Sparse Representations of Signals - Theory and Applications
September 25th , 2004
IPAM MGA Workshop - Invited Talk

Transforming signals is typically done in order to simplify their representations. Among the many ways to do so, the use of linear combinations taken over a redundant dictionary is appealing due to both its simplicity and its diversity. Choosing the sparsest of all solutions aligns well with our desire for a simple signal description, and this also leads to uniqueness. Since the search for the sparsest representation is NP-hard, methods such as the Basis-Pursuit (BP) and the Matching Pursuit (MP) have been proposed in the mid 90’s to approximate the desired sparse solution.

The pioneering work by Donoho and Huo (’99) started a sequence of research efforts, all aiming to theoretically understand the quality of approximations obtained by the pursuit algorithms, and the limits to their success. A careful study established that both BP and MP algorithms are expected to lead to the sparsest of all representations if indeed such solution is sparse enough. Later work generalized these results to the case where error is allowed in the representation. Very recent results addressed the same analysis from a probabilistic point of view, finding bounds on the average performance, and showing a close resemblance to empirical evidence.

All these results lead to the ability to use the pursuit algorithms with clear understanding of their expected behavior, in what Stanley Osher would have called “emotionally uninvolved” manner. This paves the way for future transforms that will be based on (i) overcomplete (redundant) representations, (ii) linear in constructing signals, and non-linear in their decomposition, and (iii) sparsity as their core force. Furthermore, as signal transforms, signal compression, and inverse problems, are all tangled together, we are now armed with new and effective tools when addressing many problems in signal and image processing.

In this talk we present a survey of this recent path of research, its main results, and the involved players and their contributions. We will discuss both the theoretic and the application sides to this field. No previous knowledge is assumed.

The several work pieces presented are joint with: 1. Alfred M. Bruckstein - CS department, Technion Israel, 2. David Donoho, Statistics- Stanford University, 3. Vladimir Temlyakov - Math department, University of south Carolina, and 4. Jean-Luc Starck - Service d'Astrophysique CEA/Saclay, France.