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Title: Mean Field Analysis of Sparse Reconstruction with Correlated Variables.
Sparse reconstruction algorithms aim to retrieve high-dimensional sparse signals from a limited number of measurements. A common example is LASSO or Basis Pursuit where sparsity is enforced using an `1-penalty together with a cost function ||y − Hx||_2^2. For random design matrices H, a sharp phase transition boundary separates the ‘good’ parameter region where error-free recovery of a sufficiently sparse signal is possible and a ‘bad’ regime where the recovery fails. However, theoretical analysis of phase transition boundary of the correlated variables case lags behind that of uncorrelated variables. Here we use replica trick from statistical physics to show that when an Ndimensional signal x is K-sparse and H is M × N dimensional with the covariance E[H_{ia}H_{jb}] = 1 M C_{ij}D_{ab}, with all D_{aa} = 1, the perfect recovery occurs at M ∼ ψ_K(D)K log(N/M) in the very sparse limit, where ψ_K(D) ≥ 1, indicating need for more observations for the same degree of sparsity.  more » « less
Award ID(s):
1344069
NSF-PAR ID:
10019671
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Eusipco
ISSN:
2076-1465
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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