One-Bit Compressed Sensing via One-Shot Hard Thresholding
- URL: http://arxiv.org/abs/2007.03641v2
- Date: Thu, 9 Jul 2020 11:58:57 GMT
- Title: One-Bit Compressed Sensing via One-Shot Hard Thresholding
- Authors: Jie Shen
- Abstract summary: A problem of 1-bit compressed sensing is to estimate a sparse signal from a few binary measurements.
We present a novel and concise analysis that moves away from the widely used non-constrained notion of width.
- Score: 7.594050968868919
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: This paper concerns the problem of 1-bit compressed sensing, where the goal
is to estimate a sparse signal from a few of its binary measurements. We study
a non-convex sparsity-constrained program and present a novel and concise
analysis that moves away from the widely used notion of Gaussian width. We show
that with high probability a simple algorithm is guaranteed to produce an
accurate approximation to the normalized signal of interest under the
$\ell_2$-metric. On top of that, we establish an ensemble of new results that
address norm estimation, support recovery, and model misspecification. On the
computational side, it is shown that the non-convex program can be solved via
one-step hard thresholding which is dramatically efficient in terms of time
complexity and memory footprint. On the statistical side, it is shown that our
estimator enjoys a near-optimal error rate under standard conditions. The
theoretical results are substantiated by numerical experiments.
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