We are motivated by problems that arise in a number of applications such as explosives detection and online Marketing, where the observations are governed by Poisson statistics. Here each observation is 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 analyse the performance of a Maximum Likelihood (ML) decoder, which for our Poisson setting is computationally tractable. We derive fundamental sample complexity bounds for sparse recovery in the high-dimensional setting. We show that when the sensing matrix satisfies the so-called Restricted Eigenvalue (RE) condition the l1 regularized ML decoder is consistent. Moreover, it converges exponentially fast in terms of number of observations. Our results apply to both deterministic and random sensing matrices and we present several results for both cases.
Statistical guarantees for sparse recovery in settings similar to model II have been provided in @cite_15 @cite_4 @cite_11 in the context of photon limited measurements. They assume that the observations are distributed as follows @math where elements of the signal @math and sensing matrix are positive, and the sensing matrix satisfies the so-called Flux Preserving assumption: @math
@cite_15 @cite_4 @cite_11
2953076353 2166207339 2003571173 2406740263
This paper provides novel results for the recovery of signals from undersampled measurements based on analysis @math -minimization, when the analysis operator is given by a frame. We both provide so-called uniform and nonuniform recovery guarantees for cosparse (analysis-sparse) signals using Gaussian random measurement matrices. The nonuniform result relies on a recovery condition via tangent cones and the uniform recovery guarantee is based on an analysis version of the null space property. Examining these conditions for Gaussian random matrices leads to precise bounds on the number of measurements required for successful recovery. In the special case of standard sparsity, our result improves a bound due to Rudelson and Vershynin concerning the exact reconstruction of sparse signals from Gaussian measurements with respect to the constant and extends it to stability under passing to approximately sparse signals and to robustness under noise on the measurements. We investigate the problem of reconstructing a high-dimensional nonnegative sparse vector from lower-dimensional linear measurements. While much work has focused on dense measurement matrices, sparse measurement schemes can be more efficient both with respect to signal sensing as well as reconstruction complexity. Known constructions use the adjacency matrices of expander graphs, which often lead to recovery algorithms which are much more efficient than minimization. However, prior constructions of sparse measurement matrices rely on expander graphs with very high expansion coefficients which make the construction of such graphs difficult and the size of the recoverable sets very small. In this paper, we introduce sparse measurement matrices for the recovery of nonnegative vectors, using perturbations of the adjacency matrices of expander graphs requiring much smaller expansion coefficients, hereby referred to as minimal expanders. We show that when minimization is used as the reconstruction method, these constructions allow the recovery of signals that are almost three orders of magnitude larger compared to the existing theoretical results for sparse measurement matrices. We provide for the first time tight upper bounds for the so called weak and strong recovery thresholds when minimization is used. We further show that the success of optimization is equivalent to the existence of a “unique” vector in the set of solutions to the linear equations, which enables alternative algorithms for minimization. We further show that the defined minimal expansion property is necessary for all measurement matrices for compressive sensing, (even when the non-negativity assumption is removed) therefore implying that our construction is tight. We finally present a novel recovery algorithm that exploits expansion and is much more computationally efficient compared to minimization. This paper considers the problem of recovering an unknown sparse p×p matrix X from an m×m matrix Y=AXB T , where A and B are known m×p matrices with m≪p. The main result shows that there exist constructions of the sketching matrices A and B so that even if X has O(p) nonzeros, it can be recovered exactly and efficiently using a convex program as long as these nonzeros are not concentrated in any single row column of X. Furthermore, it suffices for the size of Y (the sketch dimension) to scale as m = O(√(# nonzeros in X) × log p). The results also show that the recovery is robust and stable in the sense that if X is equal to a sparse matrix plus a perturbation, then the convex program we propose produces an approximation with accuracy proportional to the size of the perturbation. Unlike traditional results on sparse recovery, where the sensing matrix produces independent measurements, our sensing operator is highly constrained (it assumes a tensor product structure). Therefore, proving recovery guarantees require nonstandard techniques. Indeed, our approach relies on a novel result concerning tensor products of bipartite graphs, which may be of independent interest. This problem is motivated by the following application, among others. Consider a p×n data matrix D, consisting of n observations of p variables. Assume that the correlation matrix X:=DD T is (approximately) sparse in the sense that each of the p variables is significantly correlated with only a few others. Our results show that these significant correlations can be detected even if we have access to only a sketch of the data S=AD with A ∈ R m×p . The goal of sparse recovery is to recover a k-sparse signal x e Rn from (possibly noisy) linear measurements of the form y = Ax, where A e Rmxn describes the measurement process. Standard results in compressive sensing show that it is possible to recover the signal x from m = O(k log(n k)) measurements, and that this bound is tight. The framework of model-based compressive sensing [BCDH10] overcomes the lower bound and reduces the number of measurements further to O(k) by limiting the supports of x to a subset M of the (nk) possible supports. This has led to many measurement-efficient algorithms for a wide variety of signal models, including block-sparsity and tree-sparsity. Unfortunately, extending the framework to other, more general models has been stymied by the following obstacle: for the framework to apply, one needs an algorithm that, given a signal x, solves the following optimization problem exactly: [EQUATION] (here x[n] denotes the projection of x on coordinates not in Ω). However, an approximation algorithm for this optimization task is not sufficient. Since many problems of this form are not known to have exact polynomial-time algorithms, this requirement poses an obstacle for extending the framework to a richer class of models. In this paper, we remove this obstacle and show how to extend the model-based compressive sensing framework so that it requires only approximate solutions to the aforementioned optimization problems. Interestingly, our extension requires the existence of approximation algorithms for both the maximization and the minimization variants of the optimization problem. Further, we apply our framework to the Constrained Earth Mover's Distance (CEMD) model introduced in [SHI13], obtaining a sparse recovery scheme that uses significantly less than O(k log(n k)) measurements. This is the first non-trivial theoretical bound for this model, since the validation of the approach presented in [SHI13] was purely empirical. The result is obtained by designing a novel approximation algorithm for the maximization version of the problem and proving approximation guarantees for the minimization algorithm described in [SHI13].