Occam's razor in massive data acquisition: a statistical physics approach

Acquiring a large amount of information in short time is crucial for many tasks in control. Compressed sensing is triggering a major evolution in signal acquisition. It consists in sampling a sparse signal at low rate and later using computational power for its exact reconstruction, so that only the necessary information is measured. Currently used reconstruction techniques are, however, limited to acquisition rates larger than the true density of the signal. We shall describe a new procedure which is able to reconstruct exactly the signal with a number of measurements that approaches the theoretical limit in the limit of large systems. It is based on the joint use of three essential ingredients: a probabilistic approach to signal reconstruction, a message-passing algorithm adapted from belief propagation, and a careful design of the measurement matrix inspired from the theory of crystal nucleation. F. Krzakala, M. Mezard, F. Sausset, Y. Sun and L. Zdeborova, Phys. Rev. X 2 (2012) 021005