No Arabic abstract
Compressive sensing relies on the sparse prior imposed on the signal of interest to solve the ill-posed recovery problem in an under-determined linear system. The objective function used to enforce the sparse prior information should be both effective and easily optimizable. Motivated by the entropy concept from information theory, in this paper we propose the generalized Shannon entropy function and R{e}nyi entropy function of the signal as the sparsity promoting regularizers. Both entropy functions are nonconvex, non-separable. Their local minimums only occur on the boundaries of the orthants in the Euclidean space. Compared to other popular objective functions, minimizing the generalized entropy functions adaptively promotes multiple high-energy coefficients while suppressing the rest low-energy coefficients. The corresponding optimization problems can be recasted into a series of reweighted $l_1$-norm minimization problems and then solved efficiently by adapting the FISTA. Sparse signal recovery experiments on both the simulated and real data show the proposed entropy functions minimization approaches perform better than other popular approaches and achieve state-of-the-art performances.
The orthogonal matching pursuit (OMP) algorithm is a commonly used algorithm for recovering $K$-sparse signals $xin mathbb{R}^{n}$ from linear model $y=Ax$, where $Ain mathbb{R}^{mtimes n}$ is a sensing matrix. A fundamental question in the performance analysis of OMP is the characterization of the probability that it can exactly recover $x$ for random matrix $A$. Although in many practical applications, in addition to the sparsity, $x$ usually also has some additional property (for example, the nonzero entries of $x$ independently and identically follow the Gaussian distribution), none of existing analysis uses these properties to answer the above question. In this paper, we first show that the prior distribution information of $x$ can be used to provide an upper bound on $|x|_1^2/|x|_2^2$, and then explore the bound to develop a better lower bound on the probability of exact recovery with OMP in $K$ iterations. Simulation tests are presented to illustrate the superiority of the new bound.
The generalized approximate message passing (GAMP) algorithm under the Bayesian setting shows advantage in recovering under-sampled sparse signals from corrupted observations. Compared to conventional convex optimization methods, it has a much lower complexity and is computationally tractable. In the GAMP framework, the sparse signal and the observation are viewed to be generated according to some pre-specified probability distributions in the input and output channels. However, the parameters of the distributions are usually unknown in practice. In this paper, we propose an extended GAMP algorithm with built-in parameter estimation (PE-GAMP) and present its empirical convergence analysis. PE-GAMP treats the parameters as unknown random variables with simple priors and jointly estimates them with the sparse signals. Compared with Expectation Maximization (EM) based parameter estimation methods, the proposed PE-GAMP could draw information from the prior distributions of the parameters to perform parameter estimation. It is also more robust and much simpler, which enables us to consider more complex signal distributions apart from the usual Bernoulli-Gaussian (BGm) mixture distribution. Specifically, the formulations of Bernoulli-Exponential mixture (BEm) distribution and Laplace distribution are given in this paper. Simulated noiseless sparse signal recovery experiments demonstrate that the performance of the proposed PE-GAMP matches the oracle GAMP algorithm. When noise is present, both the simulated experiments and the real image recovery experiments show that PE-GAMP is still able to maintain its robustness and outperform EM based parameter estimation method when the sampling ratio is small. Additionally, using the BEm formulation of the PE-GAMP, we can successfully perform non-negative sparse coding of local image patches and provide useful features for the image classification task.
In this paper, we put forth a new joint sparse recovery algorithm called signal space matching pursuit (SSMP). The key idea of the proposed SSMP algorithm is to sequentially investigate the support of jointly sparse vectors to minimize the subspace distance to the residual space. Our performance guarantee analysis indicates that SSMP accurately reconstructs any row $K$-sparse matrix of rank $r$ in the full row rank scenario if the sampling matrix $mathbf{A}$ satisfies $text{krank}(mathbf{A}) ge K+1$, which meets the fundamental minimum requirement on $mathbf{A}$ to ensure exact recovery. We also show that SSMP guarantees exact reconstruction in at most $K-r+lceil frac{r}{L} rceil$ iterations, provided that $mathbf{A}$ satisfies the restricted isometry property (RIP) of order $L(K-r)+r+1$ with $$delta_{L(K-r)+r+1} < max left { frac{sqrt{r}}{sqrt{K+frac{r}{4}}+sqrt{frac{r}{4}}}, frac{sqrt{L}}{sqrt{K}+1.15 sqrt{L}} right },$$ where $L$ is the number of indices chosen in each iteration. This implies that the requirement on the RIP constant becomes less restrictive when $r$ increases. Such behavior seems to be natural but has not been reported for most of conventional methods. We further show that if $r=1$, then by running more than $K$ iterations, the performance guarantee of SSMP can be improved to $delta_{lfloor 7.8K rfloor} le 0.155$. In addition, we show that under a suitable RIP condition, the reconstruction error of SSMP is upper bounded by a constant multiple of the noise power, which demonstrates the stability of SSMP under measurement noise. Finally, from extensive numerical experiments, we show that SSMP outperforms conventional joint sparse recovery algorithms both in noiseless and noisy scenarios.
In this paper, we propose a generalized expectation consistent signal recovery algorithm to estimate the signal $mathbf{x}$ from the nonlinear measurements of a linear transform output $mathbf{z}=mathbf{A}mathbf{x}$. This estimation problem has been encountered in many applications, such as communications with front-end impairments, compressed sensing, and phase retrieval. The proposed algorithm extends the prior art called generalized turbo signal recovery from a partial discrete Fourier transform matrix $mathbf{A}$ to a class of general matrices. Numerical results show the excellent agreement of the proposed algorithm with the theoretical Bayesian-optimal estimator derived using the replica method.
Recovery algorithms play a key role in compressive sampling (CS). Most of current CS recovery algorithms are originally designed for one-dimensional (1D) signal, while many practical signals are two-dimensional (2D). By utilizing 2D separable sampling, 2D signal recovery problem can be converted into 1D signal recovery problem so that ordinary 1D recovery algorithms, e.g. orthogonal matching pursuit (OMP), can be applied directly. However, even with 2D separable sampling, the memory usage and complexity at the decoder is still high. This paper develops a novel recovery algorithm called 2D-OMP, which is an extension of 1D-OMP. In the 2D-OMP, each atom in the dictionary is a matrix. At each iteration, the decoder projects the sample matrix onto 2D atoms to select the best matched atom, and then renews the weights for all the already selected atoms via the least squares. We show that 2D-OMP is in fact equivalent to 1D-OMP, but it reduces recovery complexity and memory usage significantly. Whats more important, by utilizing the same methodology used in this paper, one can even obtain higher dimensional OMP (say 3D-OMP, etc.) with ease.