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Phys. Rev. X 2, 021005 (2012) [18 pages]

Statistical-Physics-Based Reconstruction in Compressed Sensing

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F. Krzakala1,*, M. Mézard2, F. Sausset2, Y. F. Sun1,3, and L. Zdeborová4
1CNRS and ESPCI ParisTech, 10 rue Vauquelin, UMR 7083 Gulliver, Paris 75005, France
2Université Paris-Sud and CNRS, LPTMS, UMR8626, Bâtiment 100, 91405 Orsay, France
3LMIB and School of Mathematics and Systems Science, Beihang University, 100191 Beijing, China
4Institut de Physique Théorique (IPhT), CEA Saclay, and URA 2306, CNRS, 91191 Gif-sur-Yvette, France

Received 1 December 2011; published 11 May 2012

Compressed sensing has triggered a major evolution in signal acquisition. It consists of sampling a sparse signal at low rate and later using computational power for the exact reconstruction of the signal, so that only the necessary information is measured. Current reconstruction techniques are limited, however, to acquisition rates larger than the true density of the signal. We design a new procedure that is able to reconstruct the signal exactly with a number of measurements that approaches the theoretical limit, i.e., the number of nonzero components of the signal, in the limit of large systems. The design is based on the joint use of three essential ingredients: a probabilistic approach to signal reconstruction, a message-passing algorithm adapted from belief propagation, and a careful design of the measurement matrix inspired by the theory of crystal nucleation. The performance of this new algorithm is analyzed by statistical-physics methods. The obtained improvement is confirmed by numerical studies of several cases.

Published by the American Physical Society under the terms of the Creative Commons Attribution 3.0 License. Further distribution of this work must maintain attribution to the author(s) and the published article’s title, journal citation, and DOI.

Published by the American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevX.2.021005
DOI:
10.1103/PhysRevX.2.021005
PACS:
05.70.Fh, 89.75.-k, 89.20.Ff

*Corresponding author;

fk@espci.fr