A Map Framework for Support Recovery of Sparse Signals Using Orthogonal Least Squares

We propose the maximum a posteriori accelerated orthogonal least-squares (MAP-AOLS) algorithm, a novel greedy scheme for accurate reconstruction of a sparse binary signal from its compressed measurements. The algorithm leverages the distributions of the sensing matrix, signal, and noise to find a support set that is optimal in the maximum a posteriori (MAP) sense. This stands in contrast to existing greedy orthogonal least squares (OLS) methods that perform reconstruction without fully exploiting all the available statistical information. In each iteration of the proposed algorithm, the distributions of the sensing matrix, noise, and signal with respect to the support set are used to identify and select the column of the sensing matrix with the largest likelihood ratio of the alternate and null hypotheses. Our extensive simulations demonstrate superiority of MAP-AOLS over existing greedy algorithms with only a minor increase in computational costs. Moreover, the proposed scheme has significantly lower computational complexity than traditional OLS.

[1]  Haris Vikalo,et al.  Accelerated orthogonal least-squares for large-scale sparse reconstruction , 2018, Digit. Signal Process..

[2]  I. Daubechies,et al.  An iterative thresholding algorithm for linear inverse problems with a sparsity constraint , 2003, math/0307152.

[3]  Weiyu Xu,et al.  Weighted ℓ1 minimization for sparse recovery with prior information , 2009, 2009 IEEE International Symposium on Information Theory.

[4]  Stephen P. Boyd,et al.  Graph Implementations for Nonsmooth Convex Programs , 2008, Recent Advances in Learning and Control.

[5]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[6]  Rachel Ward,et al.  Compressed Sensing With Cross Validation , 2008, IEEE Transactions on Information Theory.

[7]  T. Blumensath,et al.  On the Difference Between Orthogonal Matching Pursuit and Orthogonal Least Squares , 2007 .

[8]  Namyoon Lee,et al.  MAP Support Detection for Greedy Sparse Signal Recovery Algorithms in Compressive Sensing , 2015, IEEE Transactions on Signal Processing.

[9]  Joel A. Tropp,et al.  Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit , 2007, IEEE Transactions on Information Theory.

[10]  Justin Ziniel,et al.  Fast bayesian matching pursuit , 2008, 2008 Information Theory and Applications Workshop.

[11]  Charles Soussen,et al.  Joint K-Step Analysis of Orthogonal Matching Pursuit and Orthogonal Least Squares , 2011, IEEE Transactions on Information Theory.

[12]  Gregory Cohen,et al.  EMNIST: an extension of MNIST to handwritten letters , 2017, CVPR 2017.

[13]  Jian Wang,et al.  Recovery of Sparse Signals Using Multiple Orthogonal Least Squares , 2014, IEEE Transactions on Signal Processing.

[14]  Babak Hassibi,et al.  Recovering Sparse Signals Using Sparse Measurement Matrices in Compressed DNA Microarrays , 2008, IEEE Journal of Selected Topics in Signal Processing.

[15]  Tareq Y. Al-Naffouri,et al.  Sparse Reconstruction Using Distribution Agnostic Bayesian Matching Pursuit , 2013, IEEE Transactions on Signal Processing.

[16]  Shengli Zhou,et al.  Application of compressive sensing to sparse channel estimation , 2010, IEEE Communications Magazine.

[17]  Jian Wang,et al.  Generalized Orthogonal Matching Pursuit , 2011, IEEE Transactions on Signal Processing.

[18]  Emmanuel J. Candès,et al.  Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information , 2004, IEEE Transactions on Information Theory.

[19]  Deanna Needell,et al.  CoSaMP: Iterative signal recovery from incomplete and inaccurate samples , 2008, ArXiv.

[20]  Emmanuel J. Candès,et al.  Decoding by linear programming , 2005, IEEE Transactions on Information Theory.