Lossless Analog Compression

03/19/2018
by   Giovanni Alberti, et al.
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We establish the fundamental limits of lossless analog compression by considering the recovery of arbitrary m-dimensional real random vectors x from the noiseless linear measurements y=Ax with n x m measurement matrix A. Our theory is inspired by the groundbreaking work of Wu and Verdu (2010) on almost lossless analog compression, but applies to the nonasymptotic, i.e., fixed-m case, and considers zero error probability. Specifically, our achievability result states that, for almost all A, the random vector x can be recovered with zero error probability provided that n > K(x), where the description complexity K(x) is given by the infimum of the lower modified Minkowski dimensions over all support sets U of x. We then particularize this achievability result to the class of s-rectifiable random vectors as introduced in Koliander et al. (2016); these are random vectors of absolutely continuous distribution---with respect to the s-dimensional Hausdorff measure---supported on countable unions of s-dimensional differentiable manifolds. Countable unions of differentiable manifolds include essentially all signal models used in compressed sensing theory, in spectrum-blind sampling, and in the matrix completion problem. Specifically, we prove that, for almost all A, s-rectifiable random vectors x can be recovered with zero error probability from n>s linear measurements. This threshold is, however, found not to be tight as exemplified by the construction of an s-rectifiable random vector that can be recovered with zero error probability from n<s linear measurements. This leads us to the introduction of the new class of s-analytic random vectors, which admit a strong converse in the sense of n greater than or equal to s being necessary for recovery with probability of error smaller than one. The central conceptual tool in the development of our theory is geometric measure theory.

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