On the Impossibility of Uniform Sparse Reconstruction using Greedy Methods

It has previously shown that a trigonometric polynomial having at most M nonvanishing coecients can be recovered from N = O(M log(D)) random samples by the greedy methods thresholding and orthogonal matching pursuit with high probability. In this note we show that these results cannot be made uniform in the sense that a single (random) sampling set cannot guarantee recovery of all such M-sparse trigonometric polynomials simultaneously with high probability using the two greedy methods.

[1]  Michael A. Saunders,et al.  Atomic Decomposition by Basis Pursuit , 1998, SIAM J. Sci. Comput..

[2]  Joel A. Tropp,et al.  Greed is good: algorithmic results for sparse approximation , 2004, IEEE Transactions on Information Theory.

[3]  E. Candès,et al.  Stable signal recovery from incomplete and inaccurate measurements , 2005, math/0503066.

[4]  H. Rauhut Random Sampling of Sparse Trigonometric Polynomials , 2005, math/0512642.

[5]  D. Donoho For most large underdetermined systems of linear equations the minimal 𝓁1‐norm solution is also the sparsest solution , 2006 .

[6]  Emmanuel J. Candès,et al.  Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information , 2004, IEEE Transactions on Information Theory.

[7]  Emmanuel J. Candès,et al.  Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies? , 2004, IEEE Transactions on Information Theory.

[8]  M. Rudelson,et al.  Sparse reconstruction by convex relaxation: Fourier and Gaussian measurements , 2006, 2006 40th Annual Conference on Information Sciences and Systems.

[9]  Joel A. Tropp,et al.  Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit , 2007, IEEE Transactions on Information Theory.

[10]  M. Rudelson,et al.  On sparse reconstruction from Fourier and Gaussian measurements , 2008 .

[11]  R. DeVore,et al.  Compressed sensing and best k-term approximation , 2008 .

[12]  Holger Rauhut,et al.  Random Sampling of Sparse Trigonometric Polynomials, II. Orthogonal Matching Pursuit versus Basis Pursuit , 2008, Found. Comput. Math..

[13]  R. DeVore,et al.  A Simple Proof of the Restricted Isometry Property for Random Matrices , 2008 .

[14]  Holger Rauhut Stability Results for Random Sampling of Sparse Trigonometric Polynomials , 2008, IEEE Transactions on Information Theory.

[15]  Deanna Needell,et al.  Uniform Uncertainty Principle and Signal Recovery via Regularized Orthogonal Matching Pursuit , 2007, Found. Comput. Math..