Towards Designing Optimal Sensing Matrices for Generalized Linear Inverse Problems

NeurIPS 2021  ·  Junjie Ma, Ji Xu, Arian Maleki ·

We consider an inverse problem $\mathbf{y}= f(\mathbf{Ax})$, where $\mathbf{x}\in\mathbb{R}^n$ is the signal of interest, $\mathbf{A}$ is the sensing matrix, $f$ is a nonlinear function and $\mathbf{y} \in \mathbb{R}^m$ is the measurement vector. In many applications, we have some level of freedom to design the sensing matrix $\mathbf{A}$, and in such circumstances we could optimize $\mathbf{A}$ to achieve better reconstruction performance. As a first step towards optimal design, it is important to understand the impact of the sensing matrix on the difficulty of recovering $\mathbf{x}$ from $\mathbf{y}$. In this paper, we study the performance of one of the most successful recovery methods, i.e., the expectation propagation (EP) algorithm. We define a notion of spikiness for the spectrum of $\bmmathbfA}$ and show the importance of this measure for the performance of EP. We show that whether a spikier spectrum can hurt or help the recovery performance depends on $f$. Based on our framework, we are able to show that, in phase-retrieval problems, matrices with spikier spectrums are better for EP, while in 1-bit compressed sensing problems, less spiky spectrums lead to better performance. Our results unify and substantially generalize existing results that compare Gaussian and orthogonal matrices, and provide a platform towards designing optimal sensing systems.

PDF Abstract NeurIPS 2021 PDF NeurIPS 2021 Abstract
No code implementations yet. Submit your code now

Datasets


  Add Datasets introduced or used in this paper

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods


No methods listed for this paper. Add relevant methods here