Performance Limits with Additive Error Metrics in Noisy Multi-Measurement Vector Problem

TL;DR

This paper investigates the fundamental limits of MMV signal estimation under various additive error metrics, proposing an optimal message passing algorithm and demonstrating its effectiveness in multi-user communication scenarios.

Contribution

It introduces a general framework for analyzing MMV estimation limits with arbitrary error metrics and proposes an optimal message passing algorithm with proven and conjectured optimality.

Findings

The proposed algorithm achieves optimal performance for certain error metrics.

Numerical results support the conjectured optimality in general cases.

Application to multi-user detection shows practical benefits.

Abstract

Real-world applications such as magnetic resonance imaging with multiple coils, multi-user communication, and diffuse optical tomography often assume a linear model where several sparse signals sharing common sparse supports are acquired by several measurement matrices and then contaminated by noise. Multi-measurement vector (MMV) problems consider the estimation or reconstruction of such signals. In different applications, the estimation error that we want to minimize could be the mean squared error or other metrics such as the mean absolute error and the support set error. Seeing that minimizing different error metrics is useful in MMV problems, we study information-theoretic performance limits for MMV signal estimation with arbitrary additive error metrics. We also propose a message passing algorithmic framework that achieves the optimal performance, and rigorously prove the optimality of our algorithm for a special case. We further conjecture the optimality of our algorithm for some general cases, and back it up through numerical examples. As an application of our MMV algorithm, we propose a novel setup for active user detection in multi-user communication and demonstrate the promise of our proposed setup.