Conventional wisdom and common practice in acquisition and reconstruction of images from frequency data follow the basic principle of the Nyquist density sampling theory. This principle states that to reconstruct an image, the number of Fourier samples we need to acquire must match the desired resolution of the image, i.e. the number of pixels in the image. This paper surveys an emerging theory which goes by the name of “compressive sampling” or “compressed sensing,” and which says that this conventional wisdom is inaccurate. Perhaps surprisingly, it is possible to reconstruct images or signals of scientific interest accurately and sometimes even exactly from a number of samples which is far smaller than the desired resolution of the image/signal, e.g. the number of pixels in the image. It is believed that compressive sampling has far reaching implications. For example, it suggests the possibility of new data acquisition protocols that translate analog information into digital form with fewer sensors than what was considered necessary. This new sampling theory may come to underlie procedures for sampling and compressing data simultaneously. In this short survey, we provide some of the key mathematical insights underlying this new theory, and explain some of the interactions between compressive sampling and other fields such as statistics, information theory, coding theory, and theoretical computer science.

We consider the problem of automatically recognizing human faces from frontal views with varying expression and illumination, as well as occlusion and disguise. We cast the recognition problem as one of classifying among multiple linear regression models, and argue that new theory from sparse signal representation offers the key to addressing this problem. Based on a sparse representation computed by ℓ 1-minimization, we propose a general classification algorithm for (image-based) object recognition. This new framework provides new insights into two crucial issues in face recognition: feature extraction and robustness to occlusion. For feature extraction, we show that if sparsity in the recognition problem is properly harnessed, the choice of features is no longer critical. What is critical, however, is whether the number of features is sufficiently large and whether the sparse representation is correctly computed. Unconventional features such as downsampled images and random projections perform just as well as conventional features such as Eigenfaces and Laplacianfaces, as long as the dimension of the feature space surpasses certain threshold, predicted by the theory of sparse representation. This framework can handle errors due to occlusion and corruption uniformly, by exploiting the fact that these errors are often sparse w.r.t. to the standard (pixel) basis. The theory of sparse representation helps predict how much occlusion the recognition algorithm can handle and how to choose the training images to maximize robustness to occlusion. We conduct extensive experiments on publicly available databases to verify the efficacy of the proposed algorithm, and corroborate the above claims.

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 = Ax + z, where x ∈ R p is a parameter vector of interest, A is a data matrix with possibly far fewer rows than columns, n ≪ p, and the zi’s are i.i.d. N(0, σ 2). Is it possible to estimate x reliably based on the noisy data y? To estimate x, we introduce a new estimator—we call the Dantzig selector—which is solution to the ℓ1-regularization problem min ˜x∈R p ‖˜x‖ℓ1 subject to ‖A T r‖ℓ ∞ ≤ (1 + t −1) √ 2 log p · σ, where r is the residual vector y − A˜x and t is a positive scalar. We show that if A obeys a uniform uncertainty principle (with unit-normed columns) and if the true parameter vector x is sufficiently sparse (which here roughly guarantees that the model is identifiable), then with very large probability ‖ˆx − x ‖ 2 ℓ2 ≤ C2 ( · 2 log p · σ 2 + ∑ min(x 2 i, σ 2) Our results are nonasymptotic and we give values for the constant C. In short, our estimator achieves a loss within a logarithmic factor of the ideal mean squared error one would achieve with an oracle which would supply perfect information about which coordinates are nonzero, and which were above the noise level. In multivariate regression and from a model selection viewpoint, our result says that it is possible nearly to select the best subset of variables, by solving a very simple convex program, which in fact can easily be recast as a convenient linear program (LP).

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 optimization-based 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.

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 finite-dimensional 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 sparsity-inducing basis.

Abstract The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system identification and control, Euclidean embedding, and collaborative filtering. Although specific instances can often be solved with specialized algorithms, the general affine rank minimization problem is NP-hard, because it contains vector cardinality minimization as a special case. In this paper, we show that if a certain restricted isometry property holds for the linear transformation defining the constraints, the minimum rank solution can be recovered by solving a convex optimization problem, namely the minimization of the nuclear norm over the given affine space. We present several random ensembles of equations where the restricted isometry property holds with overwhelming probability, provided the codimension of the subspace is Ω(r(m + n) log mn), where m, n are the dimensions of the matrix, and r is its rank. The techniques used in our analysis have strong parallels in the compressed sensing framework. We discuss how affine rank minimization generalizes this pre-existing concept and outline a dictionary relating concepts from cardinality minimization to those of rank minimization. We also discuss several algorithmic approaches to solving the norm minimization relaxations, and illustrate our results with numerical examples.

