Guarantees of total variation minimization for signal recovery

DOI10.1093/IMAIAI/IAV009MaRDI QIDQ4603592zbMATH OpenOpenAlexFDO

Authors Jian-Feng Cai, Weiyu Xu

Publication date 16 February 2018

Published in Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.6791

zbMATH Keywords

total variationphase transitionGaussian widthhigh dimensional geometry

Mathematics Subject Classification ID

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

Abstract: In this paper, we consider using total variation minimization to recover signals whose gradients have a sparse support, from a small number of measurements. We establish the proof for the performance guarantee of total variation (TV) minimization in recovering emph{one-dimensional} signal with sparse gradient support. This partially answers the open problem of proving the fidelity of total variation minimization in such a setting cite{TVMulti}. In particular, we have shown that the recoverable gradient sparsity can grow linearly with the signal dimension when TV minimization is used. Recoverable sparsity thresholds of TV minimization are explicitly computed for 1-dimensional signal by using the Grassmann angle framework. We also extend our results to TV minimization for multidimensional signals. Stability of recovering signal itself using 1-D TV minimization has also been established through a property called "almost Euclidean property for 1-dimensional TV norm". We further give a lower bound on the number of random Gaussian measurements for recovering 1-dimensional signal vectors with $N$ elements and $K$-sparse gradients. Interestingly, the number of needed measurements is lower bounded by $Omega((NK{)}^{frac12})$, rather than the $O(Klog(N/K))$ bound frequently appearing in recovering $K$-sparse signal vectors.

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Cited in

(19)

• A note on the guarantees of total variation minimization
• Block-sparse recovery of semidefinite systems and generalized null space conditions
• On the role of total variation in compressed sensing
• Stable local-smooth principal component pursuit
• Relation between total variation and persistence distance and its application in signal processing
• Compressed sensing with 1D total variation: breaking sample complexity barriers via non-uniform recovery
• Signal Recovery With Certain Involved Convex Data-Fidelity Constraints
• Robust analysis ℓ₁-recovery from Gaussian measurements and total variation minimization
• A unified approach to uniform signal recovery from nonlinear observations
• Performance bounds for co-/sparse box constrained signal recovery
• Improved Recovery Guarantees and Sampling Strategies for TV Minimization in Compressive Imaging
• Iterative Potts minimization for the recovery of signals with discontinuities from indirect measurements: the multivariate case
• Signal Recovery on Graphs: Variation Minimization
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• \(\ell^1\)-analysis minimization and generalized (co-)sparsity: when does recovery succeed?
• Sampling rates for \(\ell^1\)-synthesis
• Enhanced total variation minimization for stable image reconstruction
• Theory and fast learned solver for \(\ell^1\)-TV regularization
• Reconstruction methods in THz single-pixel imaging

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