Bayesian Hypothesis Test for Sparse Support Recovery using Belief Propagation (1205.3020v2)

Abstract: In this paper, we introduce a new support recovery algorithm from noisy measurements called Bayesian hypothesis test via belief propagation (BHT-BP). BHT-BP focuses on sparse support recovery rather than sparse signal estimation. The key idea behind BHT-BP is to detect the support set of a sparse vector using hypothesis test where the posterior densities used in the test are obtained by aid of belief propagation (BP). Since BP provides precise posterior information using the noise statistic, BHT-BP can recover the support with robustness against the measurement noise. In addition, BHT-BP has low computational cost compared to the other algorithms by the use of BP. We show the support recovery performance of BHT-BP on the parameters (N; M; K; SNR) and compare the performance of BHT-BP to OMP and Lasso via numerical results.