Sparse Recovery with Coherent Tight Frames via Analysis Dantzig Selector and Analysis LASSO

TL;DR

This paper develops and analyzes the analysis Dantzig selector and analysis LASSO for recovering signals sparse in overcomplete, coherent tight frames from noisy, undersampled data, providing stability guarantees and robustness to sparse noise.

Contribution

It introduces the analysis Dantzig selector and analysis LASSO with RIP adapted to tight frames, extending sparse recovery guarantees to highly coherent frames and noisy measurements.

Findings

Stable recovery under RIP conditions for tight frames.

Error bounds within a log factor of minimax risk for Gaussian noise.

Robust methods for signals with sparse and bounded noise.

Abstract

This article considers recovery of signals that are sparse or approximately sparse in terms of a (possibly) highly overcomplete and coherent tight frame from undersampled data corrupted with additive noise. We show that the properly constrained $l_1$-analysis, called analysis Dantzig selector, stably recovers a signal which is nearly sparse in terms of a tight frame provided that the measurement matrix satisfies a restricted isometry property adapted to the tight frame. As a special case, we consider the Gaussian noise. Further, under a sparsity scenario, with high probability, the recovery error from noisy data is within a log-like factor of the minimax risk over the class of vectors which are at most $s$ sparse in terms of the tight frame. Similar results for the analysis LASSO are showed. The above two algorithms provide guarantees only for noise that is bounded or bounded with high probability (for example, Gaussian noise). However, when the underlying measurements are corrupted by sparse noise, these algorithms perform suboptimally. We demonstrate robust methods for reconstructing signals that are nearly sparse in terms of a tight frame in the presence of bounded noise combined with sparse noise. The analysis in this paper is based on the restricted isometry property adapted to a tight frame, which is a natural extension to the standard restricted isometry property.