A Single-Letter Characterization of Optimal Noisy Compressed Sensing

Date Added: Oct 2009
Format: PDF

Compressed sensing deals with the reconstruction of a high-dimensional signal from far fewer linear measurements, where the signal is known to admit a sparse representation in a certain linear space. The asymptotic scaling of the number of measurements needed for reconstruction as the dimension of the signal increases has been studied extensively. This work takes a fundamental perspective on the problem of inferring about individual elements of the sparse signal given the measurements, where the dimensions of the system become increasingly large. Using the replica method, the outcome of inferring about any fixed collection of signal elements is shown to be asymptotically decoupled, i.e., those elements become independent conditioned on the measurements.