Computational Mathematics & Statistics Seminar by Huiyuan Yu: Compressed Sensing: Algorithms and Convergence Properties

Speaker:

Huiyuan Yu, Ph.D., Illinois Institute of Technology

Title:

Compressed Sensing: Algorithms and Convergence Properties

Abstract:

Compressive sensing (CS) states that a sparse signal can be recovered from a small number of linear measurements, we have developed an efficient randomized algorithm to find an integral solution. The integral solution is optimal-in-expectation. The algorithm is proved to have the same geometric convergence. The algorithm has been tested on various compressing matrices. The proposed algorithm demonstrated improved recoverability and used fewer number of iterations to recover the signal.

Computational Mathematics & Statistics