Maximum-A-Posteriori Signal Recovery with Prior Information: Applications to Compressive Sensing

02/15/2018
by   Ali Bereyhi, et al.
0

This paper studies the asymptotic performance of maximum-a-posteriori estimation in the presence of prior information. The problem arises in several applications such as recovery of signals with non-uniform sparsity pattern from underdetermined measurements. With prior information, the maximum-a-posteriori estimator might have asymmetric penalty. We consider a generic form of this estimator and study its performance via the replica method. Our analyses demonstrate an asymmetric form of the decoupling property in the large-system limit. Employing our results, we further investigate the performance of weighted zero-norm minimization for recovery of a non-uniform sparse signal. Our investigations illustrate that for a given distortion, the minimum number of required measurements can be significantly reduced by choosing weighting coefficients optimally.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset