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Combining geometry and combinatorics: A unified approach to sparse signal recovery (0804.4666v1)

Published 29 Apr 2008 in cs.DM, cs.DS, and cs.NA

Abstract: There are two main algorithmic approaches to sparse signal recovery: geometric and combinatorial. The geometric approach starts with a geometric constraint on the measurement matrix and then uses linear programming to decode information about the signal from its measurements. The combinatorial approach constructs the measurement matrix and a combinatorial decoding algorithm to match. We present a unified approach to these two classes of sparse signal recovery algorithms. The unifying elements are the adjacency matrices of high-quality unbalanced expanders. We generalize the notion of Restricted Isometry Property (RIP), crucial to compressed sensing results for signal recovery, from the Euclidean norm to the l_p norm for p about 1, and then show that unbalanced expanders are essentially equivalent to RIP-p matrices. From known deterministic constructions for such matrices, we obtain new deterministic measurement matrix constructions and algorithms for signal recovery which, compared to previous deterministic algorithms, are superior in either the number of measurements or in noise tolerance.

Citations (439)

Summary

  • The paper introduces a unified framework that synthesizes geometric and combinatorial methods for sparse recovery using RIP-p matrices.
  • It proposes deterministic measurement matrices derived from unbalanced expanders, reducing measurement sizes and enhancing noise robustness.
  • Experimental results demonstrate these matrices match Gaussian performance while enabling faster encoding and recovery.

A Unified Approach to Sparse Signal Recovery

This paper presents an integrated perspective on two predominant approaches to sparse signal recovery: the geometric and the combinatorial methods. Both of these approaches aim to recover or approximate a sparse signal from its compressed observations, a task crucial in fields like digital signal processing, data streaming, and network measurement, among others.

Key Insights and Methodologies

The geometric approach typically involves measurement matrices that satisfy the Restricted Isometry Property (RIP), which ensures that the matrix approximately preserves the Euclidean norm of sparse vectors. Recovery is often accomplished using linear programming, specifically minimizing the ℓ1-norm of the signal. This method excels in producing small measurement sizes and robustness to noise, though it can be computationally intensive.

The combinatorial approach, on the other hand, employs sparse or binary matrices, often derived from expander graphs. Recovery involves iterative combinatorial algorithms, providing rapid and incremental updates for signals, albeit with potentially suboptimal sketch lengths.

The paper proposes an overview of these paradigms by introducing the notion of RIP-p matrices. These matrices extend the traditional RIP from the ℓ2-norm to the ℓp-norm for p approaching 1. It is shown that unbalanced expanders, known for their sparse yet expansive nature, naturally fulfill this RIP-p condition. This insight dovetails the geometric approach, reliant on dense and richly structured matrices, with the combinatorial approach that benefits from sparsity and simpler computational requirements.

Algorithmic Contributions

The authors present deterministic constructions of measurement matrices that outperform existing ones in either measurement size or noise tolerance. These matrices, derived from expanders, offer explicit constructions that achieve superior performance metrics traditionally associated with probabilistic methods.

A key result is proving that matrices satisfying the RIP-p property, derived from unbalanced expanders, facilitate effective linear programming-based recovery. This merges the strengths of geometric robustness with combinatorial efficiency. Experimental results demonstrate these matrices' empirical performance, aligning closely with Gaussian measurement matrices' theoretical behavior, yet providing more practical advantages in terms of deterministic recovery guarantees and faster encoding times.

Implications and Future Directions

The unification of the geometric and combinatorial approaches broadens the theoretical framework for sparse signal recovery. It suggests potential new applications in areas where efficient computation and deterministic guarantees are vital, such as numerical linear algebra and network communication protocols.

While the paper renders a comprehensive framework, future work can extend these insights by refining the RIP-p condition further or exploring its implications in other mathematical settings like harmonic analysis or high-dimensional geometry. Additionally, bridging these approaches with advanced probabilistic techniques might unveil further efficiency and robustness of sparse recovery solutions.

Conclusion

This work epitomizes a significant stride towards integrating distinct algorithmic strategies under a unified theoretical banner. By harnessing the structural implications of expander graphs in the context of signal recovery, it contributes to a deeper understanding of compressed sensing and its computational efficiencies, propelling the field toward more robust and versatile applications in both practical and theoretical domains.