Robust Instance Optimal Phase-Only Compressed Sensing
It provides theoretical guarantees for phase-only compressed sensing, which is incremental but important for applications like imaging and signal processing where only phase information is available.
This paper tackles the problem of recovering sparse signals from phase-only compressed sensing measurements by establishing uniform instance optimality and robustness guarantees for an existing linearization method, showing that the recovery error is bounded by a constant times the distance to sparsity and is near-optimal under noise and corruption.
Phase-only compressed sensing (PO-CS) concerns the recovery of sparse signals from the phases of complex measurements. Recent results show that sparse signals in the standard sphere $\mathbb{S}^{n-1}$ can be exactly recovered from complex Gaussian phases by a linearization procedure, which recasts PO-CS as linear compressed sensing and then applies (quadratically constrained) basis pursuit to obtain $\mathbf{x}^\sharp$. This paper focuses on the instance optimality and robustness of $\mathbf{x}^{\sharp}$. First, we strengthen the nonuniform instance optimality of Jacques and Feuillen (2021) to a uniform one over the entire signal space. We show the existence of some universal constant $C$ such that $\|\mathbf{x}^\sharp-\mathbf{x}\|_2\le Cs^{-1/2}Ï_{\ell_1}(\mathbf{x},Σ^n_s)$ holds for all $\mathbf{x}$ in the unit Euclidean sphere, where $Ï_{\ell_1}(\mathbf{x},Σ^n_s)$ is the $\ell_1$ distance of $\mathbf{x}$ to its closest $s$-sparse signal. This is achieved by showing the new sensing matrices corresponding to all approximately sparse signals simultaneously satisfy RIP. Second, we investigate the estimator's robustness to noise and corruption. We show that dense noise with entries bounded by some small $Ï_0$, appearing either prior or posterior to retaining the phases, increments $\|\mathbf{x}^\sharp-\mathbf{x}\|_2$ by $O(Ï_0)$. This is near-optimal (up to log factors) for any algorithm. On the other hand, adversarial corruption, which changes an arbitrary $ζ_0$-fraction of the measurements to any phase-only values, increments $\|\mathbf{x}^\sharp-\mathbf{x}\|_2$ by $O(\sqrt{ζ_0\log(1/ζ_0)})$. The developments are then combined to yield a robust instance optimal guarantee that resembles the standard one in linear compressed sensing.