Stability and Instance Optimality for Gaussian Measurements in Compressed Sensing

  • Authors:
  • P. Wojtaszczyk

  • Affiliations:
  • University of Warsaw, Institute of Applied Mathematics, ul. Banacha 2, Warszawa, Poland and Polish Academy of Sciences, Institut of Mathematics, ul. Śniadeckich 8, Warszawa, Poland

  • Venue:
  • Foundations of Computational Mathematics
  • Year:
  • 2010

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Abstract

In compressed sensing, we seek to gain information about a vector x∈ℝN from d ≪ N nonadaptive linear measurements. Candes, Donoho, Tao et al. (see, e.g., Candes, Proc. Intl. Congress Math., Madrid, 2006; Candes et al., Commun. Pure Appl. Math. 59:1207–1223, 2006; Donoho, IEEE Trans. Inf. Theory 52:1289–1306, 2006) proposed to seek a good approximation to x via ℓ 1 minimization. In this paper, we show that in the case of Gaussian measurements, ℓ 1 minimization recovers the signal well from inaccurate measurements, thus improving the result from Candes et al. (Commun. Pure Appl. Math. 59:1207–1223, 2006). We also show that this numerically friendly algorithm (see Candes et al., Commun. Pure Appl. Math. 59:1207–1223, 2006) with overwhelming probability recovers the signal with accuracy, comparable to the accuracy of the best k-term approximation in the Euclidean norm when k∼d/ln N.