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The goal of this paper is to characterize the best achievable performance for the problem of estimating an unknown parameter having a sparse representation. Specifically, we consider the setting in which a sparsely representable…

Statistics Theory · Mathematics 2009-09-29 Zvika Ben-Haim , Yonina C. Eldar

Efficient estimation of wideband spectrum is of great importance for applications such as cognitive radio. Recently, sub-Nyquist sampling schemes based on compressed sensing have been proposed to greatly reduce the sampling rate. However,…

Signal Processing · Electrical Eng. & Systems 2018-05-23 Haoyu Fu , Yuejie Chi

In this paper, we consider signals with a low-rank covariance matrix which reside in a low-dimensional subspace and can be written in terms of a finite (small) number of parameters. Although such signals do not necessarily have a sparse…

Statistics Theory · Mathematics 2023-07-19 Mahdi Shaghaghi , Sergiy A. Vorobyov

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

Machine Learning · Statistics 2024-09-09 Evan Scope Crafts , Xianyang Zhang , Bo Zhao

This paper describes performance bounds for compressed sensing (CS) where the underlying sparse or compressible (sparsely approximable) signal is a vector of nonnegative intensities whose measurements are corrupted by Poisson noise. In this…

Information Theory · Computer Science 2015-05-14 Maxim Raginsky , Rebecca M. Willett , Zachary T. Harmany , Roummel F. Marcia

In this paper, we derive Hybrid, Bayesian and Marginalized Cram\'{e}r-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their…

Machine Learning · Computer Science 2015-06-04 Ranjitha Prasad , Chandra R. Murthy

A lower bound is an important tool for predicting the performance that an estimator can achieve under a particular statistical model. Bayesian bounds are a kind of such bounds which not only utilizes the observation statistics but also…

Statistics Theory · Mathematics 2023-03-02 Shuo Tang , Gerald LaMountain , Tales Imbiriba , Pau Closas

Compressed sensing is designed to measure sparse signals directly in a compressed form. However, most signals of interest are only "approximately sparse", i.e. even though the signal contains only a small fraction of relevant (large)…

Information Theory · Computer Science 2013-04-04 Jean Barbier , Florent Krzakala , Marc Mézard , Lenka Zdeborová

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

In compressive sensing, a small collection of linear projections of a sparse signal contains enough information to permit signal recovery. Distributed compressive sensing (DCS) extends this framework by defining ensemble sparsity models,…

Information Theory · Computer Science 2013-03-29 Marco F. Duarte , Michael B. Wakin , Dror Baron , Shriram Sarvotham , Richard G. Baraniuk

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

Information Theory · Computer Science 2013-11-13 Florent Krzakala , Marc Mézard , Lenka Zdeborová

Compressive Sensing (CS) exploits the surprising fact that the information contained in a sparse signal can be preserved in a small number of compressive, often random linear measurements of that signal. Strong theoretical guarantees have…

Information Theory · Computer Science 2014-05-02 Armin Eftekhari , Michael B. Wakin

Recently, it has been proved in Babadi et al. that in noisy compressed sensing, a joint typical estimator can asymptotically achieve the Cramer-Rao lower bound of the problem.To prove this result, this paper used a lemma,which is provided…

Information Theory · Computer Science 2013-08-27 Rad Niazadeh , Masoud Babaie-Zadeh , Christian Jutten

Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…

Information Theory · Computer Science 2015-07-03 Yipeng Liu

For wideband spectrum sensing, compressive sensing has been proposed as a solution to speed up the high dimensional signals sensing and reduce the computational complexity. Compressive sensing consists of acquiring the essential information…

Signal Processing · Electrical Eng. & Systems 2018-02-13 Fatima Salahdine , Naima Kaabouch , Hassan El Ghazi

We consider the compressive sensing of a sparse or compressible signal ${\bf x} \in {\mathbb R}^M$. We explicitly construct a class of measurement matrices, referred to as the low density frames, and develop decoding algorithms that produce…

Information Theory · Computer Science 2009-03-05 Mehmet Akçakaya , Jinsoo Park , Vahid Tarokh

This paper focusses on the sparse estimation in the situation where both the the sensing matrix and the measurement vector are corrupted by additive Gaussian noises. The performance bound of sparse estimation is analyzed and discussed in…

Information Theory · Computer Science 2015-06-12 Yujie Tang , Laming Chen , Yuantao Gu

The Bayesian Cram\'er-Rao bound (BCRB) is a crucial tool in signal processing for assessing the fundamental limitations of any estimation problem as well as benchmarking within a Bayesian frameworks. However, the BCRB cannot be computed…

Signal Processing · Electrical Eng. & Systems 2025-02-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

A field known as Compressive Sensing (CS) has recently emerged to help address the growing challenges of capturing and processing high-dimensional signals and data sets. CS exploits the surprising fact that the information contained in a…

Machine Learning · Statistics 2010-02-08 Michael B. Wakin

The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…

Information Theory · Computer Science 2014-08-27 Peter Jung , Philipp Walk
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