Compressive sampling (CoSa) has provided many methods for signal recovery of signals compressible with respect to an orthonormal basis. However, modern applications have sparked the emergence of approaches for signals not sparse in an orthonormal basis but in some arbitrary, perhaps highly overcomplete, dictionary. Recently, several "signal-space" greedy methods have been proposed to address signal recovery in this setting. However, such methods inherently rely on the existence of fast and accurate projections which allow one to identify the most relevant atoms in a dictionary for any given signal, up to a very strict accuracy. When the dictionary is highly overcomplete, no such projections are currently known; the requirements on such projections do not even hold for incoherent or well-behaved dictionaries. In this work, we provide an alternate analysis for signal space greedy methods which enforce assumptions on these projections which hold in several settings including those when the dictionary is incoherent or structurally coherent. These results align more closely with traditional results in the standard CoSa literature and improve upon previous work in the signal space setting.
It would be also important to mention the relation of the @math -OMP and @math -thresholding algorithms (Algorithms and ) to the methods proposed in @cite_1 @cite_19 . The notion of excluding coherent atoms in the process of building the representation is used also within these works. In particular, without the extension step, the @math -OMP and @math -threshodling techniques share a great similarity with the Band-Excluded OMP (BOMP) and Band-Excluded Matched Thresholding (BMT) methods in @cite_1 and the heuristic coherence-inhibiting sparse approximation strategy in @cite_40 . As we have seen in , the use of the extension step deteriorates the performance in the case of separated coefficients as a larger support is processed and therefore the RIP conditions are harder to be satisfied. It is likely that using the techniques in @cite_1 @cite_19 would be better suited to deal with separated coefficient vectors.
@cite_19 @cite_40 @cite_1
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In this paper, we consider the problem of compressed sensing where the goal is to recover all sparse vectors using a small number of fixed linear measurements. For this problem, we propose a novel partial hard-thresholding operator that leads to a general family of iterative algorithms. While one extreme of the family yields well known hard thresholding algorithms like ITI and HTP[17, 10], the other end of the spectrum leads to a novel algorithm that we call Orthogonal Matching Pursuit with Replacement (OMPR). OMPR, like the classic greedy algorithm OMP, adds exactly one coordinate to the support at each iteration, based on the correlation with the current residual. However, unlike OMP, OMPR also removes one coordinate from the support. This simple change allows us to prove that OMPR has the best known guarantees for sparse recovery in terms of the Restricted Isometry Property (a condition on the measurement matrix). In contrast, OMP is known to have very weak performance guarantees under RIP. Given its simple structure, we are able to extend OMPR using locality sensitive hashing to get OMPR-Hash, the first provably sub-linear (in dimensionality) algorithm for sparse recovery. Our proof techniques are novel and flexible enough to also permit the tightest known analysis of popular iterative algorithms such as CoSaMP and Subspace Pursuit. We provide experimental results on large problems providing recovery for vectors of size up to million dimensions. We demonstrate that for large-scale problems our proposed methods are more robust and faster than existing methods. We consider the problem of robustly recovering a @math -sparse coefficient vector from the Fourier series that it generates, restricted to the interval @math . The difficulty of this problem is linked to the superresolution factor SRF, equal to the ratio of the Rayleigh length (inverse of @math ) by the spacing of the grid supporting the sparse vector. In the presence of additive deterministic noise of norm @math , we show upper and lower bounds on the minimax error rate that both scale like @math , providing a partial answer to a question posed by Donoho in 1992. The scaling arises from comparing the noise level to a restricted isometry constant at sparsity @math , or equivalently from comparing @math to the so-called @math -spark of the Fourier system. The proof involves new bounds on the singular values of restricted Fourier matrices, obtained in part from old techniques in complex analysis. In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension @math and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal components @math has at most @math non-zero entries. We are particularly interested in the high dimensional regime wherein @math is comparable to, or even much larger than @math . In an influential paper, johnstone2004sparse introduced a simple algorithm that estimates the support of the principal vectors @math by the largest entries in the diagonal of the empirical covariance. This method can be shown to identify the correct support with high probability if @math , and to fail with high probability if @math for two constants @math . Despite a considerable amount of work over the last ten years, no practical algorithm exists with provably better support recovery guarantees. Here we analyze a covariance thresholding algorithm that was recently proposed by KrauthgamerSPCA . On the basis of numerical simulations (for the rank-one case), these authors conjectured that covariance thresholding correctly recover the support with high probability for @math (assuming @math of the same order as @math ). We prove this conjecture, and in fact establish a more general guarantee including higher-rank as well as @math much smaller than @math . Recent lower bounds berthet2013computational, ma2015sum suggest that no polynomial time algorithm can do significantly better. The key technical component of our analysis develops new bounds on the norm of kernel random matrices, in regimes that were not considered before. The first part of this paper proposes an adaptive, data-driven threshold for image denoising via wavelet soft-thresholding. The threshold is derived in a Bayesian framework, and the prior used on the wavelet coefficients is the generalized Gaussian distribution (GGD) widely used in image processing applications. The proposed threshold is simple and closed-form, and it is adaptive to each subband because it depends on data-driven estimates of the parameters. Experimental results show that the proposed method, called BayesShrink, is typically within 5 of the MSE of the best soft-thresholding benchmark with the image assumed known. It also outperforms SureShrink (Donoho and Johnstone 1994, 1995; Donoho 1995) most of the time. The second part of the paper attempts to further validate claims that lossy compression can be used for denoising. The BayesShrink threshold can aid in the parameter selection of a coder designed with the intention of denoising, and thus achieving simultaneous denoising and compression. Specifically, the zero-zone in the quantization step of compression is analogous to the threshold value in the thresholding function. The remaining coder design parameters are chosen based on a criterion derived from Rissanen's minimum description length (MDL) principle. Experiments show that this compression method does indeed remove noise significantly, especially for large noise power. However, it introduces quantization noise and should be used only if bitrate were an additional concern to denoising.