Adaptive sensing for estimation of structured sparse signals

DOI10.1109/TIT.2015.2396917MaRDI QIDQ2978708zbMATH OpenFDO

Authors Rui M. Castro, Ervin Tánczos

Publication date 28 April 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.7118

zbMATH Keywords

adaptive sensingdata analysisreliable signal estimation and detection

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Abstract: In many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential data collection procedures are known by different names, such as sequential experimental design, active learning or adaptive sensing/sampling. The intricate relation between data analysis and acquisition in adaptive sensing paradigms can be extremely powerful, and often allows for reliable signal estimation and detection in situations where non-adaptive sensing would fail dramatically. In this work we investigate the problem of estimating the support of a structured sparse signal from coordinate-wise observations under the adaptive sensing paradigm. We present a general procedure for support set estimation that is optimal in a variety of cases and shows that through the use of adaptive sensing one can: (i) mitigate the effect of observation noise when compared to non-adaptive sensing and, (ii) capitalize on structural information to a much larger extent than possible with non-adaptive sensing. In addition to a general procedure to perform adaptive sensing in structured settings we present both performance upper bounds, and corresponding lower bounds for both sensing paradigms.

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• Recovering block-structured activations using compressive measurements
• Performance Guarantees for Adaptive Estimation of Sparse Signals
• On the Fundamental Limits of Adaptive Sensing
• On adaptive sensing for high-dimensional signal inference
• Online Adaptive Estimation of Sparse Signals: Where RLS Meets the $\ell_1$-Norm
• From Sparse Signals to Sparse Residuals for Robust Sensing
• Adaptive sensing performance lower bounds for sparse signal detection and support estimation
• Event-triggered distributed estimation with decaying communication rate
• Estimation of Time-Varying Sparse Signals in Sensor Networks
• Sparse optimization of vibration signal by ADMM

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