2013
DOI: 10.1109/tit.2013.2252232
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Asymptotic Analysis of Complex LASSO via Complex Approximate Message Passing (CAMP)

Abstract: Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complexvalued. We study the popular recovery method of 1-regularized least squares or LASSO. While several studies have shown that LASSO provides desirable solutions under certain conditions, the precise asymptotic performance of this algorithm in the complex setting is not yet known. In this p… Show more

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Cited by 234 publications
(189 citation statements)
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“…For least-favorite distribution: The complex AMP (CAMP) algorithm for least-favorite distribution has been analyzed in [21] providing a new Onsager term. The least-favorite distribution becomes p |x| = (1 − ǫ) ∆ |x|=0 + ǫ∆ |x|=+∞ with the assumption that the phase of x is isotropic and based on [21], the η function will be,…”
Section: Analysis In Complex Domainmentioning
confidence: 99%
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“…For least-favorite distribution: The complex AMP (CAMP) algorithm for least-favorite distribution has been analyzed in [21] providing a new Onsager term. The least-favorite distribution becomes p |x| = (1 − ǫ) ∆ |x|=0 + ǫ∆ |x|=+∞ with the assumption that the phase of x is isotropic and based on [21], the η function will be,…”
Section: Analysis In Complex Domainmentioning
confidence: 99%
“…The least-favorite distribution becomes p |x| = (1 − ǫ) ∆ |x|=0 + ǫ∆ |x|=+∞ with the assumption that the phase of x is isotropic and based on [21], the η function will be,…”
Section: Analysis In Complex Domainmentioning
confidence: 99%
See 1 more Smart Citation
“…To estimate the CIR h in (2), we first introduce the famous convex optimization model known as the Least Absolute Shrinkage and Selection Operator (LASSO) or Basis Pursuit De-Noising (BPDN) as follows [27]:…”
Section: Standard Homotopymentioning
confidence: 99%
“…Both Z and R in (8) are complex valued matrices; thus, the solution of this optimization problem is not as straightforward as in real-valued lasso. Several methods have been proposed for complex lasso [15][16][17] ; however, they generally suffer from the computational intensity and/or lack of considering the physics of the problem. One such physical phenomena is that the poles of a physical system appear in complex conjugate pairs 11,12,14 .…”
Section: Sparse Generalized Pencil-of-functionmentioning
confidence: 99%