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Sparse Recovery with Very Sparse Compressed Counting
Compressed sensing (sparse signal recovery) often encounters nonnegative data
(e.g., images). Recently we developed the methodology of using (dense)
Compressed Counting for recovering nonnegative K-sparse signals. In this paper,
we adopt very sparse Compressed Counting for nonnegative signal recovery. Our
design matrix is sampled from a maximally-skewed p-stable distribution (0<p<1),
and we sparsify the design matrix so that on average (1-g)-fraction of the
entries become zero. The idea is related to very sparse stable random
projections (Li et al 2006 and Li 2007), the prior work for estimating summary
statistics of the data.
In our theoretical analysis, we show that, when p->0, it suffices to use M=
K/(1-exp(-gK) log N measurements, so that all coordinates can be recovered in
one scan of the coordinates. If g = 1 (i.e., dense design), then M = K log N.
If g= 1/K or 2/K (i.e., very sparse design), then M = 1.58K log N or M = 1.16K
log N. This means the design matrix can be indeed very sparse at only a minor
inflation of the sample complexity.
Interestingly, as p->1, the required number of measurements is essentially M
= 2.7K log N, provided g= 1/K. It turns out that this result is a general
worst-case bound
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