论文标题
基于ADMM的压缩传感的渐近性能预测
Asymptotic Performance Prediction for ADMM-Based Compressed Sensing
论文作者
论文摘要
在本文中,我们提出了一种预测乘数(ADMM)的交替方向方法的渐近性能(用于压缩传感)的方法,在该方法中,我们从其不确定的线性测量值中重建一个未知的结构化信号。所提出的方法的推导基于最近开发的凸高斯最低 - 最大定理(CGMT),该定理可以应用于各种凸优化问题,以获得其渐近误差性能。我们的主要思想是在ADMM迭代更新中分析凸子问题,并表征每次迭代时获得的暂定估计值的渐近分布。但是,由于原始的CGMT不能直接用于迭代更新的分析,因此我们直观地假设CGMT的扩展版本在提出的方法的推导中。在假设的情况下,结果表明,ADMM中的更新方程可以将其分解为具有较大系统限制的渐近状态下的标量随机过程。从渐近结果中,对于大规模压缩感应问题,我们可以预测误差的演变(例如,AMDM中的均值误差(MSE)和符号误差率(SER))。仿真结果表明,在稀疏的向量重建和二进制向量重建中,ADMM及其预测的经验性能彼此接近。
In this paper, we propose a method to predict the asymptotic performance of the alternating direction method of multipliers (ADMM) for compressed sensing, where we reconstruct an unknown structured signal from its underdetermined linear measurements. The derivation of the proposed method is based on the recently developed convex Gaussian min-max theorem (CGMT), which can be applied to various convex optimization problems to obtain its asymptotic error performance. Our main idea is to analyze the convex subproblem in the update of ADMM iteratively and characterize the asymptotic distribution of the tentative estimate obtained at each iteration. However, since the original CGMT cannot be used directly for the analysis of the iterative updates, we intuitively assume an extended version of CGMT in the derivation of the proposed method. Under the assumption, the result shows that the update equations in ADMM can be decoupled into a scalar-valued stochastic process in the asymptotic regime with the large system limit. From the asymptotic result, we can predict the evolution of the error (e.g., mean-square-error (MSE) and symbol error rate (SER)) in ADMM for large-scale compressed sensing problems. Simulation results show that the empirical performance of ADMM and its prediction are close to each other in sparse vector reconstruction and binary vector reconstruction.