Algorithmic linear dimension reduction in the l_1 norm for sparse vectors
arXiv:cs/0608079
Abstract
This paper develops a new method for recovering m-sparse signals that is simultaneously uniform and quick. We present a reconstruction algorithm whose run time, O(m log^2(m) log^2(d)), is sublinear in the length d of the signal. The reconstruction error is within a logarithmic factor (in m) of the optimal m-term approximation error in l_1. In particular, the algorithm recovers m-sparse signals perfectly and noisy signals are recovered with polylogarithmic distortion. Our algorithm makes O(m log^2 (d)) measurements, which is within a logarithmic factor of optimal. We also present a small-space implementation of the algorithm. These sketching techniques and the corresponding reconstruction algorithms provide an algorithmic dimension reduction in the l_1 norm. In particular, vectors of support m in dimension d can be linearly embedded into O(m log^2 d) dimensions with polylogarithmic distortion. We can reconstruct a vector from its low-dimensional sketch in time O(m log^2(m) log^2(d)). Furthermore, this reconstruction is stable and robust under small perturbations.
References in corpus (1)
Cited by in corpus (18)
- A framework to characterize performance of LASSO algorithms
- Topics in Compressed Sensing
- Compressed Genotyping
- Block-length dependent thresholds in block-sparse compressed sensing
- Combining geometry and combinatorics: A unified approach to sparse signal recovery
- Sub-linear Time Support Recovery for Compressed Sensing using Sparse-Graph Codes
- Uniform Uncertainty Principle and signal recovery via Regularized Orthogonal Matching Pursuit
- High-dimensional subset recovery in noise: Sparsified measurements without loss of statistical efficiency
- A Unified Approach to Sparse Signal Processing
- Meshes that trap random subspaces
- Sequential adaptive compressed sampling via Huffman codes
- Bayesian Compressive Sensing via Belief Propagation
- Bounds on restricted isometry constants of random matrices
- Towards a better compressed sensing
- Limits of Deterministic Compressed Sensing Considering Arbitrary Orthonormal Basis for Sparsity
- Hashing Pursuit for Online Identification of Heavy-Hitters in High-Speed Network Streams
- For-all Sparse Recovery in Near-Optimal Time
- Thresholding Greedy Pursuit for Sparse Recovery Problems