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A robust parallel algorithm for combinatorial compressed sensing

Abstract:
It was shown in [1] that a vector x ∈ R n with at most k < n nonzeros can be recovered from an expander sketch Ax in O(nnz(A) log k) operations via the Parallel-`0 decoding algorithm, where nnz(A) denotes the number of nonzero entries in A ∈ R m×n . In this paper we present the Robust-`0 decoding algorithm, which robustifies Parallel-`0 when the sketch Ax is corrupted by additive noise. This robustness is achieved by approximating the asymptotic posterior distribution of values in the sketch given its corrupted measurements. We provide analytic expressions that approximate these posteriors under the assumptions that the nonzero entries in the signal and the noise are drawn from continuous distributions. Numerical experiments presented show that Robust-`0 is superior to existing greedy and combinatorial compressed sensing algorithms in the presence of small to moderate signal-to-noise ratios in the setting of Gaussian signals and Gaussian additive noise.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1109/TSP.2018.2806359

Authors


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Institution:
University of Oxford
Division:
MPLS Division
Department:
Mathematical Institute
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
Exeter College
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS Division
Department:
Mathematical Institute
Role:
Author


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Grant:
EPSRC grant EP/N510129/1
More from this funder
Grant:
EPSRC Centre For Doctoral Training in Industrially Focused Mathematical Modelling (EP/L015803/1) in collaboration with PA Consulting Group


Publisher:
IEEE
Journal:
IEEE Transactions on Signal Processing More from this journal
Volume:
66
Issue:
8
Pages:
2167-2177
Publication date:
2018-02-15
Acceptance date:
2018-01-30
DOI:
EISSN:
1941-0476
ISSN:
1053-587X


Keywords:
Pubs id:
pubs:825133
UUID:
uuid:6b928899-d09b-41dd-94cb-91d91e096a5d
Local pid:
pubs:825133
Source identifiers:
825133
Deposit date:
2018-02-19

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