NANADec 10, 2018

Coherence-Based Performance Guarantee of Regularized $\ell_{1}$-Norm Minimization and Beyond

arXiv:1812.037392 citationsh-index: 19
Originality Incremental advance
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For researchers in compressed sensing and sparse recovery, this work provides theoretical guarantees for regularized ℓ1-minimization models under bounded noise, extending known results to broader settings.

The paper extends the sharp uniform recovery condition μ < 1/(2k-1) from constrained ℓ1-minimization to two unregularized ℓ1-minimization models, providing coherence-based performance guarantees for robust signal recovery under ℓ2-bounded noise and Dantzig Selector type noise, and also establishes the first uniform recovery condition for robust block-sparse signal recovery using a regularized mixed ℓ2/ℓ1-norm minimization model.

In this paper, we consider recovering the signal $\bm{x}\in\mathbb{R}^{n}$ from its few noisy measurements $\bm{b}=A\bm{x}+\bm{z}$, where $A\in\mathbb{R}^{m\times n}$ with $m\ll n$ is the measurement matrix, and $\bm{z}\in\mathbb{R}^{m}$ is the measurement noise/error. We first establish a coherence-based performance guarantee for a regularized $\ell_{1}$-norm minimization model to recover such signals $\bm{x}$ in the presence of the $\ell_{2}$-norm bounded noise, i.e., $\|\bm{z}\|_{2}\leqε$, and then extend these theoretical results to guarantee the robust recovery of the signals corrupted with the Dantzig Selector (DS) type noise, i.e., $\|A^{T}\bm{z}\|_{\infty}\leqε$, and the structured block-sparse signal recovery in the presence of the bounded noise. To the best of our knowledge, we first extend nontrivially the sharp uniform recovery condition derived by Cai, Wang and Xu (2010) for the constrained $\ell_{1}$-norm minimization model, which takes the form of \begin{align*} μ<\frac{1}{2k-1}, \end{align*} where $μ$ is defined as the (mutual) coherence of $A$, to two unconstrained regularized $\ell_{1}$-norm minimization models to guarantee the robust recovery of any signals (not necessary to be $k$-sparse) under the $\ell_{2}$-norm bounded noise and the DS type noise settings, respectively. Besides, a uniform recovery condition and its two resulting error estimates are also established for the first time to our knowledge, for the robust block-sparse signal recovery using a regularized mixed $\ell_{2}/\ell_{1}$-norm minimization model, and these results well complement the existing theoretical investigation on this model which focuses on the non-uniform recovery conditions and/or the robust signal recovery in presence of the random noise.

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