Fourier and local Fourier bases, the union of discrete cosine transform and canonical bases, and the union of random Gaussian and canonical bases

Generalized Approximate Survey Propagation for High-Dimensional Estimation

In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized Approximate Message Passing (GAMP) is known to achieve optimal performance for GLE. However, its performance can significantly degrade whenever there is a mismatch between the assumed and the true generative model, a situation frequently encountered in practice. In this paper, we propose a new algorithm, named Generalized Approximate Survey Propagation (GASP), for solving GLE in the presence of prior or model mis-specifications. As a prototypical example, we consider the phase retrieval problem, where we show that GASP outperforms the corresponding GAMP, reducing the reconstruction threshold and, for certain choices of its parameters, approaching Bayesian optimal performance. Furthermore, we present a set of State Evolution equations that exactly characterize the dynamics of GASP in the high-dimensional limit