On Sparse Vector Recovery Performance in Structurally Orthogonal Matrices via LASSO

DOI10.1109/TSP.2016.2569423MaRDI QIDQ4620902zbMATH OpenOpenAlexFDO

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)

Full work available at URL https://arxiv.org/abs/1410.7295

Mathematics Subject Classification ID

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

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.

Cited in

(6)

• Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization
• A super-resolution DOA estimation method for fast-moving targets in MIMO radar
• Reconstruction of jointly sparse vectors via manifold optimization
• Deterministic Sparse Column Based Matrix Reconstruction via Greedy Approximation of SVD
• Analysis of sparse recovery algorithms via the replica method
• Simple expressions of the Lasso and SLOPE estimators in low-dimension

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