Alternating Subspace Method for Sparse Recovery of Signals

Fuente: arXiv
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Hauptverfasser: Zhu, Xu, Ma, Yufei, Li, Xiaoguang, Li, Tiejun
Format: Preprint
Veröffentlicht: 2024
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_version_ 1866915847493124096
author Zhu, Xu
Ma, Yufei
Li, Xiaoguang
Li, Tiejun
author_facet Zhu, Xu
Ma, Yufei
Li, Xiaoguang
Li, Tiejun
contents This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. Numerous renowned algorithms for tackling the compressed sensing problem employ an alternating strategy, which typically involves data matching in one module and denoising in another. We present a novel approach, the Alternating Subspace Method (ASM), which integrates the principles of the greedy methods (e.g., the orthogonal matching pursuit type methods) and the splitting methods (e.g., the approximate message passing type methods). Crucially, ASM enhances the splitting method by achieving fidelity in a subspace-restricted fashion. \textcolor{black}{We reveal that such a restriction strategy guarantees global convergence via proximal residual control and establish its local geometric convergence on the LASSO problem.} Numerical experiments on the LASSO, channel estimation, and dynamic compressed sensing problems demonstrate its high convergence rate and its capacity to incorporate different prior distributions. Overall, the proposed method is promising in terms of efficiency, accuracy, and flexibility, and has the potential to be competitive in different sparse recovery applications.
format Preprint
id arxiv_https___arxiv_org_abs_2407_07436
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Alternating Subspace Method for Sparse Recovery of Signals
Zhu, Xu
Ma, Yufei
Li, Xiaoguang
Li, Tiejun
Information Theory
Optimization and Control
94A12, 65F10, 90C06
This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. Numerous renowned algorithms for tackling the compressed sensing problem employ an alternating strategy, which typically involves data matching in one module and denoising in another. We present a novel approach, the Alternating Subspace Method (ASM), which integrates the principles of the greedy methods (e.g., the orthogonal matching pursuit type methods) and the splitting methods (e.g., the approximate message passing type methods). Crucially, ASM enhances the splitting method by achieving fidelity in a subspace-restricted fashion. \textcolor{black}{We reveal that such a restriction strategy guarantees global convergence via proximal residual control and establish its local geometric convergence on the LASSO problem.} Numerical experiments on the LASSO, channel estimation, and dynamic compressed sensing problems demonstrate its high convergence rate and its capacity to incorporate different prior distributions. Overall, the proposed method is promising in terms of efficiency, accuracy, and flexibility, and has the potential to be competitive in different sparse recovery applications.
title Alternating Subspace Method for Sparse Recovery of Signals
topic Information Theory
Optimization and Control
94A12, 65F10, 90C06
url https://arxiv.org/abs/2407.07436