Shifting inequality and recovery of sparse signals

  • Authors:
  • T. Tony Cai;Lie Wang;Guangwu Xu

  • Affiliations:
  • Department of Statistics, The Wharton School, University of Pennsylvania, Philadelphia, PA;Department of Mathematics, Massachusetts Institute of Technology, Cambridge, MA;Department of Electrical Engineering and Computer Science, University of Wisconsin-Milwaukee, WI

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2010

Quantified Score

Hi-index 35.80

Visualization

Abstract

In this paper, we present a concise and coherent analysis of the constrained l1 minimization method for stable recovering of high-dimensional sparse signals both in the noiseless case and noisy case. The analysis is surprisingly simple and elementary, while leads to strong results. In particular, it is shown that the sparse recovery problem can be solved via l1 minimization under weaker conditions than what is known in the literature. A key technical tool is an elementary inequality, called Shifting Inequality, which, for a given nonnegative decreasing sequence, bounds the l2 norm of a subsequence in terms of the l1 norm of another subsequence by shifting the elements to the upper end.