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Minimum mean square error (MMSE) estimation of block sparse signals from noisy linear measurements is considered. Unlike in the standard compressive sensing setup where the non-zero entries of the signal are independently and uniformly…

Information Theory · Computer Science 2012-04-26 Mikko Vehkaperä , Saikat Chatterjee , Mikael Skoglund

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

A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…

Information Theory · Computer Science 2013-02-26 M. A. Iwen

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

We take an information theoretic perspective on a classical sparse-sampling noisy linear model and present an analytical expression for the mutual information, which plays central role in a variety of communications/processing problems.…

Information Theory · Computer Science 2014-03-25 Wasim Huleihel , Neri Merhav , Shlomo Shamai

We consider the compressed sensing problem, where the object $x_0 \in \bR^N$ is to be recovered from incomplete measurements $y = Ax_0 + z$; here the sensing matrix $A$ is an $n \times N$ random matrix with iid Gaussian entries and $n < N$.…

Information Theory · Computer Science 2011-03-25 David Donoho , Iain Johnstone , Arian Maleki , Andrea Montanari

Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Dror Simon , Jeremias Sulam , Yaniv Romano , Yue M. Lu , Michael Elad

Is it possible to detect a feature in an image without ever looking at it? Images are known to have sparser representation in Wavelets and other similar transforms. Compressed Sensing is a technique which proposes simultaneous acquisition…

Image and Video Processing · Electrical Eng. & Systems 2020-06-09 Suyash Shandilya

This paper considers the fundamental limit of compressed sensing for i.i.d. signal distributions and i.i.d. Gaussian measurement matrices. Its main contribution is a rigorous characterization of the asymptotic mutual information (MI) and…

Information Theory · Computer Science 2016-07-12 Galen Reeves , Henry D. Pfister

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution, and achieving accurate reconstruction on average, is…

Computer Vision and Pattern Recognition · Computer Science 2015-05-27 Guoshen Yu , Guillermo Sapiro

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

In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO)…

Information Theory · Computer Science 2014-10-30 Chao-Kai Wen , Jun Zhang , Kai-Kit Wong , Jung-Chieh Chen , Chau Yuen

We propose an adversarial evaluation framework for sensitive feature inference based on minimum mean-squared error (MMSE) estimation with a finite sample size and linear predictive models. Our approach establishes theoretical lower bounds…

Machine Learning · Statistics 2025-05-15 Monica Welfert , Nathan Stromberg , Mario Diaz , Lalitha Sankar

We investigate a power-constrained sensing matrix design problem for a compressed sensing framework. We adopt a mean square error (MSE) performance criterion for sparse source reconstruction in a system where the source-to-sensor channel…

Information Theory · Computer Science 2014-09-29 Amirpasha Shirazinia , Subhrakanti Dey

For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…

Machine Learning · Statistics 2018-04-11 Rong Zhu , Jiming Jiang

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

Suppose a linear model y = Hx + n, where inputs x, n are independent Gaussian mixtures. The problem is to design the transfer matrix H so as to minimize the mean square error (MSE) when estimating x from y. This problem has important…

Optimization and Control · Mathematics 2015-06-11 John T. Flåm , Dave Zachariah , Mikko Vehkaperä , Saikat Chatterjee

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

Compressed sensing posits that, within limits, one can undersample a sparse signal and yet reconstruct it accurately. Knowing the precise limits to such undersampling is important both for theory and practice. We present a formula that…

Information Theory · Computer Science 2013-01-09 David Donoho , Iain Johnstone , Andrea Montanari
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