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.

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Message-passing algorithms for compressed sensing

Machine generated contents note: 1. Introduction to compressed sensing Mark A. Davenport, Marco F. Duarte, Yonina C. Eldar and Gitta Kutyniok; 2. Second generation sparse modeling: structured and collaborative signal analysis Alexey Castrodad, Ignacio Ramirez, Guillermo Sapiro, Pablo Sprechmann and Guoshen Yu; 3. Xampling: compressed sensing of analog signals Moshe Mishali and Yonina C. Eldar; 4. Sampling at the rate of innovation: theory and applications Jose Antonia Uriguen, Yonina C. Eldar, Pier Luigi Dragotta and Zvika Ben-Haim; 5. Introduction to the non-asymptotic analysis of random matrices Roman Vershynin; 6. Adaptive sensing for sparse recovery Jarvis Haupt and Robert Nowak; 7. Fundamental thresholds in compressed sensing: a high-dimensional geometry approach Weiyu Xu and Babak Hassibi; 8. Greedy algorithms for compressed sensing Thomas Blumensath, Michael E. Davies and Gabriel Rilling; 9. Graphical models concepts in compressed sensing Andrea Montanari; 10. Finding needles in compressed haystacks Robert Calderbank, Sina Jafarpour and Jeremy Kent; 11. Data separation by sparse representations Gitta Kutyniok; 12. Face recognition by sparse representation Arvind Ganesh, Andrew Wagner, Zihan Zhou, Allen Y. Yang, Yi Ma and John Wright.

Compressed sensing : theory and applications

Compressed sensing (CS) is an emerging field that has attracted considerable research interest over the past few years. Previous review articles in CS limit their scope to standard discrete-to-discrete measurement architectures using matrices of randomized nature and signal models based on standard sparsity. In recent years, CS has worked its way into several new application areas. This, in turn, necessitates a fresh look on many of the basics of CS. The random matrix measurement operator must be replaced by more structured sensing architectures that correspond to the characteristics of feasible acquisition hardware. The standard sparsity prior has to be extended to include a much richer class of signals and to encode broader data models, including continuous-time signals. In our overview, the theme is exploiting signal and measurement structure in compressive sensing. The prime focus is bridging theory and practice; that is, to pinpoint the potential of structured CS strategies to emerge from the math to the hardware. Our summary highlights new directions as well as relations to more traditional CS, with the hope of serving both as a review to practitioners wanting to join this emerging field, and as a reference for researchers that attempts to put some of the existing ideas in perspective of practical applications.

Structured Compressed Sensing: From Theory to Applications

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time series for which the measurement dimension is much larger than the number of measurements taken. We present a theoretical framework in which we define DMD as the eigendecomposition of an approximating linear operator. This generalizes DMD to a larger class of datasets, including nonsequential time series. We demonstrate the utility of this approach by presenting novel sampling strategies that increase computational efficiency and mitigate the effects of noise, respectively. We also introduce the concept of linear consistency, which helps explain the potential pitfalls of applying DMD to rank-deficient datasets, illustrating with examples. Such computations are not considered in the existing literature, but can be understood using our more general framework. In addition, we show that our theory strengthens the connections between DMD and Koopman operator theory. It also establishes connections between DMD and other techniques, including the eigensystem realization algorithm (ERA), a system identification method, and linear inverse modeling (LIM), a method from climate science. We show that under certain conditions, DMD is equivalent to LIM.

