Near Optimal Compressed Sensing Without Priors: Parametric SURE Approximate Message Passing

DOI10.1109/TSP.2015.2408569MaRDI QIDQ4580524zbMATH OpenFDO

Authors C. Guo, M. E. Davies

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.0440

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: Both theoretical analysis and empirical evidence confirm that the approximate message passing (AMP) algorithm can be interpreted as recursively solving a signal denoising problem: at each AMP iteration, one observes a Gaussian noise perturbed original signal. Retrieving the signal amounts to a successive noise cancellation until the noise variance decreases to a satisfactory level. In this paper we incorporate the Stein's unbiased risk estimate (SURE) based parametric denoiser with the AMP framework and propose the novel parametric SURE-AMP algorithm. At each parametric SURE-AMP iteration, the denoiser is adaptively optimized within the parametric class by minimizing SURE, which depends purely on the noisy observation. In this manner, the parametric SURE-AMP is guaranteed with the best-in-class recovery and convergence rate. If the parameter family includes the families of the mimimum mean squared error (MMSE) estimators, we are able to achieve the Bayesian optimal AMP performance without knowing the signal prior. In the paper, we resort to the linear parameterization of the SURE based denoiser and propose three different kernel families as the base functions. Numerical simulations with the Bernoulli-Gaussian, $k$-dense and Student's-t signals demonstrate that the parametric SURE-AMP does not only achieve the state-of-the-art recovery but also runs more than 20 times faster than the EM-GM-GAMP algorithm.

Cited in

(5)

• Approximate message-passing with spatially coupled structured operators, with applications to compressed sensing and sparse superposition codes
• Message-Passing De-Quantization With Applications to Compressed Sensing
• CGIHT: conjugate gradient iterative hard thresholding for compressed sensing and matrix completion
• scientific article; zbMATH DE number 7625169 (Why is no real title available?)
• Compressive Computed Tomography Reconstruction through Denoising Approximate Message Passing

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