Distributed recovery of jointly sparse signals under communication constraints
arXiv:1611.02431 · doi:10.1109/TSP.2016.2548990
Abstract
The problem of the distributed recovery of jointly sparse signals has attracted much attention recently. Let us assume that the nodes of a network observe different sparse signals with common support; starting from linear, compressed measurements, and exploiting network communication, each node aims at reconstructing the support and the non-zero values of its observed signal. In the literature, distributed greedy algorithms have been proposed to tackle this problem, among which the most reliable ones require a large amount of transmitted data, which barely adapts to realistic network communication constraints. In this work, we address the problem through a reweighted soft thresholding technique, in which the threshold is iteratively tuned based on the current estimate of the support. The proposed method adapts to constrained networks, as it requires only local communication among neighbors, and the transmitted messages are indices from a finite set. We analytically prove the convergence of the proposed algorithm and we show that it outperforms the state-of-the-art greedy methods in terms of balance between recovery accuracy and communication load.
References in corpus (8)
- Nearly unbiased variable selection under minimax concave penalty
- Alternating Direction Algorithms for -Problems in Compressive Sensing
- One-step sparse estimates in nonconcave penalized likelihood models
- Strong oracle optimality of folded concave penalized estimation
- On the Linear Convergence of the Alternating Direction Method of Multipliers
- OMP Based Joint Sparsity Pattern Recovery Under Communication Constraints
- Concave Penalized Estimation of Sparse Gaussian Bayesian Networks
- Rank Awareness in Joint Sparse Recovery