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Register a new userTime-Data Tradeoffs in Structured Signals Recovery via Proximal-Gradient Homotopy Method
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Added by
Yulong Liu
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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In this paper, we characterize data-time tradeoffs of the proximal-gradient homotopy method used for solving penalized linear inverse problems under sub-Gaussian measurements. Our results are sharp up to an absolute constant factor. We also show that, in the absence of the strong convexity assumption, the proximal-gradient homotopy update can achieve a linear rate of convergence when the number of measurements is sufficiently large. Numerical simulations are provided to verify our theoretical results. All proofs are included in the online full version of this paper.
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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.
This paper studies the problem of recovering a structured signal from a relatively small number of corrupted non-linear measurements. Assuming that signal and corruption are contained in some structure-promoted set, we suggest an extended Lasso to disentangle signal and corruption. We also provide conditions under which this recovery procedure can successfully reconstruct both signal and corruption.
This paper studies the problem of accurately recovering a structured signal from a small number of corrupted sub-Gaussian measurements. We consider three different procedures to reconstruct signal and corruption when different kinds of prior knowledge are available. In each case, we provide conditions (in terms of the number of measurements) for stable signal recovery from structured corruption with added unstructured noise. Our results theoretically demonstrate how to choose the regularization parameters in both partially and fully penalized recovery procedures and shed some light on the relationships among the three procedures. The key ingredient in our analysis is an extended matrix deviation inequality for isotropic sub-Gaussian matrices, which implies a tight lower bound for the restricted singular value of the extended sensing matrix. Numerical experiments are presented to verify our theoretical results.
This paper is concerned with the problem of recovering a structured signal from a relatively small number of corrupted random measurements. Sharp phase transitions have been numerically observed in practice when different convex programming procedures are used to solve this problem. This paper is devoted to presenting theoretical explanations for these phenomenons by employing some basic tools from Gaussian process theory. Specifically, we identify the precise locations of the phase transitions for both constrained and penalized recovery procedures. Our theoretical results show that these phase transitions are determined by some geometric measures of structure, e.g., the spherical Gaussian width of a tangent cone and the Gaussian (squared) distance to a scaled subdifferential. By utilizing the established phase transition theory, we further investigate the relationship between these two kinds of recovery procedures, which also reveals an optimal strategy (in the sense of Lagrange theory) for choosing the tradeoff parameter in the penalized recovery procedure. Numerical experiments are provided to verify our theoretical results.
We study the problem of recursively recovering a time sequence of sparse vectors, St, from measurements Mt := St + Lt that are corrupted by structured noise Lt which is dense and can have large magnitude. The structure that we require is that Lt should lie in a low dimensional subspace that is either fixed or changes slowly enough; and the eigenvalues of its covariance matrix are clustered. We do not assume any model on the sequence of sparse vectors. Their support sets and their nonzero element values may be either independent or correlated over time (usually in many applications they are correlated). The only thing required is that there be some support change every so often. We introduce a novel solution approach called Recursive Projected Compressive Sensing with cluster-PCA (ReProCS-cPCA) that addresses some of the limitations of earlier work. Under mild assumptions, we show that, with high probability, ReProCS-cPCA can exactly recover the support set of St at all times; and the reconstruction errors of both St and Lt are upper bounded by a time-invariant and small value.
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