Generalized Approximate Message Passing for Cosparse Analysis Compressive Sensing

Abstract: In cosparse analysis compressive sensing (CS), one seeks to estimate a non-sparse signal vector from noisy sub-Nyquist linear measurements by exploiting the knowledge that a given linear transform of the signal is cosparse, i.e., has sufficiently many zeros. We propose a novel approach to cosparse analysis CS based on the generalized approximate message passing (GAMP) algorithm. Unlike other AMP-based approaches to this problem, ours works with a wide range of analysis operators and regularizers. In addition, we propose a novel $\ell_0$-like soft-thresholder based on MMSE denoising for a spike-and-slab distribution with an infinite-variance slab. Numerical demonstrations on synthetic and practical datasets demonstrate advantages over existing AMP-based, greedy, and reweighted-$\ell_1$ approaches.