Abstract
Memoryless scalar quantization (MSQ) is a common technique to quantize generalized linear samples of signals. The non-linear nature of quantization makes the analysis of the corresponding approximation error challenging, often resulting in the use of a simplifying assumption, called the “white noise hypothesis” (WNH) that is useful, yet also known to be not rigorous and, at least in certain cases, not valid. We obtain rigorous reconstruction error estimates without relying on the WNH in the setting where generalized samples of a fixed deterministic signal are obtained using (the analysis matrix of) a random frame with independent isotropic sub-Gaussian rows; quantized using MSQ; and reconstructed linearly. We establish non-asymptotic error bounds that explain the observed error decay rate as the number of measurements grows, which in the special case of Gaussian random frames show that the error approaches a (small) non-zero constant lower bound. We also extend our methodology to dithered and noisy settings as well as the compressed sensing setting where we obtain rigorous error bounds that agree with empirical observations, again, without resorting to the WNH.
Similar content being viewed by others
Notes
References
Ai, A., Lapanowski, A., Plan, Y., Vershynin, R.: One-bit compressed sensing with non-Gaussian measurements. Linear Algebra Appl. 441, 222–239 (2014)
Bandeira, A.S., Dobriban, E., Mixon, D.G., Sawin, W.F.: Certifying the restricted isometry property is hard. IEEE Trans. Inf. Theory 59(6), 3448–3450 (2013)
Benedetto, J., Powell, A., Yilmaz, Ö.: Sigma-delta quantization and finite frames. IEEE Trans. Inf. Theory 52(5), 1990–2005 (2006)
Bennett, W.: Spectra of quantized signals. Bell Syst. Tech. J. 27, 446–472 (1948)
Blum, J., Lammers, M., Powell, A., Yılmaz, Ö.: Sobolev duals in frame theory and \(\Sigma \Delta \) quantization. J. Fourier Anal. Appl. 16(3), 365–381 (2010)
Borodachov, S., Wang, Y.: Lattice quantization error for redundant representations. Appl. Comput. Harmon. Anal. 27(3), 334–341 (2009)
Boufounos, P., Baraniuk, R.: 1-bit compressive sensing. In: Information Sciences and Systems, 2008. CISS 2008. 42nd Annual Conference on, pp. 16–21. IEEE (2008)
Boufounos, P.T.: Reconstruction of sparse signals from distorted randomized measurements. In: Acoustics Speech and Signal Processing (ICASSP), 2010 IEEE International Conference on, pp. 3998–4001. IEEE (2010)
Boufounos, P.T., Jacques, L., Krahmer, F., Saab, R.: Quantization and compressive sensing. In: Compressed Sensing and its Applications, pp. 193–237. Springer, New York (2015)
Boufounos, P.T.: Quantization and erasures in frame representations. PhD thesis, Massachusetts Institute of Technology (2006)
Boufounos, P.T.: Universal rate-efficient scalar quantization. IEEE Trans. Inf. Theory 58(3), 1861–1872 (2011)
Buldygin, V., Kozachenko, Yu.: Sub-gaussian random variables. Ukr. Math. J. 32(6), 483–489 (1980)
Tony Cai, T., Zhang, A.: Sparse representation of a polytope and recovery of sparse signals and low-rank matrices. IEEE Trans. Inf. Theory 60(1), 122–132 (2014)
Candes, E.J., Romberg, J., Tao, T.: Stable signal recovery from incomplete and inaccurate measurements. Commun. Pure Appl. Math. 59, 1207–1223 (2006)
Candès, E.J.: Compressive sampling. In: Proceedings of the international congress of mathematicians, volume 3, pp. 1433–1452 (2006)
Candès, E.J.: The restricted isometry property and its implications for compressed sensing. C. R. Math. 346(9–10), 589–592 (2008)
