Weighted _1-minimization for sparse recovery under arbitrary prior information

DOI10.1093/IMAIAI/IAW023zbMATH Open1386.94035arXiv1606.01295OpenAlexW2963726738MaRDI QIDQ4603710FDOQ4603710

Authors: D. Needell, Rayan Saab, Tina Woolf 

Publication date: 19 February 2018

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

Abstract: Weighted $el{l}_1$-minimization has been studied as a technique for the reconstruction of a sparse signal from compressively sampled measurements when prior information about the signal, in the form of a support estimate, is available. In this work, we study the recovery conditions and the associated recovery guarantees of weighted $el{l}_1$-minimization when arbitrarily many distinct weights are permitted. For example, such a setup might be used when one has multiple estimates for the support of a signal, and these estimates have varying degrees of accuracy. Our analysis yields an extension to existing works that assume only a single support estimate set upon which a constant weight is applied. We include numerical experiments, with both synthetic signals and real video data, that demonstrate the benefits of allowing non-uniform weights in the reconstruction procedure.

Full work available at URL: https://arxiv.org/abs/1606.01295

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zbMATH Keywords

compressed sensingrestricted isometry propertyweighted \(\ell_1\)-minimization

Mathematics Subject Classification ID

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

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Cited In (14)

• Recovery analysis for weighted mixed \(\ell_2 / \ell_p\) minimization with \(0 < p \leq 1\)
• Weighted \(\ell_p\) (\(0<p\le 1\)) minimization with non-uniform weights for sparse recovery under partial support information
• Phaseless compressive sensing using partial support information
• Robust signal recovery for ℓ _1–2 minimization via prior support information
• A null-space-based weightedl₁minimization approach to compressed sensing
• Robust recovery of signals with partially known support information using weighted BPDN
• Sufficient conditions on stable reconstruction of weighted problem
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• A simple recovery framework for signals with time-varying sparse support
• Robust recovery of a kind of weighted l1-minimization without noise level
• Weighted $\ell_p$-Minimization for Sparse Signal Recovery under Arbitrary Support Prior
• Analyzing Weighted $\ell_1$ Minimization for Sparse Recovery With Nonuniform Sparse Models
• Weighted <inline-formula> <tex-math notation="LaTeX">$\ell _{1}$ </tex-math></inline-formula>-Minimization for Generalized Non-Uniform Sparse Model
• New conditions on stable recovery of weighted sparse signals via weighted \(l_1\) minimization

Uses Software

• CoSaMP

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