Skip to main content
Article
Recovery from Linear Measurements with Complexity-Matching Universal Signal Estimation
IEEE Transactions on Signal Processing (2015)
  • Junan Zhu, North Carolina State University
  • Dror Baron, North Carolina State University
  • Marco Duarte, University of Massachusetts - Amherst
Abstract
We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the input signal during recovery, the signal structure that can be leveraged is often not known a priori. In this paper, we consider universal CS recovery, where the statistics of a stationary ergodic signal source are estimated simultaneously with the signal itself. Inspired by Kolmogorov complexity and minimum description length, we focus on a maximum a posteriori (MAP) estimation framework that leverages universal priors to match the complexity of the source. Our framework can also be applied to general linear inverse problems where more measurements than in CS might be needed. We provide theoretical results that support the algorithmic feasibility of universal MAP estimation using a Markov chain Monte Carlo implementation, which is computationally challenging. We incorporate some techniques to accelerate the algorithm while providing comparable and in many cases better reconstruction quality than existing algorithms. Experimental results show the promise of universality in CS, particularly for low-complexity sources that do not exhibit standard sparsity or compressibility.
Publication Date
2015
Publisher Statement
This is the pre-published version harvested from arXiv. The published version is located at http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7012111&refinements%3D4230252324%26filter%3DAND%28p_IS_Number%3A7036153%29 (c) 20xx IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.
Citation Information
Junan Zhu, Dror Baron and Marco Duarte. "Recovery from Linear Measurements with Complexity-Matching Universal Signal Estimation" IEEE Transactions on Signal Processing Vol. 63 Iss. 6 (2015)
Available at: http://works.bepress.com/marco_duarte/3/