Candès, E.J., Romberg, J., Tao, T.: Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information. IEEE Trans. Inf. Theory 52, 489–509 (2006)
Candès, E.J., Tao, T.: Near-optimal signal recovery from random projections: universal encoding strategies? IEEE Trans. Inf. Theory 52, 5406–5425 (2006)
Chou, E., Güntürk, C.S.: Distributed noise-shaping quantization: I. Beta duals of finite frames and near-optimal quantization of random measurements. Constr. Approx. 44(1), 1–22 (2016)
Chou, E., Güntürk, C.S.: Distributed noise-shaping quantization: II. Classical frames. In: Excursions in Harmonic Analysis, Vol. 5, pp. 179–198. Springer, New York (2017)
Chou, Evan, Güntürk, C Sinan, Krahmer, Felix, Saab, Rayan, Yılmaz, Özgür: Noise-shaping quantization methods for frame-based and compressive sampling systems. In: Sampling theory, a renaissance, pp 157–184. Springer, New York (2015)
Cvetkovic, Z.: Resilience properties of redundant expansions under additive noise and quantization. IEEE Trans. Inf. Theory 49(3), 644–656 (2003)
Cvetkovic, Z., Vetterli, M.: On simple oversampled A/D conversion in \(l^2(\mathbb{R})\). IEEE Trans. Inf. Theory 47(1), 146–154 (2001)
Dirksen, S.: Quantized compressed sensing: a survey. In: Compressed Sensing and Its Applications, pp. 67–95. Springer, New York (2019)
Donoho, D.L.: Compressed sensing. IEEE Trans. Inf. Theory 52, 1289–1306 (2006)
Epstein, C.: Introduction to the Mathematics of Medical Imaging. SIAM, New Delhi (2007)
Feng, J.-M., Krahmer, F.: An RIP-based approach to \(\Sigma \Delta \) quantization for compressed sensing. IEEE Signal Process. Lett. 21(11), 1351–1355 (2014)
Goyal, V.K., Kovačević, J., Kelner, J.A.: Quantized frame expansions with erasures. Appl. Comput. Harmon. Anal. 10(3), 203–233 (2001)
Goyal, V.K., Vetterli, M., Thao, N.: Quantized overcomplete expansions in \(\mathbb{R}^n\): analysis, synthesis, and algorithms. IEEE Trans. Inf. Theory 44(1), 16–31 (1998)
Goyal, V.K., Vetterli, M., Thao, N.T.: Quantized overcomplete expansions in \(\mathbb{R}^N\): analysis, synthesis, and algorithms. IEEE Trans. Inf. Theory 44, 16–31 (1998)
Gray, R.: Quantization noise spectra. IEEE Trans. Inf. Theory 36(6), 1220–1244 (1990)
Gray, R.M., jun, T.G.: Stockham. Dithered quantizers. IEEE Trans. Inf. Theory 39(3), 805–812 (1993)
Güntürk, C.S., Lammers, M., Powell, A.M., Saab, R., Yilmaz, Ö.: Sobolev duals for random frames and Sigma-Delta quantization of compressed sensing measurements. Found. Comput. Math. 13, 1–36 (2013)
Jacques, L., Hammond, D., Fadili, J.: Dequantizing compressed sensing: when oversampling and non-gaussian constraints combine. IEEE Trans. Inf. Theory 57(1), 559–571 (2011)
Jacques, L., Hammond, D.K., Fadili, M.J.: Stabilizing nonuniformly quantized compressed sensing with scalar companders. IEEE Trans. Inf. Theory 59(12), 7969–7984 (2013)
Jacques, L., Laska, J., Boufounos, P., Baraniuk, R.: Robust 1-bit compressive sensing via binary stable embeddings of sparse vectors. IEEE Trans. Inf. Theory 59(4), 2082–2102 (2013)
Jimenez, D., Wang, L., Wang, Y.: The white noise hypothesis for uniform quantization errors. SIAM J. Math Anal. 38, 2042–2056 (2007)
Krahmer, F., Saab, R., Yilmaz, Ó.: Sigma-Delta quantization of sub-Gaussian frame expansions and its application to compressed sensing. Inf. Inference 3, 40–58 (2014)
Kushner, H.B., Levy, A.V., Meisner, M.: Almost uniformity of quantization errors. IEEE Trans. Instrum. Meas. 40, 682–687 (1991)
