一种新的B-MAP代理贪婪稀疏信号恢复算法

Jeongmin Chae, Songnam Hong
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引用次数: 0

摘要

提出了一种从少量噪声测量中恢复稀疏信号的贪婪算法。在该方法中,基于逐位最大后验(B-MAP)检测,为每次迭代识别一个新的支持索引。这种方法在检测剩余的支持索引之一的意义上是最优的,前提是之前迭代中的所有索引都完全恢复。不幸的是,B-MAP检测的精确计算是不实际的,因为它需要对高维稀疏向量进行大量的边缘化来计算每个剩余支持的后验概率。我们的主要贡献是提出了一个很好的代理,命名为B-MAP代理,基于后验概率。所提出的代理仅使用流行的正交匹配追踪(OMP)中的向量相关性即可轻松评估,并且足够准确地表示概率的相对顺序。仿真结果表明,在计算复杂度相同的情况下,本文提出的贪心算法比现有的OMP和MAP-OMP等基准方法具有更高的恢复精度。本文的完整版本可在https://arxiv.org/abs/1910.12512/上获得
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A Novel B-MAP Proxy for Greedy Sparse Signal Recovery Algorithms
We propose a novel greedy algorithm to recover a sparse signal from a small number of noisy measurements. In the proposed method, a new support index is identified for each iteration, based on bit-wise maximum a posteriori (B-MAP) detection. This approach is an optimal in the sense of detecting one of the remaining support indices, provided that all the indices during the previous iterations are perfectly recovered. Unfortunately, the exact computation of B-MAP detection is not practical since it requires a heavy marginalization of a highdimensional sparse vector to compute a posteriori probability of each remaining support. Our major contribution is to present a good proxy, named B-MAP proxy, on the a posteriori probability. The proposed proxy is easily evaluated only using vector correlations as in popular orthogonal matching pursuit (OMP) and accurate enough to represent a relative ordering on the probabilities. Via simulations, we demonstrate that the proposed greedy algorithm yields a higher recovery accuracy than the existing benchmark methods as OMP and MAP-OMP, having the same computational complexity.A full version of this paper is accessible at: https://arxiv.org/abs/1910.12512/
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