Multi Terminal Probabilistic Compressed Sensing

In this paper, the `Approximate Message Passing' (AMP) algorithm, initially developed for compressed sensing of signals under i.i.d. Gaussian measurement matrices, has been extended to a multi-terminal setting (MAMP algorithm). It has been shown that similar to its single terminal counterpart, the behavior of MAMP algorithm is fully characterized by a `State Evolution' (SE) equation for large block-lengths. This equation has been used to obtain the rate-distortion curve of a multi-terminal memoryless source. It is observed that by spatially coupling the measurement matrices, the rate-distortion curve of MAMP algorithm undergoes a phase transition, where the measurement rate region corresponding to a low distortion (approximately zero distortion) regime is fully characterized by the joint and conditional Renyi information dimension (RID) of the multi-terminal source. This measurement rate region is very similar to the rate region of the Slepian-Wolf distributed source coding problem where the RID plays a role similar to the discrete entropy. Simulations have been done to investigate the empirical behavior of MAMP algorithm. It is observed that simulation results match very well with predictions of SE equation for reasonably large block-lengths.Comment: 11 pages, 13 figures. arXiv admin note: text overlap with arXiv:1112.0708 by other author

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 $\pm 1$-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