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Compressed sensing
 IEEE Trans. Inform. Theory
"... Abstract—Suppose is an unknown vector in (a digital image or signal); we plan to measure general linear functionals of and then reconstruct. If is known to be compressible by transform coding with a known transform, and we reconstruct via the nonlinear procedure defined here, the number of measureme ..."
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Cited by 1885 (18 self)
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Abstract—Suppose is an unknown vector in (a digital image or signal); we plan to measure general linear functionals of and then reconstruct. If is known to be compressible by transform coding with a known transform, and we reconstruct via the nonlinear procedure defined here, the number of measurements can be dramatically smaller than the size. Thus, certain natural classes of images with pixels need only = ( 1 4 log 5 2 ()) nonadaptive nonpixel samples for faithful recovery, as opposed to the usual pixel samples. More specifically, suppose has a sparse representation in some orthonormal basis (e.g., wavelet, Fourier) or tight frame (e.g., curvelet, Gabor)—so the coefficients belong to an ball for 0 1. The most important coefficients in that expansion allow reconstruction with 2 error ( 1 2 1
Near Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
, 2004
"... Suppose we are given a vector f in RN. How many linear measurements do we need to make about f to be able to recover f to within precision ɛ in the Euclidean (ℓ2) metric? Or more exactly, suppose we are interested in a class F of such objects— discrete digital signals, images, etc; how many linear m ..."
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Cited by 891 (18 self)
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Suppose we are given a vector f in RN. How many linear measurements do we need to make about f to be able to recover f to within precision ɛ in the Euclidean (ℓ2) metric? Or more exactly, suppose we are interested in a class F of such objects— discrete digital signals, images, etc; how many linear measurements do we need to recover objects from this class to within accuracy ɛ? This paper shows that if the objects of interest are sparse or compressible in the sense that the reordered entries of a signal f ∈ F decay like a powerlaw (or if the coefficient sequence of f in a fixed basis decays like a powerlaw), then it is possible to reconstruct f to within very high accuracy from a small number of random measurements. typical result is as follows: we rearrange the entries of f (or its coefficients in a fixed basis) in decreasing order of magnitude f  (1) ≥ f  (2) ≥... ≥ f  (N), and define the weakℓp ball as the class F of those elements whose entries obey the power decay law f  (n) ≤ C · n −1/p. We take measurements 〈f, Xk〉, k = 1,..., K, where the Xk are Ndimensional Gaussian
Decoding by Linear Programming
, 2004
"... This paper considers the classical error correcting problem which is frequently discussed in coding theory. We wish to recover an input vector f ∈ Rn from corrupted measurements y = Af + e. Here, A is an m by n (coding) matrix and e is an arbitrary and unknown vector of errors. Is it possible to rec ..."
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Cited by 704 (15 self)
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This paper considers the classical error correcting problem which is frequently discussed in coding theory. We wish to recover an input vector f ∈ Rn from corrupted measurements y = Af + e. Here, A is an m by n (coding) matrix and e is an arbitrary and unknown vector of errors. Is it possible to recover f exactly from the data y? We prove that under suitable conditions on the coding matrix A, the input f is the unique solution to the ℓ1minimization problem (‖x‖ℓ1:= i xi) min g∈R n ‖y − Ag‖ℓ1 provided that the support of the vector of errors is not too large, ‖e‖ℓ0: = {i: ei ̸= 0}  ≤ ρ · m for some ρ> 0. In short, f can be recovered exactly by solving a simple convex optimization problem (which one can recast as a linear program). In addition, numerical experiments suggest that this recovery procedure works unreasonably well; f is recovered exactly even in situations where a significant fraction of the output is corrupted. This work is related to the problem of finding sparse solutions to vastly underdetermined systems of linear equations. There are also significant connections with the problem of recovering signals from highly incomplete measurements. In fact, the results introduced in this paper improve on our earlier work [5]. Finally, underlying the success of ℓ1 is a crucial property we call the uniform uncertainty principle that we shall describe in detail.
The Dantzig Selector: Statistical Estimation When p Is Much Larger Than n
, 2007
"... In many important statistical applications, the number of variables or parameters p is much larger than the number of observations n. Suppose then that we have observations y = Xβ + z, where β ∈ Rp is a parameter vector of interest, X is a data matrix with possibly far fewer rows than columns, n ≪ p ..."
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Cited by 449 (13 self)
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In many important statistical applications, the number of variables or parameters p is much larger than the number of observations n. Suppose then that we have observations y = Xβ + z, where β ∈ Rp is a parameter vector of interest, X is a data matrix with possibly far fewer rows than columns, n ≪ p, and the zi’s are i.i.d. N(0,σ2). Is it possible to estimate β reliably based on the noisy data y? To estimate β, we introduce a new estimator—we call it the Dantzig selector—which is a solution to the ℓ1regularization problem min ˜β∈R p ‖ ˜β‖ℓ1 subject to ‖X ∗ r‖ℓ ∞ ≤ (1 + t−1 √) 2logp · σ, where r is the residual vector y − X ˜β and t is a positive scalar. We show that if X obeys a uniform uncertainty principle (with unitnormed columns) and if the true parameter vector β is sufficiently sparse (which here roughly guarantees that the model is identifiable), then with very large probability,
CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
 California Institute of Technology, Pasadena
, 2008
"... Abstract. Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples. This paper describes a new iterative recovery alg ..."
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Cited by 370 (4 self)
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Abstract. Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples. This paper describes a new iterative recovery algorithm called CoSaMP that delivers the same guarantees as the best optimizationbased approaches. Moreover, this algorithm offers rigorous bounds on computational cost and storage. It is likely to be extremely efficient for practical problems because it requires only matrix–vector multiplies with the sampling matrix. For compressible signals, the running time is just O(N log 2 N), where N is the length of the signal. 1.
