In many applications, one often has fewer equations than unknowns. While this seems hopeless, the premise that the object we wish to recover is sparse or nearly sparse radically changes the problem, making the search for solutions feasible....More
In many applications, one often has fewer equations than unknowns. While this seems hopeless, the premise that the object we wish to recover is sparse or nearly sparse radically changes the problem, making the search for solutions feasible. This lecture will introduce sparsity as a key modeling tool together with a series of little miracles touching on many areas of data processing. These examples show that finding *that* solution to an underdetermined system of linear equations with minimum L1 norm, often returns the ''right'' answer. Further, there is by now a well-established body of work going by the name of compressed sensing, which asserts that one can exploit sparsity or compressibility when acquiring signals of general interest, and that one can design nonadaptive sampling techniques that condense the information in a compressible signal into a small amount of data - in fewer data points than were thought necessary. We will survey some of these theories and trace back some of their origins to early
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