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Optimal Quantized Compressed Sensing via Projected Gradie...
[Submitted on 6 Jul 2024 (v1), last revised 29 Jun 2026 (this ve · 2024-07-06 · via math updates on arXiv.org

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Abstract:This paper provides a unified treatment to the recovery of structured signals living in a star-shaped set from general quantized measurements $\mathcal{Q}(\mathbf{A}\mathbf{x}-\mathbf{\tau})$, where $\mathbf{A}$ is a sensing matrix, $\mathbf{\tau}$ is a vector of (possibly random) quantization thresholds, and $\mathcal{Q}$ denotes an $L$-level quantizer. The ideal estimator with consistent quantized measurements is optimal in some important instances but typically infeasible to compute. To this end, we study the projected gradient descent (PGD) algorithm with respect to the one-sided $\ell_1$-loss and identify the conditions under which PGD achieves the same error rate, up to logarithmic factors. These conditions include estimates of the separation probability, small-ball probability and some moment bounds that are easy to validate. For multi-bit case, we also develop a complementary approach based on product embedding to show global convergence. When applied to popular models such as 1-bit compressed sensing with Gaussian $\mathbf{A}$ and zero $\mathbf{\tau}$ and the dithered 1-bit/multi-bit models with sub-Gaussian $\mathbf{A}$ and uniform dither $\mathbf{\tau}$, our unified treatment yields error rates that improve on or match the sharpest results in all instances. Particularly, PGD achieves the information-theoretic optimal rate $\tilde{O}(\frac{k}{mL})$ for recovering $k$-sparse signals, and the rate $\tilde{O}((\frac{k}{mL})^{1/3})$ for effectively sparse signals. For 1-bit compressed sensing of sparse signals, our result recovers the optimality of normalized binary iterative hard thresholding (NBIHT) that was proved very recently.

Submission history

From: Junren Chen [view email]
[v1] Sat, 6 Jul 2024 04:06:36 UTC (370 KB)
[v2] Sat, 26 Apr 2025 07:20:41 UTC (447 KB)
[v3] Mon, 29 Jun 2026 21:09:55 UTC (416 KB)