Monday, March 18, 2013

From compression to compressed sensing

Shirin Jalali recently made a presentation about compression and compressed sensing. The attendant preprint (featured earlier here) on the subject can be found on ArXiv: From compression to compressed sensing by Shirin Jalali  Arian Maleki. The abstract reads:
Can compression algorithms be employed for recovering signals from their underdetermined set of linear measurements? Addressing this question is the first step towards applying compression algorithms to compressed sensing (CS). In this paper, we consider a family of compression algorithms $\mathcal{C}_R$, parametrized by rate $R$, for a compact class of signals $\mathcal{Q} \subset \mathds{R}^n$. The set of natural images and JPEG2000 at different rates are examples of $\mathcal{Q}$ and $\mathcal{C}_R$, respectively. We establish a connection between the rate-distortion performance of $\mathcal{C}_R$, and the number of linear measurement required for successful recovery in CS. We then propose compressible signal pursuit (CSP) algorithm and prove that, with high probability, it accurately and robustly recovers signals from an underdetermined set of linear measurements. We also explore the performance of CSP in the recovery of infinite dimensional signals. Exploring approximations or simplifications of CSP, which is computationally demanding, is left for the future research.

No word yet as to when an implementation of CSP would be available.

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