Quantitative recovery conditions for tree-based compressed sensing

Abstract: As shown in [Blumensath and Davies 2009, Baraniuk et al. 2010], signals whose wavelet coefficients exhibit a rooted tree structure can be recovered using specially-adapted compressed sensing algorithms from just n=O(k) measurements, where k is the sparsity of the signal. Motivated by these results, we introduce a simplified proportional-dimensional asymptotic framework which enables the quantitative evaluation of recovery guarantees for tree-based compressed sensing. In the context of Gaussian matrices, we apply this framework to existing worst-case analysis of the Iterative Tree Projection (ITP) algorithm which makes use of the tree-based Restricted Isometry Property (RIP). Within the same framework, we then obtain quantitative results based on a new method of analysis, recently introduced in [Cartis and Thompson, 2015], which considers the fixed points of the algorithm. By exploiting the realistic average-case assumption that the measurements are statistically independent of the signal, we obtain significant quantitative improvements when compared to the tree-based RIP analysis. Our results have a refreshingly simple interpretation, explicitly determining a bound on the number of measurements that are required as a multiple of the sparsity. For example we prove that exact recovery of binary tree-based signals from noiseless Gaussian measurements is asymptotically guaranteed for ITP with constant stepsize provided n>50k. All our results extend to the more realistic case in which measurements are corrupted by noise.