Sparse Signal Recovery under Poisson Statistics

DOI10.1109/ALLERTON.2013.6736698arXiv1307.4666MaRDI QIDQ6243441FDOQ6243441

Venkatesh Saligrama, Mohammad Hossein Rohban, D. Motamedvaziri

Publication date: 17 July 2013

Abstract: We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random variable whose mean is a sparse linear superposition of known patterns. Unlike many conventional problems observations here are not identically distributed since they are associated with different sensing modalities. We analyze the performance of a Maximum Likelihood (ML) decoder, which for our Poisson setting involves a non-linear optimization but yet is computationally tractable. We derive fundamental sample complexity bounds for sparse recovery when the measurements are contaminated with Poisson noise. In contrast to the least-squares linear regression setting with Gaussian noise, we observe that in addition to sparsity, the scale of the parameters also fundamentally impacts sample complexity. We introduce a novel notion of Restricted Likelihood Perturbation (RLP), to jointly account for scale and sparsity. We derive sample complexity bounds for $el{l}_1$ regularized ML estimators in terms of RLP and further specialize these results for deterministic and random sensing matrix designs.

This page was built for publication: Sparse Signal Recovery under Poisson Statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6243441)