Information-Theoretic Limits on Sparse Signal Recovery: Dense versus Sparse Measurement Matrices

DOI10.1109/TIT.2010.2046199MaRDI QIDQ5281472zbMATH OpenFDO

Authors Wei Wang, Martin J. Wainwright, Kannan Ramchandran

Publication date 27 July 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0806.0604

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Random matrices (probabilistic aspects) (60B20) Information theory (general) (94A15) Measures of information, entropy (94A17)

Abstract: We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of observations $n$, the ambient signal dimension $p$, and the signal sparsity $k$ are all allowed to tend to infinity in a general manner. This paper makes two novel contributions. First, we provide sharper necessary conditions for exact support recovery using general (non-Gaussian) dense measurement matrices. Combined with previously known sufficient conditions, this result yields sharp characterizations of when the optimal decoder can recover a signal for various scalings of the sparsity $k$ and sample size $n$, including the important special case of linear sparsity ($k=Theta(p)$) using a linear scaling of observations ($n=Theta(p)$). Our second contribution is to prove necessary conditions on the number of observations $n$ required for asymptotically reliable recovery using a class of $gamma$-sparsified measurement matrices, where the measurement sparsity $gamma(n,p,k)in(0,1]$ corresponds to the fraction of non-zero entries per row. Our analysis allows general scaling of the quadruplet $(n,p,k,gamma)$, and reveals three different regimes, corresponding to whether measurement sparsity has no effect, a minor effect, or a dramatic effect on the information-theoretic limits of the subset recovery problem.

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