On Sparse Vector Recovery Performance in Structurally Orthogonal Matrices via LASSO
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Publication:4620902
DOI10.1109/TSP.2016.2569423zbMATH Open1414.94671arXiv1410.7295OpenAlexW2963896647MaRDI QIDQ4620902FDOQ4620902
Authors: Chao-Kai Wen, Jun Zhang, Kai-Kit Wong, Jung-Chieh Chen, Chau Yuen 
Publication date: 8 February 2019
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Abstract: In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO) formulation is used for signal estimation. The measurement matrix is assumed to be constructed by concatenating several randomly orthogonal bases, referred to as structurally orthogonal matrices. Such measurement matrix is highly relevant to large-scale compressive sensing applications because it facilitates fast computation and also supports parallel processing. Using the replica method from statistical physics, we derive the mean-squared-error (MSE) formula of reconstruction over the structurally orthogonal matrix in the large-system regime. Extensive numerical experiments are provided to verify the analytical result. We then use the analytical result to study the MSE behaviors of LASSO over the structurally orthogonal matrix, with a particular focus on performance comparisons to matrices with independent and identically distributed (i.i.d.) Gaussian entries. We demonstrate that the structurally orthogonal matrices are at least as well performed as their i.i.d. Gaussian counterparts, and therefore the use of structurally orthogonal matrices is highly motivated in practical applications.
Full work available at URL: https://arxiv.org/abs/1410.7295
Cited In (6)
- Reconstruction of jointly sparse vectors via manifold optimization
- Analysis of sparse recovery algorithms via the replica method
- Simple expressions of the Lasso and SLOPE estimators in low-dimension
- A super-resolution DOA estimation method for fast-moving targets in MIMO radar
- Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization
- Deterministic Sparse Column Based Matrix Reconstruction via Greedy Approximation of SVD
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