From Denoising to Compressed Sensing

A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several decades, and as a result, todays denoisers can effectively remove large amounts of additive white Gaussian noise. A compressed sensing (CS) rec...

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Published in:IEEE transactions on information theory Vol. 62; no. 9; pp. 5117 - 5144
Main Authors: Metzler, Christopher A., Maleki, Arian, Baraniuk, Richard G.
Format: Journal Article
Language:English
Published: New York IEEE 01.09.2016
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:0018-9448, 1557-9654
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Abstract A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several decades, and as a result, todays denoisers can effectively remove large amounts of additive white Gaussian noise. A compressed sensing (CS) reconstruction algorithm seeks to recover a structured signal acquired using a small number of randomized measurements. Typical CS reconstruction algorithms can be cast as iteratively estimating a signal from a perturbed observation. This paper answers a natural question: How can one effectively employ a generic denoiser in a CS reconstruction algorithm? In response, we develop an extension of the approximate message passing (AMP) framework, called denoising-based AMP (D-AMP), that can integrate a wide class of denoisers within its iterations. We demonstrate that, when used with a high-performance denoiser for natural images, D-AMP offers the state-of-the-art CS recovery performance while operating tens of times faster than competing methods. We explain the exceptional performance of D-AMP by analyzing some of its theoretical features. A key element in D-AMP is the use of an appropriate Onsager correction term in its iterations, which coerces the signal perturbation at each iteration to be very close to the white Gaussian noise that denoisers are typically designed to remove.
AbstractList A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several decades, and as a result, todays denoisers can effectively remove large amounts of additive white Gaussian noise. A compressed sensing (CS) reconstruction algorithm seeks to recover a structured signal acquired using a small number of randomized measurements. Typical CS reconstruction algorithms can be cast as iteratively estimating a signal from a perturbed observation. This paper answers a natural question: How can one effectively employ a generic denoiser in a CS reconstruction algorithm? In response, we develop an extension of the approximate message passing (AMP) framework, called denoising-based AMP (D-AMP), that can integrate a wide class of denoisers within its iterations. We demonstrate that, when used with a high-performance denoiser for natural images, D-AMP offers the state-of-the-art CS recovery performance while operating tens of times faster than competing methods. We explain the exceptional performance of D-AMP by analyzing some of its theoretical features. A key element in D-AMP is the use of an appropriate Onsager correction term in its iterations, which coerces the signal perturbation at each iteration to be very close to the white Gaussian noise that denoisers are typically designed to remove.
Author Maleki, Arian
Baraniuk, Richard G.
Metzler, Christopher A.
Author_xml – sequence: 1
  givenname: Christopher A.
  surname: Metzler
  fullname: Metzler, Christopher A.
  email: chris.metzler@rice.edu
  organization: Dept. of Electr. & Comput. Eng., Rice Univ., Houston, TX, USA
– sequence: 2
  givenname: Arian
  surname: Maleki
  fullname: Maleki, Arian
  email: arian@stat.columbia.edu
  organization: Dept. of Stat., Columbia Univ. in the City of New York, New York, NY, USA
– sequence: 3
  givenname: Richard G.
  surname: Baraniuk
  fullname: Baraniuk, Richard G.
  email: richb@rice.edu
  organization: Dept. of Electr. & Comput. Eng., Rice Univ., Houston, TX, USA
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Snippet A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several...
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SubjectTerms Algorithm design and analysis
Algorithms
approximate message passing
Approximation
Approximation algorithms
Compressed sensing
denoiser
Detection
Electronics
Error correction & detection
Gaussian
Iterative methods
Message passing
Noise
Noise control
Noise reduction
Normal distribution
Onsager correction
Perturbation methods
Reconstruction
Reconstruction algorithms
Signal processing
Signal processing algorithms
Title From Denoising to Compressed Sensing
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