No Arabic abstract
We study the problem of recovering a block-sparse signal from under-sampled observations. The non-zero values of such signals appear in few blocks, and their recovery is often accomplished using a $ell_{1,2}$ optimization problem. In applications such as DNA micro-arrays, some prior information about the block support, i.e., blocks containing non-zero elements, is available. A typical way to consider the extra information in recovery procedures is to solve a weighted $ell_{1,2}$ problem. In this paper, we consider a block sparse model, where the block support has intersection with some given subsets of blocks with known probabilities. Our goal in this work is to minimize the number of required linear Gaussian measurements for perfect recovery of the signal by tuning the weights of a weighted $ell_{1,2}$ problem. For this goal, we apply tools from conic integral geometry and derive closed-form expressions for the optimal weights. We show through precise analysis and simulations that the weighted $ell_{1,2}$ problem with optimal weights significantly outperforms the regular $ell_{1,2}$ problem. We further examine the sensitivity of the optimal weights to the mismatch of block probabilities, and conclude stability under small probability deviations.
This paper considers the problem of recovering a structured signal from a relatively small number of noisy measurements with the aid of a similar signal which is known beforehand. We propose a new approach to integrate prior information into the standard recovery procedure by maximizing the correlation between the prior knowledge and the desired signal. We then establish performance guarantees (in terms of the number of measurements) for the proposed method under sub-Gaussian measurements. Specific structured signals including sparse vectors, block-sparse vectors, and low-rank matrices are also analyzed. Furthermore, we present an interesting geometrical interpretation for the proposed procedure. Our results demonstrate that if prior information is good enough, then the proposed approach can (remarkably) outperform the standard recovery procedure. Simulations are provided to verify our results.
In this work, we consider the problem of recovering analysis-sparse signals from under-sampled measurements when some prior information about the support is available. We incorporate such information in the recovery stage by suitably tuning the weights in a weighted $ell_1$ analysis optimization problem. Indeed, we try to set the weights such that the method succeeds with minimum number of measurements. For this purpose, we exploit the upper-bound on the statistical dimension of a certain cone to determine the weights. Our numerical simulations confirm that the introduced method with tuned weights outperforms the standard $ell_1$ analysis technique.
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.
We present a method to compute, quickly and efficiently, the mutual information achieved by an IID (independent identically distributed) complex Gaussian input on a block Rayleigh-faded channel without side information at the receiver. The method accommodates both scalar and MIMO (multiple-input multiple-output) settings. Operationally, the mutual information thus computed represents the highest spectral efficiency that can be attained using standard Gaussian codebooks. Examples are provided that illustrate the loss in spectral efficiency caused by fast fading and how that loss is amplified by the use of multiple transmit antennas. These examples are further enriched by comparisons with the channel capacity under perfect channel-state information at the receiver, and with the spectral efficiency attained by pilot-based transmission.
We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of designing compressive measurements to maximize the measurement signal-to-noise ratio (SNR), as increasing SNR improves the detection performance in a large class of detectors. We use a lexicographic optimization approach, where the optimal measurement design for sparsity level $k$ is sought only among the set of measurement matrices that satisfy the optimality conditions for sparsity level k-1. We consider optimizing two different SNR criteria, namely a worst-case SNR measure, over all possible realizations of a k-sparse signal, and an average SNR measure with respect to a uniform distribution on the locations of the up to k nonzero entries in the signal. We establish connections between these two criteria and certain classes of tight frames. We constrain our measurement matrices to the class of tight frames to avoid coloring the noise covariance matrix. For the worst-case problem, we show that the optimal measurement matrix is a Grassmannian line packing for most---and a uniform tight frame for all---sparse signals. For the average SNR problem, we prove that the optimal measurement matrix is a uniform tight frame with minimum sum-coherence for most---and a tight frame for all---sparse signals.