For Most Large Underdetermined Systems of Linear Equations the Minimal ℓ1norm Solution is also the Sparsest Solution
 Comm. Pure Appl. Math
, 2004
"... We consider linear equations y = Φα where y is a given vector in R n, Φ is a given n by m matrix with n < m ≤ An, and we wish to solve for α ∈ R m. We suppose that the columns of Φ are normalized to unit ℓ 2 norm 1 and we place uniform measure on such Φ. We prove the existence of ρ = ρ(A) so that ..."
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Cited by 365 (9 self)
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We consider linear equations y = Φα where y is a given vector in R n, Φ is a given n by m matrix with n < m ≤ An, and we wish to solve for α ∈ R m. We suppose that the columns of Φ are normalized to unit ℓ 2 norm 1 and we place uniform measure on such Φ. We prove the existence of ρ = ρ(A) so that for large n, and for all Φ’s except a negligible fraction, the following property holds: For every y having a representation y = Φα0 by a coefficient vector α0 ∈ R m with fewer than ρ · n nonzeros, the solution α1 of the ℓ 1 minimization problem min �x�1 subject to Φα = y is unique and equal to α0. In contrast, heuristic attempts to sparsely solve such systems – greedy algorithms and thresholding – perform poorly in this challenging setting. The techniques include the use of random proportional embeddings and almostspherical sections in Banach space theory, and deviation bounds for the eigenvalues of random Wishart matrices.
Exact Matrix Completion via Convex Optimization
, 2008
"... We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover the entries that we have not seen? We show that one can perfe ..."
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Cited by 350 (22 self)
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We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover the entries that we have not seen? We show that one can perfectly recover most lowrank matrices from what appears to be an incomplete set of entries. We prove that if the number m of sampled entries obeys m ≥ C n 1.2 r log n for some positive numerical constant C, then with very high probability, most n × n matrices of rank r can be perfectly recovered by solving a simple convex optimization program. This program finds the matrix with minimum nuclear norm that fits the data. The condition above assumes that the rank is not too large. However, if one replaces the 1.2 exponent with 1.25, then the result holds for all values of the rank. Similar results hold for arbitrary rectangular matrices as well. Our results are connected with the recent literature on compressed sensing, and show that objects other than signals and images can be perfectly reconstructed from very limited information.
Signal recovery from random measurements via Orthogonal Matching Pursuit
 IEEE TRANS. INFORM. THEORY
, 2007
"... This technical report demonstrates theoretically and empirically that a greedy algorithm called Orthogonal Matching Pursuit (OMP) can reliably recover a signal with m nonzero entries in dimension d given O(m ln d) random linear measurements of that signal. This is a massive improvement over previous ..."
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Cited by 328 (8 self)
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This technical report demonstrates theoretically and empirically that a greedy algorithm called Orthogonal Matching Pursuit (OMP) can reliably recover a signal with m nonzero entries in dimension d given O(m ln d) random linear measurements of that signal. This is a massive improvement over previous results for OMP, which require O(m 2) measurements. The new results for OMP are comparable with recent results for another algorithm called Basis Pursuit (BP). The OMP algorithm is faster and easier to implement, which makes it an attractive alternative to BP for signal recovery problems.
Compressive sensing
 IEEE Signal Processing Mag
, 2007
"... The Shannon/Nyquist sampling theorem tells us that in order to not lose information when uniformly sampling a signal we must sample at least two times faster than its bandwidth. In many applications, including digital image and video cameras, the Nyquist rate can be so high that we end up with too m ..."
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Cited by 326 (41 self)
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The Shannon/Nyquist sampling theorem tells us that in order to not lose information when uniformly sampling a signal we must sample at least two times faster than its bandwidth. In many applications, including digital image and video cameras, the Nyquist rate can be so high that we end up with too many samples and must compress in order to store or transmit them. In other applications, including imaging systems (medical scanners, radars) and highspeed analogtodigital converters, increasing the sampling rate or density beyond the current stateoftheart is very expensive. In this lecture, we will learn about a new technique that tackles these issues using compressive sensing [1, 2]. We will replace the conventional sampling and reconstruction operations with a more general linear measurement scheme coupled with an optimization in order to acquire certain kinds of signals at a rate significantly below Nyquist. 2
A Simple Proof of the Restricted Isometry Property for Random Matrices
 CONSTR APPROX
, 2008
"... We give a simple technique for verifying the Restricted Isometry Property (as introduced by Candès and Tao) for random matrices that underlies Compressed Sensing. Our approach has two main ingredients: (i) concentration inequalities for random inner products that have recently provided algorithmical ..."
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Cited by 321 (58 self)
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We give a simple technique for verifying the Restricted Isometry Property (as introduced by Candès and Tao) for random matrices that underlies Compressed Sensing. Our approach has two main ingredients: (i) concentration inequalities for random inner products that have recently provided algorithmically simple proofs of the Johnson–Lindenstrauss lemma; and (ii) covering numbers for finitedimensional balls in Euclidean space. This leads to an elementary proof of the Restricted Isometry Property and brings out connections between Compressed Sensing and the Johnson–Lindenstrauss lemma. As a result, we obtain simple and direct proofs of Kashin’s theorems on widths of finite balls in Euclidean space (and their improvements due to Gluskin) and proofs of the existence of optimal Compressed Sensing measurement matrices. In the process, we also prove that these measurements have a certain universality with respect to the sparsityinducing basis.