On sparse reconstruction from Fourier and Gaussian measurements (2006)
| Venue: | Communications on Pure and Applied Mathematics |
| Citations: | 51 - 7 self |
BibTeX
@TECHREPORT{Rudelson06onsparse,
author = {Mark Rudelson and Roman Vershynin},
title = {On sparse reconstruction from Fourier and Gaussian measurements},
institution = {Communications on Pure and Applied Mathematics},
year = {2006}
}
Years of Citing Articles
OpenURL
Abstract
Abstract. This paper improves upon best known guarantees for exact reconstruction of a sparse signal f from a small universal sample of Fourier measurements. The method for reconstruction that has recently gained momentum in the Sparse Approximation Theory is to relax this highly non-convex problem to a convex problem, and then solve it as a linear program. We show that there exists a set of frequencies Ω such that one can exactly reconstruct every r-sparse signal f of length n from its frequencies in Ω, using the convex relaxation, and Ω has size k(r, n) = O(r log(n)·log 2 (r) log(r log n)) = O(r log 4 n). A random set Ω satisfies this with high probability. This estimate is optimal within the log log n and log 3 r factors. We also give a relatively short argument for a similar problem with k(r, n) � r[12 + 8 log(n/r)] Gaussian measurements. We use methods of geometric functional analysis and probability theory in Banach spaces, which makes our arguments quite short. 1.







