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Graphical Models, Statistical Inference and Algorithms
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Title: Optimal Bounds and Algorithms for Support recovery and Approximation in Compressed
Sensing. | | Abstract: In this talk we will motivate several instances of signal
sparsity that not only arise naturally but also by design. These
examples will be drawn from image processing, channel estimation, gene networks,
multi-access communications and cognitive radios. We will
then present fundamental information theoretic tradeoffs between SNR,
signal sparsity, sensing diversity, and compression rates for random noisy projections
of data. We will show a dichotomy in how noise
enters the system, in particular between measurement noise and process
noise. We show that the former situation leads to significantly larger
compressibility relative to the latter. We show that this result has
fundamental implications for design and operation of sensor networks.
In the rest of the talk we will describe a novel algorithm based on
thresholding the solution to basis pursuit for support recovery and
approximation.
Our result offers a sharp characterization in that neither the SNR nor
the sparsity ratio can be significantly improved in comparison to the
information theoretic bounds. |
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