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In this paper, the problem of developing universal algorithms for compressed sensing of stochastic processes is studied. First, R\'enyi's notion of information dimension (ID) is generalized to analog stationary processes. This provides a…

Information Theory · Computer Science 2016-01-27 Shirin Jalali , H. Vincent Poor

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

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

In 1959, R\'enyi proposed the information dimension and the $d$-dimensional entropy to measure the information content of general random variables. This paper proposes a generalization of information dimension to stochastic processes by…

Information Theory · Computer Science 2019-09-26 Bernhard C. Geiger , Tobias Koch

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

Compressed Sensing decoding algorithms can efficiently recover an N dimensional real-valued vector x to within a factor of its best k-term approximation by taking m = 2klog(N/k) measurements y = Phi x. If the sparsity or approximate…

Numerical Analysis · Mathematics 2008-12-09 Rachel Ward

We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and…

Information Theory · Computer Science 2015-03-19 David L. Donoho , Adel Javanmard , Andrea Montanari

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…

Statistical Mechanics · Physics 2012-08-20 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

Wu and Verd\'u developed a theory of almost lossless analog compression, where one imposes various regularity conditions on the compressor and the decompressor with the input signal being modelled by a (typically infinite-entropy)…

Dynamical Systems · Mathematics 2022-12-29 Yonatan Gutman , Adam Śpiewak

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 recent set of mathematical results showing that sparse signals can be exactly reconstructed from a small number of linear measurements. Interestingly, for ideal sparse signals with no measurement noise, random…

Information Theory · Computer Science 2009-01-28 Hyun Sung Chang , Yair Weiss , William T. Freeman

Inspired by significant real-life applications, in particular, sparse phase retrieval and sparse pulsation frequency detection in Asteroseismology, we investigate a general framework for compressed sensing, where the measurements are…

Numerical Analysis · Mathematics 2017-09-04 Martin Ehler , Massimo Fornasier , Juliane Sigl

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

In this paper, we study the problem of sparse vector recovery at the fusion center of a sensor network from linear sensor measurements when there is missing data. In the presence of missing data, the random sampling approach employed in…

Signal Processing · Electrical Eng. & Systems 2021-02-24 Geethu Joseph , Pramod K. Varshney

The field of compressed sensing has shown that a sparse but otherwise arbitrary vector can be recovered exactly from a small number of randomly constructed linear projections (or samples). The question addressed in this paper is whether an…

Information Theory · Computer Science 2010-01-26 Galen Reeves , Michael Gastpar

The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

Wu and Verd\'u developed a theory of almost lossless analog compression, where one imposes various regularity conditions on the compressor and the decompressor with the input signal being modelled by a (typically infinite-entropy)…

Dynamical Systems · Mathematics 2022-12-29 Yonatan Gutman , Adam Śpiewak

This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary.…

Numerical Analysis · Mathematics 2015-03-17 Emmanuel J. Candes , Yonina C. Eldar , Deanna Needell , Paige Randall

We give a new, very general, formulation of the compressed sensing problem in terms of coordinate projections of an analytic variety, and derive sufficient sampling rates for signal reconstruction. Our bounds are linear in the coherence of…

Machine Learning · Computer Science 2013-11-05 Franz J. Király , Louis Theran

Conventional compressed sensing theory assumes signals have sparse representations in a known, finite dictionary. Nevertheless, in many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the…

Information Theory · Computer Science 2014-12-19 Jun Fang , Huiping Duan , Jing Li , Hongbin Li , Rick S. Blum
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