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Message-passing algorithms for compressed sensing

delete2009-11-10
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D
David L. Donoho *
A
Arian Maleki
A
Andrea Montanari
DOI:10.1073/pnas.0909892106delete
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Abstract

Abstract

En 中文
Compressed sensing aims to undersample certain high-dimensional signals yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a known basis. Currently, the best known sparsity-undersampling tradeoff is achieved when reconstructing by convex optimization, which is expensive in important large-scale applications. Fast iterative thresholding algorithms have been intensively studied as alternatives to convex optimization for large-scale problems. Unfortunately known fast algorithms offer substantially worse sparsity-undersampling tradeoffs than convex optimization. We introduce a simple costless modification to iterative thresholding making the sparsity-undersampling tradeoff of the new algorithms equivalent to that of the corresponding convex optimization procedures. The new iterative-thresholding algorithms are inspired by belief propagation in graphical models. Our empirical measurements of the sparsity-undersampling tradeoff for the new algorithms agree with theoretical calculations. We show that a state evolution formalism correctly derives the true sparsity-undersampling tradeoff. There is a surprising agreement between earlier calculations based on random convex polytopes and this apparently very different theoretical formalism.
Keywords:
combinatorial geometry
phase transitions
linear programming
iterative thresholding algorithms
state evolution
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Journal

P
Proceedings of the National Academy of Sciences of the United States of America
IF:
9.1
Papers:
10.8W
Citations:
73.5W

Organization

S
Stanford University
Scholars:
9.6W
Papers: 8.2W
Citations: 17.0W