A Probabilistic and RIPless Theory of Compressed Sensing

This paper introduces a simple and very general theory of compressive sensing. In this theory, the sensing mechanism simply selects sensing vectors independently at random from a probability distributionF; it includes all standard models-e.g., Gaussian, frequency measurements-discussed in the literature, but also provides a framework for new measurement strategies as well. We prove that if the probability distributionFobeys a simple incoherence property and an isotropy property, one can faithfully recover approximately sparse signals from a minimal number of noisy measurements. The novelty is that our recovery results do not require the restricted isometry property (RIP) to hold near the sparsity level in question, nor a random model for the signal. As an example, the paper shows that a signal withsnonzero entries can be faithfully recovered from aboutslognFourier coefficients that are contaminated with noise.