Title
Online compressed sensing
Abstract
In this paper, we explore the possibilities and limitations of recovering sparse signals in an online fashion. Employing a mean field approximation to the Bayes recursion formula yields an online signal recovery algorithm that can be performed with a computational cost that is linearly proportional to the signal length per update. Analysis of the resulting algorithm indicates that the online algorithm asymptotically saturates the optimal performance limit achieved by the offline method in the presence of Gaussian measurement noise, while differences in the allowable computational costs may result in fundamental gaps of the achievable performance in the absence of noise.
Year
Venue
Field
2015
CoRR
Online algorithm,Mathematical optimization,Algorithm,Gaussian,Performance limit,Classical mechanics,Compressed sensing,Recursion,Competitive analysis,Bayes' theorem,Bayesian probability,Physics
DocType
Volume
Citations 
Journal
abs/1509.05108
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
paulo v rossi100.34
Yoshiyuki Kabashima213627.83
junichi inoue300.34