Adaptive sensing performance lower bounds for sparse signal detection and support estimation

DOI10.3150/13-BEJ555zbMATH Open1357.94030arXiv1206.0648MaRDI QIDQ470072FDOQ470072

Authors: Rui M. Castro 

Publication date: 11 November 2014

Published in: Bernoulli (Search for Journal in Brave)

Abstract: This paper gives a precise characterization of the fundamental limits of adaptive sensing for diverse estimation and testing problems concerning sparse signals. We consider in particular the setting introduced in (IEEE Trans. Inform. Theory 57 (2011) 6222-6235) and show necessary conditions on the minimum signal magnitude for both detection and estimation: if $mathbfxinmathbb{R}^n$ is a sparse vector with $s$ non-zero components then it can be reliably detected in noise provided the magnitude of the non-zero components exceeds $sqrt2/s$. Furthermore, the signal support can be exactly identified provided the minimum magnitude exceeds $sqrt2logs$. Notably there is no dependence on $n$, the extrinsic signal dimension. These results show that the adaptive sensing methodologies proposed previously in the literature are essentially optimal, and cannot be substantially improved. In addition, these results provide further insights on the limits of adaptive compressive sensing.

Full work available at URL: https://arxiv.org/abs/1206.0648

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zbMATH Keywords

minimax lower boundsadaptive sensingsequential experimental designsparsity-based models

Mathematics Subject Classification ID

Sequential statistical design (62L05) Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Non-Markovian processes: hypothesis testing (62M07) Detection theory in information and communication theory (94A13)

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• On adaptive sensing for high-dimensional signal inference
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