Coherence Based Sufficient Condition for Support Recovery Using Generalized Orthogonal Matching Pursuit

In an underdetermined system,compressive sensing can be used to recover the support vector.Greedy algorithms will recover the support vector indices in an iterative manner.Generalized Orthogonal Matching Pursuit(GOMP)is the generalized form of the Orthogonal Matching Pursuit(OMP)algorithm where a number of indices selected per iteration will be greater than or equal to 1.To recover the support vector of unknown signal‘x’from the compressed measurements,the restricted isometric property should be satisfied as a sufficient condition.Finding the restricted isometric constant is a non-deterministic polynomial-time hardness problem due to that the coherence of the sensing matrix can be used to derive the sufficient condition for support recovery.In this paper a sufficient condition based on the coherence parameter to recover the support vector indices of an unknown sparse signal‘x’using GOMP has been derived.The derived sufficient condition will recover support vectors of P-sparse signal within‘P’iterations.The recovery guarantee for GOMP is less restrictive,and applies to OMP when the number of selection elements equals one.Simulation shows the superior performance of the GOMP algorithm compared with other greedy algorithms.

Some Results for Exact Support Recovery of Block Joint Sparse Matrix via Block Multiple Measurement Vectors Algorithm

Block multiple measurement vectors (BMMV) is a reconstruction algorithm that can be used to recover the support of block K-joint sparse matrix X from Y = ΨX + V. In this paper, we propose a sufficient condition for accurate support recovery of the block K-joint sparse matrix via the BMMV algorithm in the noisy case. Furthermore, we show the optimality of the condition we proposed in the absence of noise when the problem reduces to single measurement vector case.

Support Recovery of Gaussian Graphical Model with False Discovery Rate Control

This paper focuses on the support recovery of the Gaussian graphical model(GGM)with false discovery rate(FDR)control.The graceful symmetrized data aggregation(SDA)technique which involves sample splitting,data screening and information pooling is exploited via a node-based way.A matrix of test statistics with symmetry property is constructed and a data-driven threshold is chosen to control the FDR for the support recovery of GGM.The proposed method is shown to control the FDR asymptotically under some mild conditions.Extensive simulation studies and a real-data example demonstrate that it yields a better FDR control while offering reasonable power in most cases.

CRESDA Support Japan for Earthquake Recovery

A 9.0 magnitude earthquake hit the east coast of Honshu, Japan (38.23°N and 143.19°E) on March 11, 2011. A massive tsunami trig- gered by the earthquake led to causalities,

Coherence-based performance analysis of the generalized orthogonal matching pursuit algorithm

The performance guarantees of generalized orthogonal matching pursuit（ gOMP） are considered in the framework of mutual coherence. The gOMP algorithmis an extension of the well-known OMP greed algorithmfor compressed sensing. It identifies multiple N indices per iteration to reconstruct sparse signals.The gOMP with N≥2 can perfectly reconstruct any K-sparse signals frommeasurement y = Φx if K 〈1/N（1/μ-1） ＋1,where μ is coherence parameter of measurement matrix Φ. Furthermore,the performance of the gOMP in the case of y = Φx ＋ e with bounded noise ‖e‖2≤ε is analyzed and the sufficient condition ensuring identification of correct indices of sparse signals via the gOMP is derived,i. e.,K 〈1/N（1/μ-1）＋1-（2ε/Nμxmin） ,where x min denotes the minimummagnitude of the nonzero elements of x. Similarly,the sufficient condition in the case of G aussian noise is also given.

A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems

We consider the sparse identification of multivariate ARX systems, i.e., to recover the zero elements of the unknown parameter matrix. We propose a two-step algorithm, where in the first step the stochastic gradient (SG) algorithm is applied to obtain initial estimates of the unknown parameter matrix and in the second step an optimization criterion is introduced for the sparse identification of multivariate ARX systems. Under mild conditions, we prove that by minimizing the criterion function, the zero elements of the unknown parameter matrix can be recovered with a finite number of observations. The performance of the algorithm is testified through a simulation example.