Guarantees of total variation minimization for signal recovery

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Publication:4603592

DOI10.1093/IMAIAI/IAV009zbMATH Open1387.94028arXiv1301.6791OpenAlexW2568311054MaRDI QIDQ4603592FDOQ4603592


Authors: Jian-Feng Cai, Weiyu Xu Edit this on Wikidata


Publication date: 16 February 2018

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

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.


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




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