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COMBINING GEOMETRY AND COMBINATORICS: A UNIFIED APPROACH TO SPARSE SIGNAL RECOVERY
"... Abstract. There are two main algorithmic approaches to sparse signal recovery: geometric and combinatorial. The geometric approach starts with a geometric constraint on the measurement matrix Φ and then uses linear programming to decode information about x from Φx. The combinatorial approach constru ..."
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Cited by 42 (11 self)
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Abstract. There are two main algorithmic approaches to sparse signal recovery: geometric and combinatorial. The geometric approach starts with a geometric constraint on the measurement matrix Φ and then uses linear programming to decode information about x from Φx. The combinatorial approach constructs Φ and a combinatorial decoding algorithm to match. We present a unified approach to these two classes of sparse signal recovery algorithms. The unifying elements are the adjacency matrices of high-quality unbalanced expanders. We generalize the notion of Restricted Isometry Property (RIP), crucial to compressed sensing results for signal recovery, from the Euclidean norm to the ℓp norm for p ≈ 1, and then show that unbalanced expanders are essentially equivalent to RIP-p matrices. From known deterministic constructions for such matrices, we obtain new deterministic measurement matrix constructions and algorithms for signal recovery which, compared to previous deterministic algorithms, are superior in either the number of measurements or in noise tolerance. 1.
Sparse recovery using sparse random matrices
, 2008
"... We consider the approximate sparse recovery problem, where the goal is to (approximately) recover a high-dimensional vector x from its lower-dimensional sketch Ax. A popular way of performing this recovery is by finding x # such that Ax = Ax # , and �x # �1 is minimal. It is known that this approach ..."
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Cited by 21 (3 self)
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We consider the approximate sparse recovery problem, where the goal is to (approximately) recover a high-dimensional vector x from its lower-dimensional sketch Ax. A popular way of performing this recovery is by finding x # such that Ax = Ax # , and �x # �1 is minimal. It is known that this approach “works” if A is a random dense matrix, chosen from a proper distribution. In this paper, we investigate this procedure for the case where A is binary and very sparse. We show that, both in theory and in practice, sparse matrices are essentially as “good” as the dense ones. At the same time, sparse binary matrices provide additional benefits, such as reduced encoding and decoding time.
Sparse recovery using sparse matrices
, 2008
"... We consider the approximate sparse recovery problem, where the goal is to (approximately) recover a high-dimensional vector x from its lower-dimensional sketch Ax. A popular way of performing this recovery is by finding x # such that Ax = Ax # , and ‖x # ‖1 is minimal. It is known that this approach ..."
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Cited by 5 (1 self)
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We consider the approximate sparse recovery problem, where the goal is to (approximately) recover a high-dimensional vector x from its lower-dimensional sketch Ax. A popular way of performing this recovery is by finding x # such that Ax = Ax # , and ‖x # ‖1 is minimal. It is known that this approach “works ” if A is a random dense matrix, chosen from a proper distribution. In this paper, we investigate this procedure for the case where A is binary and very sparse. We show that, both in theory and in practice, sparse matrices are essentially as “good ” as the dense ones. At the same time, sparse binary matrices provide additional benefits, such as reduced encoding and decoding time. 1
Efficient and Robust Compressed Sensing using Optimized Expander Graphs
"... Abstract—Expander graphs have been recently proposed to construct efficient compressed sensing algorithms. In particular, it has been shown that any n-dimensional vector that is k-sparse can be fully recovered using O(k log n) measurements and only O(k log n) simple recovery iterations. In this pape ..."
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Cited by 5 (2 self)
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Abstract—Expander graphs have been recently proposed to construct efficient compressed sensing algorithms. In particular, it has been shown that any n-dimensional vector that is k-sparse can be fully recovered using O(k log n) measurements and only O(k log n) simple recovery iterations. In this paper we improve upon this result by considering expander graphs with expansion coefficient beyond 3 and show that, with the same number of 4 measurements, only O(k) recovery iterations are required, which is a significant improvement when n is large. In fact, full recovery can be accomplished by at most 2k very simple iterations. The number of iterations can be reduced arbitrarily close to k, and the recovery algorithm can be implemented very efficiently using a simple priority queue with total recovery time O ( n log ( )) n k We also show that by tolerating a small penalty on the number of measurements, and not on the number of recovery iterations, one can use the efficient construction of a family of expander graphs to come up with explicit measurement matrices for this method. We compare our result with other recently developed expandergraph-based methods and argue that it compares favorably both in terms of the number of required measurements and in terms of the time complexity and the simplicity of recovery. Finally we will show how our analysis extends to give a robust algorithm that finds the position and sign of the k significant elements of an almost k-sparse signal and then, using very simple optimization techniques, finds a k-sparse signal which is close to the best k-term approximation of the original signal. I.
Recovering Sparse Signals Using Sparse Measurement Matrices in Compressed DNA Microarrays
, 2008
"... Microarrays (DNA, protein, etc.) are massively parallel affinity-based biosensors capable of detecting and quantifying a large number of different genomic particles simultaneously. Among them, DNA microarrays comprising tens of thousands of probe spots are currently being employed to test multitude ..."
