Compressed sensing and optimal denoising of monotone signals

We consider the problems of compressed sensing and optimal denoising for signals $\mathbf{x0}\in\mathbb{R}^N$ that are monotone, i.e., $\mathbf{x0}(i+1) \geq \mathbf{x0}(i)$, and sparsely varying, i.e., $\mathbf{x0}(i+1) > \mathbf{x0}(i)$ only for a small number $k$ of indices $i$. We approach the compressed sensing problem by minimizing the total variation norm restricted to the class of monotone signals subject to equality constraints obtained from a number of measurements $A\mathbf{x0}$. For random Gaussian sensing matrices $A\in\mathbb{R}^{m\times N}$ we derive a closed form expression for the number of measurements $m$ required for successful reconstruction with high probability. We show that the probability undergoes a phase transition as $m$ varies, and depends not only on the number of change points, but also on their location. For denoising we regularize with the same norm and derive a formula for the optimal regularizer weight that depends only mildly on $\mathbf{x_0}$. We obtain our results using the statistical dimension tool.