Sure independence screening and compressed random sensing
确定独立筛选与压缩随机感知
Compressed sensing is a very powerful and popular tool for sparse recovery of high dimensional signals. Random sensing matrices are often employed in compressed sensing. In this paper we introduce a new method named aggressive betting using sure independence screening for sparse noiseless signal recovery. The proposal exploits the randomness structure of random sensing matrices to greatly boost computation speed. When using sub-Gaussian sensing matrices, which include the…