The field of compressed sensing has shown that a sparse but otherwise
arbitrary vector can be recovered exactly from a small number of randomly
constructed linear projections (or samples). The question addressed in this
paper is whether an even smaller number of samples is sufficient when there
exists prior knowledge about the distribution of the unknown vector, or when
only partial recovery is needed. An information-theoretic lower bound with
connections to free probability theory and an upper bound corresponding to a
computationally simple thresholding estimator are derived. It is shown that in
certain cases (e.g. discrete valued vectors or large distortions) the number of
samples can be decreased. Interestingly though, it is also shown that in many
cases no reduction is possible
