Compressed sensing with local structure: uniform recovery guarantees for the sparsity in levels class

Abstract: In compressed sensing, it is often desirable to consider signals possessing additional structure beyond sparsity. One such structured signal model - which forms the focus of this paper - is the local sparsity in levels class. This class has recently found applications in problems such as compressive imaging, multi-sensor acquisition systems and sparse regularization in inverse problems. In this paper we present uniform recovery guarantees for this class when the measurement matrix corresponds to a subsampled isometry. We do this by establishing a variant of the standard restricted isometry property for sparse in levels vectors, known as the restricted isometry property in levels. Interestingly, besides the usual log factors, our uniform recovery guarantees are simpler and less stringent than existing nonuniform recovery guarantees. For the particular case of discrete Fourier sampling with Haar wavelet sparsity, a corollary of our main theorem yields a new recovery guarantee which improves over the current state-of-the-art.