Adaptive matching pursuit for sparse signal recovery

Tiep H. Vu, Hojjat S. Mousavi, Vishal Monga

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    12 Scopus citations

    Abstract

    Spike and Slab priors have been of much recent interest in signal processing as a means of inducing sparsity in Bayesian inference. Applications domains that benefit from the use of these priors include sparse recovery, regression and classification. It is well-known that solving for the sparse coefficient vector to maximize these priors results in a hard non-convex and mixed integer programming problem. Most existing solutions to this optimization problem either involve simplifying assumptions/relaxations or are computationally expensive. We propose a new greedy and adaptive matching pursuit (AMP) algorithm to directly solve this hard problem. Essentially, in each step of the algorithm, the set of active elements would be updated by either adding or removing one index, whichever results in better improvement. In addition, the intermediate steps of the algorithm are calculated via an inexpensive Cholesky decomposition which makes the algorithm much faster. Results on simulated data sets as well as real-world image recovery challenges confirm the benefits of the proposed AMP, particularly in providing a superior cost-quality trade-off over existing alternatives.

    Original languageEnglish (US)
    Title of host publication2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings
    PublisherInstitute of Electrical and Electronics Engineers Inc.
    Pages4331-4335
    Number of pages5
    ISBN (Electronic)9781509041176
    DOIs
    StatePublished - Jun 16 2017
    Event2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - New Orleans, United States
    Duration: Mar 5 2017Mar 9 2017

    Publication series

    NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
    ISSN (Print)1520-6149

    Other

    Other2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017
    Country/TerritoryUnited States
    CityNew Orleans
    Period3/5/173/9/17

    All Science Journal Classification (ASJC) codes

    • Software
    • Signal Processing
    • Electrical and Electronic Engineering

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