Adaptive Sensing for Estimation of Structured Sparse Signals

In many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential data collection procedures are known by different names, such as sequential experimental design, active learning or adaptive sensing/sampling. The intricate relation between data analysis and acquisition in adaptive sensing paradigms can be extremely powerful, and often allows for reliable signal estimation and detection in situations where non-adaptive sensing would fail dramatically. In this work we investigate the problem of estimating the support of a structured sparse signal from coordinate-wise observations under the adaptive sensing paradigm. We present a general procedure for support set estimation that is optimal in a variety of cases and shows that through the use of adaptive sensing one can: (i) mitigate the effect of observation noise when compared to non-adaptive sensing and, (ii) capitalize on structural information to a much larger extent than possible with non-adaptive sensing. In addition to a general procedure to perform adaptive sensing in structured settings we present both performance upper bounds, and corresponding lower bounds for both sensing paradigms

Adaptive Compressed Sensing for Support Recovery of Structured Sparse Sets

This paper investigates the problem of recovering the support of structured signals via adaptive compressive sensing. We examine several classes of structured support sets, and characterize the fundamental limits of accurately recovering such sets through compressive measurements, while simultaneously providing adaptive support recovery protocols that perform near optimally for these classes. We show that by adaptively designing the sensing matrix we can attain significant performance gains over non-adaptive protocols. These gains arise from the fact that adaptive sensing can: (i) better mitigate the effects of noise, and (ii) better capitalize on the structure of the support sets.Comment: to appear in IEEE Transactions on Information Theor

Are there needles in a moving haystack?: adaptive sensing for detection of dynamically evolving signals

In this paper, we investigate the problem of detecting dynamically evolving signals. We model the signal as an n dimensional vector that is either zero or has s non-zero components. At each time step t ∈ N the nonzero components change their location independently with probability p. The statistical problem is to decide whether the signal is a zero vector or in fact it has non-zero components. This decision is based on m noisy observations of individual signal components collected at times t = 1, . . ., m. We consider two different sensing paradigms, namely adaptive and non-adaptive sensing. For non-adaptive sensing, the choice of components to measure has to be decided before the data collection process started, while for adaptive sensing one can adjust the sensing process based on observations collected earlier. We characterize the difficulty of this detection problem in both sensing paradigms in terms of the aforementioned parameters, with special interest to the speed of change of the active components. In addition, we provide an adaptive sensing algorithm for this problem and contrast its performance to that of non-adaptive detection algorithms

Adaptive compressed sensing for support recovery of structured sparse sets

\u3cp\u3eThis paper investigates the problem of recovering the support of structured signals via adaptive compressive sensing. We examine several classes of structured support sets, and characterize the fundamental limits of accurately recovering such sets through compressive measurements, while simultaneously providing adaptive support recovery protocols that perform near optimally for these classes. We show that by adaptively designing the sensing matrix, we can attain significant performance gains over non-adaptive protocols. These gains arise from the fact that adaptive sensing can: 1) better mitigate the effects of noise and 2) better capitalize on the structure of the support sets.\u3c/p\u3

Adaptive compressed sensing for estimation of structured sparse sets

This paper investigates the problem of estimating the support of structured signals via adaptive compressive sensing. We examine several classes of structured support sets, and characterize the fundamental limits of accurately estimating such sets through compressive measurements, while simultaneously providing adaptive support recovery protocols that perform near optimally for these classes. We show that by adaptively designing the sensing matrix we can attain significant performance gains over non-adaptive protocols. These gains arise from the fact that adaptive sensing can: (i) better mitigate the effects of noise, and (ii) better capitalize on the structure of the support sets