Compressive Sensing

Abstract. Inspired by significant real-life applications, in particular, sparse phase retrieval and sparse pulsation fre-quency detection in Asteroseismology, we investigate a general framework for compressed sensing, where the measurements are quasi-linear. We formulate natural generalizations of the well-known Restricted Isometry Property (RIP) towards nonlinear measurements, which allow us to prove both unique identifiability of sparse signals as well as the convergence of recovery algorithms to compute them efficiently. We show that for certain randomized quasi-linear measurements, including Lipschitz perturbations of classical RIP matrices and phase retrieval from random projections, the proposed restricted isometry properties hold with high probability. We analyze a generalized Orthogonal Least Squares (OLS) under the assumption that magnitudes of signal entries to be recovered decay fast. Greed is good again, as we show that this algorithm performs efficiently in phase retrieval and Asteroseismology. For situations where the decay assumption on the signal does not necessarily hold, we propose two alternative algorithms, which are natural generalizations of the well-known iterative hard and soft-thresholding. While these algorithms are rarely successful for the mentioned applications, we show their strong recovery guarantees for quasi-linear measurements which are Lipschitz perturbations of RIP matrices