A brief survey of the author and collaborators' work in compressive sensing applications to continuous imaging models.

In this paper Estimation of Signal Parameters via Rotational Invariance Techniques (ESPRIT) is developed for spectral estimation with single-snapshot measurement. Stability and resolution analysis with performance guarantee for Single-Snapshot ESPRIT (SS-ESPRIT) is the main focus. In the noise-free case, exact reconstruction is guaranteed for any arbitrary set of frequencies as long as the number of measurement data is at least twice the number of distinct frequencies to be recovered. In the presence of noise and under the assumption that the true frequencies are separated by at least two times Rayleigh's Resolution Length, an explicit error bound for frequency reconstruction is given in terms of the dynamic range and the separation of the frequencies. The separation and sparsity constraint compares favorably with those of the leading approaches to compressed sensing in the continuum.

Random illumination is proposed to enforce absolute uniqueness and resolve all types of ambiguity, trivial or nontrivial, from phase retrieval. Almost sure irreducibility is proved for any complex-valued object of a full rank support. While the new irreducibility result can be viewed as a probabilistic version of the classical result by Bruck, Sodin and Hayes, it provides a novel perspective and an effective method for phase retrieval. In particular, almost sure uniqueness, up to a global phase, is proved for complex-valued objects under general two-point conditions. Under a tight sector constraint absolute uniqueness is proved to hold with probability exponentially close to unity as the object sparsity increases. Under a magnitude constraint with random amplitude illumination, uniqueness modulo global phase is proved to hold with probability exponentially close to unity as object sparsity increases. For general complex-valued objects without any constraint, almost sure uniqueness up to global phase is established with two sets of Fourier magnitude data under two independent illuminations. Numerical experiments suggest that random illumination essentially alleviates most, if not all, numerical problems commonly associated with the standard phasing algorithms.

This paper studies the problem of exact localization of sparse (point or extended) objects with noisy data. The crux of the proposed approach consists of random illumination. Several recovery methods are analyzed: the Lasso, BPDN and the One-Step Thresholding (OST). For independent random probes, it is shown that both recovery methods can localize exactly $s=\cO(m)$, up to a logarithmic factor, objects where $m$ is the number of data. Moreover, when the number of random probes is large the Lasso with random illumination has a performance guarantee for superresolution, beating the Rayleigh resolution limit. Numerical evidence confirms the predictions and indicates that the performance of the Lasso is superior to that of the OST for the proposed set-up with random illumination.

This paper proposes a general framework for compressed sensing of constrained joint sparsity (CJS) which includes total variation minimization (TV-min) as an example. TV- and 2-norm error bounds, independent of the ambient dimension, are derived for the CJS version of Basis Pursuit and Orthogonal Matching Pursuit. As an application the results extend Cand`es, Romberg and Tao's proof of exact recovery of piecewise constant objects with noiseless incomplete Fourier data to the case of noisy data.

Highly coherent sensing matrices arise in discretization of continuum imaging problems such as radar and medical imaging when the grid spacing is below the Rayleigh threshold. Algorithms based on techniques of band exclusion (BE) and local optimization (LO) are proposed to deal with such coherent sensing matrices. These techniques are embedded in the existing compressed sensing algorithms such as Orthogonal Matching Pursuit (OMP), Subspace Pursuit (SP), Iterative Hard Thresholding (IHT), Basis Pursuit (BP) and Lasso, and result in the modified algorithms BLOOMP, BLOSP, BLOIHT, BP-BLOT and Lasso-BLOT, respectively. Under appropriate conditions, it is proved that BLOOMP can reconstruct sparse, widely separated objects up to one Rayleigh length in the Bottleneck distance {\em independent} of the grid spacing. One of the most distinguishing attributes of BLOOMP is its capability of dealing with large dynamic ranges. The BLO-based algorithms are systematically tested with respect to four performance metrics: dynamic range, noise stability, sparsity and resolution. With respect to dynamic range and noise stability, BLOOMP is the best performer. With respect to sparsity, BLOOMP is the best performer for high dynamic range while for dynamic range near unity BP-BLOT and Lasso-BLOT with the optimized regularization parameter have the best performance. In the noiseless case, BP-BLOT has the highest resolving power up to certain dynamic range. The algorithms BLOSP and BLOIHT are good alternatives to BLOOMP and BP/Lasso-BLOT: they are faster than both BLOOMP and BP/Lasso-BLOT and shares, to a lesser degree, BLOOMP's amazing attribute with respect to dynamic range. Detailed comparisons with existing algorithms such as Spectral Iterative Hard Thresholding (SIHT) and the frame-adapted BP are given.

We prove that the passive scalar field in the Ornstein-Uhlenbeck velocity field with wave-number dependent correlation times converges, in the white-noise limit, to that of Kraichnan's model with higher spatial regularity.

We prove limit theorems for small-scale pair dispersion in velocity fields with power-law spatial spectra and wave-number dependent correlation times. This result establishes rigorously a family of generalized Richardson's laws with a limiting case corresponding to Richardson's $t^3$ and 4/3-laws.

Highly coherent sensing matrices arise in discretization of continuum problems such as radar and medical imaging when the grid spacing is below the Rayleigh threshold as well as in using highly coherent, redundant dictionaries as sparsifying operators. Algorithms (BOMP, BLOOMP) based on techniques of band exclusion and local optimization are proposed to enhance Orthogonal Matching Pursuit (OMP) and deal with such coherent sensing matrices. BOMP and BLOOMP have provably performance guarantee of reconstructing sparse, widely separated objects {\em independent} of the redundancy and have a sparsity constraint and computational cost similar to OMP's. Numerical study demonstrates the effectiveness of BLOOMP for compressed sensing with highly coherent, redundant sensing matrices.

We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.