ExCoV: Expansion-compression Variance-component based sparse-signal reconstruction from noisy measurements

We present an expansion-compression variance-component based method (EXCOV) for reconstructing sparse or compressible signals from noisy measurements. The measurements follow an underdetermined linear model, with noise covariance matrix known up to a constant. To impose sparse or compressible signal structure, we define high- and low-signal coefficients, where each high-signal coefficient is assigned its own variance, low-signal coefficients are assigned a common variance, and all the variance components are unknown. Our expansion-compression scheme approximately maximizes a generalized maximum likelihood (GML) criterion, providing an approximate GML estimate of the high-signal coefficient set and an empirical Bayesian estimate of the signal coefficients.We apply the proposed method to reconstruct signals from compressive samples, compare it with existing approaches, and demonstrate its performance via numerical simulations.