Optimal Choice of Weights for Sparse Recovery With Prior Information

DOI10.1109/TIT.2016.2569122MaRDI QIDQ2976729zbMATH OpenFDO

Authors Axel Flinth

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/1506.09054

Mathematics Subject Classification ID

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

Abstract: Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $mgtrsimslog(d/s)$ measurements in a robust and stable way. Some applications provide additional information, such as on the location of the support of the signal. Using this information, it is conceivable the threshold amount of measurements can be lowered. A proposed algorithm for this task is emph{weighted $el{l}_1$-minimization}. Put shortly, one modifies standard $el{l}_1$-minimization by assigning different weights to different parts of the index set $[1,dotsd]$. The task of choosing the weights is however non-trivial. This paper provides a complete answer to the question of an optimal choice of the weights. In fact, it is shown that it is possible to directly calculate unique weights that are optimal in the sense that the threshold amount of measurements needed for exact recovery is minimized. The proof uses recent results about the connection between convex geometry and compressed sensing-type algorithms.

Cited in

(5)

• PROMP: a sparse recovery approach to lattice-valued signals
• New conditions on stable recovery of weighted sparse signals via weighted l₁ minimization
• Sufficient conditions on stable reconstruction of weighted problem
• Robust recovery of signals with partially known support information using weighted BPDN
• Stable recovery of weighted sparse signals from phaseless measurements via weighted l₁ minimization

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