# Weighted ℓ1 minimization for sparse recovery with prior information

@article{Khajehnejad2009WeightedM,
title={Weighted ℓ1 minimization for sparse recovery with prior information},
author={M. Amin Khajehnejad and Weiyu Xu and Amir Salman Avestimehr and Babak Hassibi},
journal={2009 IEEE International Symposium on Information Theory},
year={2009},
pages={483-487}
}
In this paper we study the compressed sensing problem of recovering a sparse signal from a system of underdetermined linear equations when we have prior information about the probability of each entry of the unknown signal being nonzero. In particular, we focus on a model where the entries of the unknown vector fall into two sets, each with a different probability of being nonzero. We propose a weighted ℓ1 minimization recovery algorithm and analyze its performance using a Grassman angle… CONTINUE READING
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