Phase Transition Analysis of Sparse Support Detection from Noisy Measurements

This paper investigates the problem of sparse support detection (SSD) via a detection-oriented algorithm named Bayesian hypothesis test via belief propagation (BHT-BP). Our main focus is to compare BHT-BP to an estimation-based algorithm, called CS-BP, and show its superiority in the SSD problem. For this investigation, we perform a phase transition (PT) analysis over the plain of the noise level and signal magnitude on the signal support. This PT analysis sharply specifies the required signal magnitude for the detection under a certain noise level. In addition, we provide an experimental validation to assure the PT analysis. Our analytical and experimental results show the fact that BHT-BP detects the signal support against additive noise more robustly than CS-BP does.

[1]  Kiseon Kim,et al.  Bayesian hypothesis test for sparse support recovery using belief propagation , 2012, 2012 IEEE Statistical Signal Processing Workshop (SSP).

[2]  Vahid Tarokh,et al.  Shannon-Theoretic Limits on Noisy Compressive Sampling , 2007, IEEE Transactions on Information Theory.

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

[4]  Sundeep Rangan,et al.  Necessary and Sufficient Conditions for Sparsity Pattern Recovery , 2008, IEEE Transactions on Information Theory.

[5]  Kiseon Kim,et al.  Detection-Directed Sparse Estimation using Bayesian Hypothesis Test and Belief Propagation , 2012, ArXiv.

[6]  D. Donoho,et al.  Neighborliness of randomly projected simplices in high dimensions. , 2005, Proceedings of the National Academy of Sciences of the United States of America.

[7]  Dongning Guo,et al.  Asymptotic Mean-Square Optimality of Belief Propagation for Sparse Linear Systems , 2006, 2006 IEEE Information Theory Workshop - ITW '06 Chengdu.

[8]  Richard G. Baraniuk,et al.  Bayesian Compressive Sensing Via Belief Propagation , 2008, IEEE Transactions on Signal Processing.

[9]  Martin J. Wainwright,et al.  Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting , 2007, IEEE Transactions on Information Theory.

[10]  Chih-Chun Wang,et al.  Random Sparse Linear Systems Observed Via Arbitrary Channels: A Decoupling Principle , 2007, 2007 IEEE International Symposium on Information Theory.

[11]  Joel A. Tropp,et al.  Just relax: convex programming methods for identifying sparse signals in noise , 2006, IEEE Transactions on Information Theory.

[12]  Michael Elad,et al.  Stable recovery of sparse overcomplete representations in the presence of noise , 2006, IEEE Transactions on Information Theory.

[13]  David L. Donoho,et al.  Precise Undersampling Theorems , 2010, Proceedings of the IEEE.

[14]  Sergio Verdú,et al.  Randomly spread CDMA: asymptotics via statistical physics , 2005, IEEE Transactions on Information Theory.