b-bit marginal regression
b-bit Marginal Regression
We consider the problem of sparse signal recovery from m linear measurements quantized to b bits. We study the question of choosing b in the setting of a given budget of bits B m \cdot b and derive a single easy-to-compute expression characterizing the trade-off between m and b . The choice b 1 turns out to be optimal for estimating the unit vector corresponding to the signal for any level of additive Gaussian noise before quantization as well as for adversarial noise. For b \geq 2, we show that Lloyd-Max quantization constitutes an optimal quantization scheme and that the norm of the signal canbe estimated consistently by maximum likelihood.
b-bit Marginal Regression
We consider the problem of sparse signal recovery from $m$ linear measurements quantized to $b$ bits. We study the question of choosing $b$ in the setting of a given budget of bits $B m \cdot b$ and derive a single easy-to-compute expression characterizing the trade-off between $m$ and $b$. The choice $b 1$ turns out to be optimal for estimating the unit vector corresponding to the signal for any level of additive Gaussian noise before quantization as well as for adversarial noise. For $b \geq 2$, we show that Lloyd-Max quantization constitutes an optimal quantization scheme and that the norm of the signal canbe estimated consistently by maximum likelihood. Papers published at the Neural Information Processing Systems Conference.
b-bit Marginal Regression
We consider the problem of sparse signal recovery from $m$ linear measurements quantized to $b$ bits. $b$-bit Marginal Regression is proposed as recovery algorithm. We study the question of choosing $b$ in the setting of a given budget of bits $B = m \cdot b$ and derive a single easy-to-compute expression characterizing the trade-off between $m$ and $b$. The choice $b = 1$ turns out to be optimal for estimating the unit vector corresponding to the signal for any level of additive Gaussian noise before quantization as well as for adversarial noise. For $b \geq 2$, we show that Lloyd-Max quantization constitutes an optimal quantization scheme and that the norm of the signal canbe estimated consistently by maximum likelihood.