Signal Recovery in Unions of Subspaces with Applications to Compressive Imaging

In applications ranging from communications to genetics, signals can be modeled as lying in a union of subspaces. Under this model, signal coe cients that lie in certain subspaces are active or inactive together. The potential subspaces are known in advance, but the particular set of subspaces that are active (i.e., in the signal support) must be learned from measurements. We show that exploiting knowledge of subspaces can further reduce the number of measurements required for exact signal recovery, and derive universal bounds for the number of measurements needed. The bound is universal in the sense that it only depends on the number of subspaces under consideration, and their orientation relative to each other. The particulars of the subspaces (e.g., compositions, dimensions, extents, overlaps, etc.) does not a↵ect the results we obtain. In the process, we derive sample complexity bounds for the special case of the group lasso with overlapping groups (the latent group lasso), which is used in a variety of applications. Finally, we also show that wavelet transform coe cients of images can be modeled as lying in groups, and hence can be e ciently recovered using group lasso methods.