33 research outputs found
Applications of sparse approximation in communications
Sparse approximation problems abound in many scientific, mathematical, and engineering applications. These problems are defined by two competing notions: we approximate a signal vector as a linear combination of elementary atoms and we require that the approximation be both as accurate and as concise as possible. We introduce two natural and direct applications of these problems and algorithmic solutions in communications. We do so by constructing enhanced codebooks from base codebooks. We show that we can decode these enhanced codebooks in the presence of Gaussian noise. For MIMO wireless communication channels, we construct simultaneous sparse approximation problems and demonstrate that our algorithms can both decode the transmitted signals and estimate the channel parameters
Simultaneous sparse approximation via greedy pursuit
A simple sparse approximation problem requests an approximation of a given input signal as a linear combination of T elementary signals drawn from a large, linearly dependent collection. An important generalization is simultaneous sparse approximation. Now one must approximate several input signals at once using different linear combinations of the same T elementary signals. This formulation appears, for example, when analyzing multiple observations of a sparse signal that have been contaminated with noise. A new approach to this problem is presented here: a greedy pursuit algorithm called simultaneous orthogonal matching pursuit. The paper proves that the algorithm calculates simultaneous approximations whose error is within a constant factor of the optimal simultaneous approximation error. This result requires that the collection of elementary signals be weakly correlated, a property that is also known as incoherence. Numerical experiments demonstrate that the algorithm often succeeds, even when the inputs do not meet the hypotheses of the proof
Improved sparse approximation over quasi-incoherent dictionaries
This paper discusses a new greedy algorithm for solving the sparse approximation problem over quasi-incoherent dictionaries. These dictionaries consist of waveforms that are uncorrelated "on average," and they provide a natural generalization of incoherent dictionaries. The algorithm provides strong guarantees on the quality of the approximations it produces, unlike most other methods for sparse approximation. Moreover, very efficient implementations are possible via approximate nearest-neighbor data structure
Algorithmic linear dimension reduction in the l_1 norm for sparse vectors
This paper develops a new method for recovering m-sparse signals that is
simultaneously uniform and quick. We present a reconstruction algorithm whose
run time, O(m log^2(m) log^2(d)), is sublinear in the length d of the signal.
The reconstruction error is within a logarithmic factor (in m) of the optimal
m-term approximation error in l_1. In particular, the algorithm recovers
m-sparse signals perfectly and noisy signals are recovered with polylogarithmic
distortion. Our algorithm makes O(m log^2 (d)) measurements, which is within a
logarithmic factor of optimal. We also present a small-space implementation of
the algorithm. These sketching techniques and the corresponding reconstruction
algorithms provide an algorithmic dimension reduction in the l_1 norm. In
particular, vectors of support m in dimension d can be linearly embedded into
O(m log^2 d) dimensions with polylogarithmic distortion. We can reconstruct a
vector from its low-dimensional sketch in time O(m log^2(m) log^2(d)).
Furthermore, this reconstruction is stable and robust under small
perturbations
Sparsity and Incoherence in Compressive Sampling
We consider the problem of reconstructing a sparse signal from a
limited number of linear measurements. Given randomly selected samples of
, where is an orthonormal matrix, we show that minimization
recovers exactly when the number of measurements exceeds where is the number of
nonzero components in , and is the largest entry in properly
normalized: . The smaller ,
the fewer samples needed.
The result holds for ``most'' sparse signals supported on a fixed (but
arbitrary) set . Given , if the sign of for each nonzero entry on
and the observed values of are drawn at random, the signal is
recovered with overwhelming probability. Moreover, there is a sense in which
this is nearly optimal since any method succeeding with the same probability
would require just about this many samples
Structured Sparsity: Discrete and Convex approaches
Compressive sensing (CS) exploits sparsity to recover sparse or compressible
signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity
is also used to enhance interpretability in machine learning and statistics
applications: While the ambient dimension is vast in modern data analysis
problems, the relevant information therein typically resides in a much lower
dimensional space. However, many solutions proposed nowadays do not leverage
the true underlying structure. Recent results in CS extend the simple sparsity
idea to more sophisticated {\em structured} sparsity models, which describe the
interdependency between the nonzero components of a signal, allowing to
increase the interpretability of the results and lead to better recovery
performance. In order to better understand the impact of structured sparsity,
in this chapter we analyze the connections between the discrete models and
their convex relaxations, highlighting their relative advantages. We start with
the general group sparse model and then elaborate on two important special
cases: the dispersive and the hierarchical models. For each, we present the
models in their discrete nature, discuss how to solve the ensuing discrete
problems and then describe convex relaxations. We also consider more general
structures as defined by set functions and present their convex proxies.
Further, we discuss efficient optimization solutions for structured sparsity
problems and illustrate structured sparsity in action via three applications.Comment: 30 pages, 18 figure
Algorithmic linear dimension reduction in the ℓ1 norm for sparse vectors
Abstract. We can recover approximately a sparse signal with limited noise, i.e, a vector of length d with at least d − m zeros or near-zeros, using little more than m log(d) nonadaptive linear measurements rather than the d measurements needed to recover an arbitrary signal of length d. Several research communities are interested in techniques for measuring and recovering such signals and a variety of approaches have been proposed. We focus on two important properties of such algorithms. • Uniformity. A single measurement matrix should work simultaneously for all signals. • Computational Efficiency. The time to recover such an m-sparse signal should be close to the obvious lower bound, m log(d/m). To date, algorithms for signal recovery that provide a uniform measurement matrix with approximately the optimal number of measurements, such as first proposed by Donoho and his collaborators, and, separately, by Candès and Tao, are based on linear programming and require time poly(d) instead of m polylog(d). On the other hand, fast decoding algorithms to date from the Theoretical Computer Science and Database communities fail with probability at least 1 / poly(d), whereas we need failure probability no more than around 1/d m to achieve a uniform failure guarantee. This paper develops a new method for recovering m-sparse signals that is simultaneously unifor
One sketch for all: Fast algorithms for compressed sensing
Abstract. Compressed Sensing is a new paradigm for acquiring the compressible signals that arise in many applications. These signals can be approximated using an amount of information much smaller than the nominal length of the signal. Traditional approaches acquire the entire signal and process it to extract the information. The new approach acquires a small number of nonadaptive linear measurements of the signal and uses sophisticated algorithms to determine its information content. Emerging technologies can compute these general linear measurements of a signal at unit cost per measurement. This paper exhibits a randomized measurement ensemble and a signal reconstruction algorithm that satisfy four requirements: (1) The measurement ensemble succeeds for all signals, with high probability over the random choices in its construction. (2) The number of measurements of the signal is optimal, except for a factor polylogarithmic in the signal length. (3) The running time of the algorithm is polynomial in the amount of information in the signal and polylogarithmic in the signal length. (4) The recovery algorithm offers the strongest possible type of error guarantee. Moreover, it is a fully polynomial approximation scheme with respect to this type of error bound. Emerging applications demand this level of performance. Yet no other algorithm in the literature simultaneously achieves all four of these desiderata