Bernoulli-Gaussian Approximate Message-Passing Algorithm for Compressed Sensing with 1D-Finite-Difference Sparsity

Autor: Kang, Jaewook, Jung, Hyoyoung, Lee, Heung-No, Kim, Kiseon
Rok vydání: 2014
Předmět:
Druh dokumentu: Working Paper
Popis: This paper proposes a fast approximate message-passing (AMP) algorithm for solving compressed sensing (CS) recovery problems with 1D-finite-difference sparsity in term of MMSE estimation. The proposed algorithm, named ssAMP-BGFD, is low-computational with its fast convergence and cheap per-iteration cost, providing phase transition nearly approaching to the state-of-the-art. The proposed algorithm is originated from a sum-product message-passing rule, applying a Bernoulli-Gaussian (BG) prior, seeking an MMSE solution. The algorithm construction includes not only the conventional AMP technique for the measurement fidelity, but also suggests a simplified message-passing method to promote the signal sparsity in finite-difference. Furthermore, we provide an EM-tuning methodology to learn the BG prior parameters, suggesting how to use some practical measurement matrices satisfying the RIP requirement under the ssAMP-BGFD recovery. Extensive empirical results confirms performance of the proposed algorithm, in phase transition, convergence speed, and CPU runtime, compared to the recent algorithms.
Comment: 17 pages, 13 figures, submitted to the IEEE Transactions on Signal Processing
Databáze: arXiv