On oracle-type local recovery guarantees in compressed sensing. (4th May 2020)

• Record Type: Journal Article
• Authors: Adcock, Ben; Boyer, Claire; Brugiapaglia, Simone
• Is Part Of: Information and inference. Volume 10:Number 1(2021)
• Page Start: 1
• Page End: 49
• Publication Date: 2020-05-04
• Subjects: compressed sensing -- structured sparsity -- oracle-type inequality -- variable density sampling -- local recovery guarantee; Mathematical models -- Periodicals; 519.605
• DOI: 10.1093/imaiai/iaaa007
• Languages: English
• ISSNs: 2049-8764

Abstract

Abstract: We present improved sampling complexity bounds for stable and robust sparse recovery in compressed sensing. Our unified analysis based on $\ell ^1$ minimization encompasses the case where (i) the measurements are block-structured samples in order to reflect the structured acquisition that is often encountered in applications and (ii) the signal has an arbitrary structured sparsity, by results depending on its support $S$ . Within this framework and under a random sign assumption, the number of measurements needed by $\ell ^1$ minimization can be shown to be of the same order than the one required by an oracle least-squares estimator. Moreover, these bounds can be minimized by adapting the variable density sampling to a given prior on the signal support and to the coherence of the measurements. We illustrate both numerically and analytically that our results can be successfully applied to recover Haar wavelet coefficients that are sparse in levels from random Fourier measurements in dimension one and two, which can be of particular interest in imaging problems. Finally, a preliminary numerical investigation shows the potential of this theory for devising adaptive sampling strategies in sparse polynomial approximation.