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Machine Learning Summer School on Theory and Practice of Computational Learning

An Overview of Compressed Sensing and Sparse Signal Recovery via L1 Minimization

author: Emmanuel Candes, Department of Applied and Computational Mathematics, California Institute of Technology

Description

In many applications, one often has fewer equations than unknowns. While this seems hopeless, the premise that the object we wish to recover is sparse or nearly sparse radically changes the problem, making the search for solutions feasible. This lecture will introduce sparsity as a key modeling tool together with a series of little miracles touching on many areas of data processing. These examples show that finding *that* solution to an underdetermined system of linear equations with minimum L1 norm, often returns the ''right'' answer. Further, there is by now a well-established body of work going by the name of compressed sensing, which asserts that one can exploit sparsity or compressibility when acquiring signals of general interest, and that one can design nonadaptive sampling techniques that condense the information in a compressible signal into a small amount of data - in fewer data points than were thought necessary. We will survey some of these theories and trace back some of their origins to early work done in the 50's. Because these theories are broadly applicable in nature, the tutorial will move through several applications areas that may be impacted such as signal processing, bio-medical imaging, machine learning and so on. Finally, we will discuss how these theories and methods have far reaching implications for sensor design and other types of designs.

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Reviews and comments:

Comment1 behrooz, October 23, 2009 at 11:08 a.m.:

Would you put the link to the presentation slides


Comment2 hnliu, October 29, 2009 at 7:27 a.m.:

Yes, I want that too.


Comment3 Luo Wei, December 17, 2009 at 4:38 a.m.:

The great overview about CS


Comment4 iman, December 24, 2009 at 2:39 a.m.:

we really need the slides,
thanks for the nice talk.

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