On Dynamic Mode Decomposition: Theory and Applications

Modeling data with linear combinations of a few elements from a learned dictionary has been the focus of much recent research in machine learning, neuroscience, and signal processing. For signals such as natural images that admit such sparse representations, it is now well established that these models are well suited to restoration tasks. In this context, learning the dictionary amounts to solving a large-scale matrix factorization problem, which can be done efficiently with classical optimization tools. The same approach has also been used for learning features from data for other purposes, e.g., image classification, but tuning the dictionary in a supervised way for these tasks has proven to be more difficult. In this paper, we present a general formulation for supervised dictionary learning adapted to a wide variety of tasks, and present an efficient algorithm for solving the corresponding optimization problem. Experiments on handwritten digit classification, digital art identification, nonlinear inverse image problems, and compressed sensing demonstrate that our approach is effective in large-scale settings, and is well suited to supervised and semi-supervised classification, as well as regression tasks for data that admit sparse representations.

http://www.di.ens.fr/~fbach/taskdriven_mairal2012.pdf

Task-Driven Dictionary Learning

In this article, the authors present a new approach to building simpler, smaller, and cheaper digital cameras that can operate efficiently across a broader spectral range than conventional silicon-based cameras. The approach fuses a new camera architecture based on a digital micromirror device with the new mathematical theory and algorithms of compressive sampling.

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Single-Pixel Imaging via Compressive Sampling

Hyperspectral data processing typically demands enormous computational resources in terms of storage, computation, and input/output throughputs, particularly when real-time processing is desired. In this paper, a proof-of-concept study is conducted on compressive sensing (CS) and unmixing for hyperspectral imaging. Specifically, we investigate a low-complexity scheme for hyperspectral data compression and reconstruction. In this scheme, compressed hyperspectral data are acquired directly by a device similar to the single-pixel camera based on the principle of CS. To decode the compressed data, we propose a numerical procedure to compute directly the unmixed abundance fractions of given end members, completely bypassing high-complexity tasks involving the hyperspectral data cube itself. The reconstruction model is to minimize the total variation of the abundance fractions subject to a preprocessed fidelity equation with a significantly reduced size and other side constraints. An augmented Lagrangian-type algorithm is developed to solve this model. We conduct extensive numerical experiments to demonstrate the feasibility and efficiency of the proposed approach, using both synthetic data and hardware-measured data. Experimental and computational evidences obtained from this paper indicate that the proposed scheme has a high potential in real-world applications.

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A Compressive Sensing and Unmixing Scheme for Hyperspectral Data Processing

Compressive sensing based hyperspectral imaging is investigated and compared with its raster scan counterpart. Data acquisition and compression are realized simultaneously which greatly decreases the measurement time and storage volume while increasing the signal fidelity.

Compressive Sensing Hyperspectral Imager

A new sum frequency generation imaging microscope using a novel sampling theory, compressive sensing (CS), has been developed for surface studies. CS differentiates itself from the conventional sampling methods by collecting fewer measurements than the traditional methods to reconstruct a high quality image. Pseudorandom patterns were applied to a light modulator and reflected the sum frequency (SF) signal generated from the sample into a photomultiplier tube detector. The image of the sample was reconstructed using sparsity preserving algorithms from the SF signal. The influences of the number of CS testing patterns applied and the number of SF pulses acquired for each pattern on the quality of the images was investigated and a comparison of the image quality with the traditional raster scan was made at varying resolutions for a gold patterned Si surface. Our results demonstrate the CS technique achieved 16 times the pixel density beyond the resolution where the raster scan strategy lost its ability to image the sample due to the dilution of the SF signal below the detection limit of the detector.

Sum frequency generation-compressive sensing microscope.

Compressive imaging apparatus employing multiple modulators in various optical schemes to generate the modulation patterns before the signal is recorded at a detector. The compressive imaging apparatus is equally valid when applying compressive imaging to structured light embodiments where the placement is shifted from the acquisition path between the subject and the detector into the illumination path between the source and the subject to be imaged.

Ting Sun

Papers

Single-Pixel Imaging via Compressive Sampling

A Compressive Sensing and Unmixing Scheme for Hyperspectral Data Processing

Compressive Sensing Hyperspectral Imager

Sum frequency generation-compressive sensing microscope.

Apparatus And Method For Compressive Imaging And Sensing Through Multiplexed Modulation