Universal compressed sensing

Shirin Jalali, H. Vincent Poor

Research output: Chapter in Book/Report/Conference proceedingConference contribution

6 Scopus citations

Abstract

In this paper, the problem of developing universal algorithms for noiseless compressed sensing of stochastic processes is studied. First, Rényi's notion of information dimension (ID) is generalized to analog stationary processes. This provides a measure of complexity for such processes and is connected to the number of measurements required for their accurate recovery. Then the so-called Lagrangian minimum entropy pursuit (Lagrangian-MEP) algorithm, originally proposed by Baron et al. as a heuristic universal recovery algorithm, is studied. It is shown that, if the normalized number of randomized measurements is larger than the ID of the source process, for the right set of parameters, asymptotically, the Lagrangian-MEP algorithm recovers any stationary process satisfying some mixing constraints almost losslessly, without having any prior information about the source distribution.

Original languageEnglish (US)
Title of host publicationProceedings - ISIT 2016; 2016 IEEE International Symposium on Information Theory
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2369-2373
Number of pages5
ISBN (Electronic)9781509018062
DOIs
StatePublished - Aug 10 2016
Event2016 IEEE International Symposium on Information Theory, ISIT 2016 - Barcelona, Spain
Duration: Jul 10 2016Jul 15 2016

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
Volume2016-August
ISSN (Print)2157-8095

Other

Other2016 IEEE International Symposium on Information Theory, ISIT 2016
CountrySpain
CityBarcelona
Period7/10/167/15/16

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

Keywords

  • Compressed Sensing
  • Information Dimension
  • Mixing processes
  • Universal coding

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