压缩感学习一：初识

一。学习斯坦福大学Compressed Sensive课程 

http://statweb.stanford.edu/~candes/stats330/index.shtml

Course objectives: This is a seminar-style course with the following goals:

• to present the basic theory and ideas showing when it is possible to reconstruct sparse or nearly sparse signals from undersampled data
• to expose students to recent ideas in modern convex optimization allowing rapid signal recovery or parameter estimation
• to give students a sense of real applications that might benefit from compressive sensing ideas

The overarching theme is to expose students to a novel active field of research and give them the tools to make theoretical and/or practical contributions.

Prerequisite: Familiarity with the following subjects:

• probability theory, and especially ideas from large deviations theory
• statistical estimation, model selection, and especially ideas from decision theory
• linear algebra
• basic convex analysis and optimization

Syllabus:

• Sparsity
• L1 minimization
• Probabilistic approach to compressed sensing
• Deterministic approach to compressed sensing
• Robustness vis a vis noise
• Sparse regression
• Smooth convex optimization: optimal first-order methods (Nesterov's algorithm), complexity analysis
• Nonsmooth convex optimization: smooth approximations of nonsmooth functions, prox-functions, Nesterov's algorithm
• Mirror-descent algorithms
• Applications in magnetic resonance imaging (MRI)
• Applications in analog-to-digital conversion
• Low-rank matrix recovery
• Nuclear-norm minimization

Textbooks: There is no required text but the following titles may prove useful

2. Probability and Random Processes by G. Grimmett and D. Stirzaker, 3rd. ed., Oxford University Press
3. Random Matrices by M. Mehta, 3rd ed., New York: Academic Press
4. Function Estimation and Gaussian Sequence Models by I. Johnstone (PDF), Chapter 13 (PDF)
5. All of Statistics by L. Wasserman, Springer
6. Numerical Linear Algebra by LLoyd N. Trefethen and David Bau, III, SIAM
7. Convex Optimization by S. Boyd and L. Vandenberghe, Cambridge University Press
8. Introductory Lectures on Convex Optimization: A Basic Course by Y. Nesterov, Kluwer Academic Publisher
9. A Wavelet Tour of Signal Processing by S. Mallat, 3rd ed., Academic Press
10. Discrete Time Signal Processing by A. Oppenheim and R. Schafer, Prentice Hall