Li, Z., Wenbo, X., Zhang, X., Lin, J.: A survey on one-bit compressed sensing: theory and applications. Front. Comput. Sci. 12(2), 217–230 (2018)
Melnykova, K.: Theory and algorithms for compressive data acquisition under practical constraints. PhD thesis, University of British Columbia (2021)
Moshtaghpour, A., Jacques, L., Cambareri, V., Degraux, K., De Vleeschouwer, C.: Consistent basis pursuit for signal and matrix estimates in quantized compressed sensing. IEEE Signal Process. Lett. 23(1), 25–29 (2016)
Plan, Y., Vershynin, R.: One-bit compressed sensing by linear programming. Commun. Pure Appl. Math. 66(8), 1275–1297 (2013)
Powell, A., Saab, R., Yılmaz, Ö.: Quantization and finite frames. In: Finite frames, pp. 267–302. Springer, New York (2013)
Powell, A.M., Whitehouse, J.T.: Error bounds for consistent reconstruction: random polytopes and coverage processes. Found. Comput. Math. 16(2), 395–423 (2016)
Rudelson, M., Vershynin, R.: Non-asymptotic theory of random matrices: extreme singular values. In: Proceedings of the International Congress of Mathematicians, volume 3, pp. 1576–1602, New Delhi, Hindustan Book Agency (2010)
Saab, R., Wang, R., Yılmaz, Ö.: From compressed sensing to compressed bit-streams: practical encoders, tractable decoders. IEEE Trans. Inf. Theory 64(9), 6098–6114 (2018)
Saab, R., Wang, R., Yılmaz, Ö.: Quantization of compressive samples with stable and robust recovery. Appl. Comput. Harmon. Anal. 44(1), 123–143 (2018)
Shevtsova, I.G.: An improvement of convergence rate estimates in the lyapunov theorem. In: Doklady Mathematics, volume 82, pp. 862–864. Springer, New York (2010)
Shi, H.-J.M., Case, M., Gu, X., Tu, S., Needell, D.: Methods for quantized compressed sensing. In: 2016 Information Theory and Applications Workshop (ITA), pp. 1–9. IEEE (2016)
Tillmann, A.M., Pfetsch, M.E.: The computational complexity of the restricted isometry property, the nullspace property, and related concepts in compressed sensing. IEEE Trans. Inf. Theory 60(2), 1248–1259 (2014)
Vershynin, R.: Introduction to the Non-asymptotic Analysis of Random Matrices, pp. 210–268. Cambridge University Press, Cambridge (2012)
Viswanathan, H., Zamir, R.: On the whiteness of high-resolution quantization errors. IEEE Trans. Inf. Theory 47(5), 2029–2038 (2001)
Wang, Y., Xu, Z.: The performance of PCM quantization under tight frame representations. SIAM J. Math. Anal. 44, 2802–2823 (2011)
Wannamaker, R.A.: The Theory of Dithered Quantization. PhD thesis, University of Waterloo (2003)
Xu, C., Jacques, L.: Quantized compressive sensing with rip matrices: the benefit of dithering. Inf. Inference: A J. IMA 9(3), 543–586 (2019)
Zhou, H., Xu, Z.: The lower bound of the PCM quantization error in high dimension. Appl. Comput. Harmon. Anal. 38(1), 148–160 (2015)
Zymnis, A., Boyd, S., Candés, E.J.: Compressed sensing with quantized measurements. Signal Process. Lett. IEEE 17(2), 149–152 (2010)
Acknowledgements
This work was funded in part by a UBC 4YF Fellowship (KM), an NSERC Discovery Accelerator Award (OY), and an NSERC Discovery Grant (OY).
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Alex Powell.
Rights and permissions
About this article
Cite this article
Melnykova, K., Yilmaz, Ö. Memoryless scalar quantization for random frames. Sampl. Theory Signal Process. Data Anal. 19, 12 (2021). https://doi.org/10.1007/s43670-021-00012-4
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s43670-021-00012-4