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The performance of regularized least-squares estimation in noisy compressed sensing is analyzed in the limit when the dimensions of the measurement matrix grow large. The sensing matrix is considered to be from a class of random ensembles that encloses as special cases standard Gaussian, row-orthogonal, geometric, and so-called T-orthogonal constructions. Source vectors that have non-uniform sparsity are included in the system model. Regularization based on l(1)-norm and leading to LASSO estimation, or basis pursuit denoising, is given the main emphasis in the analysis. Extensions to l(2)-norm and zero-norm regularization are also briefly discussed. The analysis is carried out using the replica method in conjunction with some novel matrix integration results. Numerical experiments for LASSO are provided to verify the accuracy of the analytical results. The numerical experiments show that for noisy compressed sensing, the standard Gaussian ensemble is a suboptimal choice for the measurement matrix. Orthogonal constructions provide a superior performance in all considered scenarios and are easier to implement in practical applications. It is also discovered that for non-uniform sparsity patterns, the T-orthogonal matrices can further improve the mean square error behavior of the reconstruction when the noise level is not too high. However, as the additive noise becomes more prominent in the system, the simple row-orthogonal measurement matrix appears to be the best choice out of the considered ensembles., QC 20160428

Reconstruction fidelity of sparse signals contaminated by sparse noise is considered. Statistical mechanics inspired tools are used to show that the l(1)-norm based convex optimization algorithm exhibits a phase transition between the possibility of perfect and imperfect reconstruction. Conditions characterizing this threshold are derived and the mean square error of the estimate is obtained for the case when perfect reconstruction is not possible. Detailed calculations are provided to expose the mathematical tools to a wide audience., QC 20140625

The sparse representation problem of recovering an N dimensional sparse vector x from M < N linear observations y = Dx given dictionary D is considered. The standard approach is to let the elements of the dictionary be independent and identically distributed (IID) zero-mean Gaussian and minimize the l1-norm of x under the constraint y = Dx. In this paper, the performance of l1-reconstruction is analyzed, when the dictionary is bi-orthogonal D = [O1 O2], where O1, O 2 are independent and drawn uniformly according to the Haar measure on the group of orthogonal M × M matrices. By an application of the replica method, we obtain the critical conditions under which perfect l 1-recovery is possible with bi-orthogonal dictionaries., QC 20130219

The zero error noise threshold for Gallager code ensemblers were evaluated by using replica method (RM). The RM, which was invented in statistical physics, offered an option for calculating the bound. It was shown that the given approach provided more optimistic evaluations with respect to the evaluations provided by the information theory literature for sparse matrices.

We propose a method based on the magnetization enumerator to determine the critical noise level for Gallager type low density parity check error correcting codes (LDPC). Our method provides an appealingly simple interpretation to the relation between different decoding schemes, and provides more optimistic critical noise levels than those reported in the information theory literature.