DocumentCode
3334274
Title
Optimal sparse representations in general overcomplete bases
Author
Malioutov, Dmitry M. ; Cetin, Mujdat ; Willsky, Alan S.
Author_Institution
Lab. for Inf. & Decision Syst., MIT, Cambridge, MA, USA
Volume
2
fYear
2004
fDate
17-21 May 2004
Abstract
We consider the problem of enforcing a sparsity prior in underdetermined linear problems, which is also known as sparse signal representation in overcomplete bases. The problem is combinatorial in nature, and a direct approach is computationally intractable, even for moderate data sizes. A number of approximations have been considered in the literature, including stepwise regression, matching pursuit and its variants, and, recently, basis pursuit (ℓ1) and also ℓp-norm relaxations with p<1. Although the exact notion of sparsity (expressed by an ℓ0-norm) is replaced by ℓ1 and ℓp norms in the latter two, it can be shown that under some conditions these relaxations solve the original problem exactly. The seminal paper of D.L. Donoho and X. Huo (see Stanford Univ. Tech. report: http://www-sccm.stanford.edu/pub/sccm/sccm02-17.pdf) establishes this fact for ℓ1 (basis pursuit) for a special case where the linear operator is composed of an orthogonal pair. We extend their results to a general underdetermined linear operator. Furthermore, we derive conditions for the equivalence of ℓ0 and ℓp problems, and extend the results to the problem of enforcing sparsity with respect to a transformation (which includes total variation priors as a special case). Finally, we describe an interesting result relating the sign patterns of solutions to the question of ℓ1-ℓ0 equivalence.
Keywords
combinatorial mathematics; signal representation; basis pursuit; general overcomplete bases; general underdetermined linear operator; matching pursuit; optimal sparse representations; overcomplete bases; sparse signal representation; sparsity prior; stepwise regression; underdetermined linear problems; Laboratories; Linear programming; Linear regression; Linear systems; Matching pursuit algorithms; Optimization methods; Signal representations; Signal resolution; Signal restoration; Sparse matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 2004. Proceedings. (ICASSP '04). IEEE International Conference on
ISSN
1520-6149
Print_ISBN
0-7803-8484-9
Type
conf
DOI
10.1109/ICASSP.2004.1326377
Filename
1326377
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