Dequantizing Compressed Sensing: When Oversampling and Non-Gaussian Constraints Combine

In this paper, we study the problem of recovering sparse or compressible signals from uniformly quantized measurements. We present a new class of convex optimization programs, or decoders, coined Basis Pursuit DeQuantizer of moment p (BPDQ_p), that model the quantization distortion more faithfully than the commonly used Basis Pursuit DeNoise (BPDN) program. Our decoders proceed by minimizing the sparsity of the signal to be reconstructed subject to a data-fidelity constraint expressed in the ℓ_p-norm of the residual error for 2 ≤ p ≤ ∞. We show theoretically that, (i) the reconstruction error of these new decoders is bounded if the sensing matrix satisfies an extended Restricted Isometry Property involving the Iρ norm, and (ii), for Gaussian random matrices and uniformly quantized measurements, BPDQ_p performance exceeds that of BPDN by dividing the reconstruction error due to quantization by √(p + 1). This last effect happens with high probability when the number of measurements exceeds a value growing with p, i.e., in an oversampled situation compared to what is commonly required by BPDN = BPDQ₂. To demonstrate the theoretical power of BPDQ_p, we report numerical simulations on signal and image reconstruction problems.