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Cited by 5 (0 self)
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Microarrays (DNA, protein, etc.) are massively parallel affinity-based biosensors capable of detecting and quantifying a large number of different genomic particles simultaneously. Among them, DNA microarrays comprising tens of thousands of probe spots are currently being employed to test multitude of targets in a single experiment. In conventional microarrays, each spot contains a large number of copies of a single probe designed to capture a single target, and, hence, collects only a single data point. This is a wasteful use of the sensing resources in comparative DNA microarray experiments, where a test sample is measured relative to a reference sample. Typically, only a fraction of the total number of genes represented by the two samples is differentially expressed, and, thus, a vast number of probe spots may not provide any useful information. To this end, we propose an alternative design, the so-called compressed microarrays, wherein each spot contains copies of several different probes and the total number of spots is potentially much smaller than the number of targets being tested. Fewer spots directly translates to significantly lower costs due to cheaper array manufacturing, simpler image acquisition and processing, and smaller amount of genomic material needed for experiments. To recover signals from compressed microarray measurements, we leverage ideas from compressive sampling. For sparse measurement matrices, we propose an algorithm that has significantly lower computational complexity than the widely used linear-programming-based methods, and can also recover signals with less sparsity.
Information-theoretic limits on sparse support recovery: Dense versus sparse measurements
, 2008
"... We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of
observations n, the ambient signal dimension p, and the signal ..."
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Cited by 4 (1 self)
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We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of
observations n, the ambient signal dimension p, and the signal
sparsity k are all allowed to tend to infinity in a general manner. This paper makes two novel contributions. First, we provide sharper necessary conditions for exact support recovery using general (non-Gaussian) dense measurement matrices. Combined with previously known sufficient conditions, this result yields a sharp characterization of when the optimal decoder can recover a signal with linear sparsity (k = Θ(p)) using a linear scaling of observations (n = Θ(p)) in the presence of noise. Our second contribution is to prove necessary conditions on the number
of observations n required for asymptotically reliable recovery using a class of γ-sparsified measurement matrices, where the measurement sparsity γ(n, p, k) G (0, 1] corresponds to the fraction of non-zero entries per row. Our analysis allows general scaling of the quadruplet (n, p, k, γ), and reveals three different regimes, corresponding to whether measurement sparsity has no effect, a minor effect, or a dramatic effect on the information-theoretic limits of the subset recovery problem.
High-dimensional subset recovery in noise: Sparsified measurements without loss of statistical efficiency
, 2008
"... We consider the problem of estimating the support of a vector β ∗ ∈ R p based on observations contaminated by noise. A significant body of work has studied behavior of ℓ1-relaxations when applied to measurement matrices drawn from standard dense ensembles (e.g., Gaussian, Bernoulli). In this paper, ..."
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Cited by 3 (2 self)
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We consider the problem of estimating the support of a vector β ∗ ∈ R p based on observations contaminated by noise. A significant body of work has studied behavior of ℓ1-relaxations when applied to measurement matrices drawn from standard dense ensembles (e.g., Gaussian, Bernoulli). In this paper, we analyze sparsified measurement ensembles, and consider the tradeoff between measurement sparsity, as measured by the fraction γ of non-zero entries, and the statistical efficiency, as measured by the minimal number of observations n required for exact support recovery with probability converging to one. Our main result is to prove that it is possible to let γ → 0 at some rate, yielding measurement matrices with a vanishing fraction of non-zeros per row while retaining the same statistical efficiency as dense ensembles. A variety of simulation results confirm the sharpness of our theoretical predictions.
LP Decoding meets LP Decoding: A Connection between Channel Coding and Compressed Sensing ∗
"... Abstract — This is a tale of two linear programming decoders, namely channel coding linear programming decoding (CC-LPD) and compressed sensing linear programming decoding (CS-LPD). So far, they have evolved quite independently. The aim of the present paper is to show that there is a tight connectio ..."
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Cited by 2 (2 self)
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Abstract — This is a tale of two linear programming decoders, namely channel coding linear programming decoding (CC-LPD) and compressed sensing linear programming decoding (CS-LPD). So far, they have evolved quite independently. The aim of the present paper is to show that there is a tight connection between, on the one hand, CS-LPD based on a zeroone measurement matrix over the reals and, on the other hand, CC-LPD of the binary linear code that is obtained by viewing this measurement matrix as a binary parity-check matrix. This connection allows one to translate performance guarantees from one setup to the other. I.
Channel Coding LP Decoding and Compressed Sensing LP Decoding: Further Connections ∗
"... Abstract—Channel coding linear programming decoding (CC-LPD) and compressed sensing linear programming decoding (CS-LPD) are two setups that are formally tightly related. Recently, a connection between CC-LPD and CS-LPD was exhibited that goes beyond this formal relationship. The main ingredient was ..."
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Cited by 1 (1 self)
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Abstract—Channel coding linear programming decoding (CC-LPD) and compressed sensing linear programming decoding (CS-LPD) are two setups that are formally tightly related. Recently, a connection between CC-LPD and CS-LPD was exhibited that goes beyond this formal relationship. The main ingredient was a lemma that allowed one to map vectors in the nullspace of some zero-one measurement matrix into vectors of the fundamental cone defined by that matrix. The aim of the present paper is to extend this connection along several directions. In particular, the above-mentioned lemma is extended from real measurement matrices where every entry is equal to either zero or one to complex measurement matrices where the absolute value of every entry is a non-negative integer. Moreover, this lemma and its generalizations are used to translate performance guarantees from CC-LPD to CS-LPD. In addition, the present paper extends the formal relationship between CC-LPD and CS-LPD with the help of graph covers. First, this graph-cover viewpoint is used to obtain new connections between, on the one hand, CC-LPD for binary paritycheck matrices, and, on the other hand, CS-LPD for complex measurement matrices. Secondly, this graph-cover viewpoint is used to see CS-LPD not only as a well-known relaxation of some zero-norm minimization problem but (at least in the case of real measurement matrices with only zeros, ones, and minus ones) also as a relaxation of a problem we call the zero-infinity operator minimization problem. I.