Many problems in signal processing and statistical inference involve finding sparse solutions to under-determined, or ill-conditioned, linear systems of equations. A standard approach consists in minimizing an objective function which includes a quadratic (squared ℓ2) error term combined with a sparseness-inducing (ℓ1) regularization term.Basis pursuit, the least absolute shrinkage and selection operator (LASSO), wavelet-based deconvolution, and compressed sensing are a few well-known examples of this approach. This paper proposes gradient projection (GP) algorithms for the bound-constrained quadratic programming (BCQP) formulation of these problems. We test variants of this approach that select the line search parameters in different ways, including techniques based on the Barzilai-Borwein method. Computational experiments show that these GP approaches perform well in a wide range of applications, often being significantly faster (in terms of computation time) than competing methods. Although the performance of GP methods tends to degrade as the regularization term is de-emphasized, we show how they can be embedded in a continuation scheme to recover their efficient practical performance.

The sparsity which is implicit in MR images is exploited to significantly undersample k-space. Some MR images such as angiograms are already sparse in the pixel representation; other, more complicated images have a sparse representation in some transform domain–for example, in terms of spatial finite-differences or their wavelet coefficients. According to the recently developed mathematical theory of compressedsensing, images with a sparse representation can be recovered from randomly undersampled k-space data, provided an appropriate nonlinear recovery scheme is used. Intuitively, artifacts due to random undersampling add as noise-like interference. In the sparse transform domain the significant coefficients stand out above the interference. A nonlinear thresholding scheme can recover the sparse coefficients, effectively recovering the image itself. In this article, practical incoherent undersampling schemes are developed and analyzed by means of their aliasing interference. Incoherence is introduced by pseudo-random variable-density undersampling of phase-encodes. The reconstruction is performed by minimizing the ℓ1 norm of a transformed image, subject to data fidelity constraints. Examples demonstrate improved spatial resolution and accelerated acquisition for multislice fast spinecho brain imaging and 3D contrast enhanced angiography.

A full-rank matrix A ∈ IR n×m with n < m generates an underdetermined system of linear equations Ax = b having infinitely many solutions. Suppose we seek the sparsest solution, i.e., the one with the fewest nonzero entries: can it ever be unique? If so, when? As optimization of sparsity is combinatorial in nature, are there efficient methods for finding the sparsest solution? These questions have been answered positively and constructively in recent years, exposing a wide variety of surprising phenomena; in particular, the existence of easily-verifiable conditions under which optimally-sparse solutions can be found by concrete, effective computational methods. Such theoretical results inspire a bold perspective on some important practical problems in signal and image processing. Several well-known signal and image processing problems can be cast as demanding solutions of undetermined systems of equations. Such problems have previously seemed, to many, intractable. There is considerable evidence that these problems often have sparse solutions. Hence, advances in finding sparse solutions to underdetermined systems energizes research on such signal and image processing problems – to striking effect. In this paper we review the theoretical results on sparse solutions of linear systems, empirical

Finding sparse approximate solutions to large underdetermined linear systems of equations is a common problem in signal/image processing and statistics. Basis pursuit, the least absolute shrinkage and selection operator (LASSO), wavelet-based deconvolution and reconstruction, and compressed sensing (CS) are a few well-known areas in which problems of this type appear. One standard approach is to minimize an objective function that includes a quadratic (ℓ2) error term added to a sparsity-inducing (usually ℓ1) regularizer. We present an algorithmic framework for the more general problem of minimizing the sum of a smooth convex function and a nonsmooth, possibly nonconvex, sparsity-inducing function. We propose iterative methods in which each step is an optimization subproblem involving a separable quadratic term (diagonal Hessian) plus the original sparsity-inducing term. Our approach is suitable for cases in which this subproblem can be solved much more rapidly than the original problem. In addition to solving the standard ℓ2 − ℓ1 case, our approach handles other problems, e.g., ℓp regularizers with p � = 1, or group-separable (GS) regularizers. Experiments with CS problems show that our approach provides state-of-the-art speed for the standard ℓ2 − ℓ1 problem, and is also efficient on problems with GS regularizers. Index Terms — sparse approximation, compressed sensing, optimization, reconstruction.