期刊名称：Proceedings of the National Academy of Sciences
印刷版ISSN：0027-8424
电子版ISSN：1091-6490
出版年度：2009
卷号：106
期号：45
页码：18914-18919
DOI：10.1073/pnas.0909892106
语种：English
出版社：The National Academy of Sciences of the United States of America
摘要：Compressed sensing aims to undersample certain high-dimensional signals yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a known basis. Currently, the best known sparsity-undersampling tradeoff is achieved when reconstructing by convex optimization, which is expensive in important large-scale applications. Fast iterative thresholding algorithms have been intensively studied as alternatives to convex optimization for large-scale problems. Unfortunately known fast algorithms offer substantially worse sparsity-undersampling tradeoffs than convex optimization. We introduce a simple costless modification to iterative thresholding making the sparsity-undersampling tradeoff of the new algorithms equivalent to that of the corresponding convex optimization procedures. The new iterative-thresholding algorithms are inspired by belief propagation in graphical models. Our empirical measurements of the sparsity-undersampling tradeoff for the new algorithms agree with theoretical calculations. We show that a state evolution formalism correctly derives the true sparsity-undersampling tradeoff. There is a surprising agreement between earlier calculations based on random convex polytopes and this apparently very different theoretical formalism.
关键词：combinatorial geometry ; phase transitions ; linear programming ; iterative thresholding algorithms ; state evolution
