  Modern compression algorithms exploit complex structures that are present in
signals to describe them very efficiently. On the other hand, the field of
compressed sensing is built upon the observation that "structured" signals can
be recovered from their under-determined set of linear projections. Currently,
there is a large gap between the complexity of the structures studied in the
area of compressed sensing and those employed by the state-of-the-art
compression codes. Recent results in the literature on deterministic signals
aim at bridging this gap through devising compressed sensing decoders that
employ compression codes. This paper focuses on structured stochastic processes
and studies the application of rate-distortion codes to compressed sensing of
such signals. The performance of the formerly-proposed compressible signal
pursuit (CSP) algorithm is studied in this stochastic setting. It is proved
that in the very low distortion regime, as the blocklength grows to infinity,
the CSP algorithm reliably and robustly recovers $n$ instances of a stationary
process from random linear projections as long as their count is slightly more
than $n$ times the rate-distortion dimension (RDD) of the source. It is also
shown that under some regularity conditions, the RDD of a stationary process is
equal to its information dimension (ID). This connection establishes the
optimality of the CSP algorithm at least for memoryless stationary sources, for
which the fundamental limits are known. Finally, it is shown that the CSP
algorithm combined by a family of universal variable-length fixed-distortion
compression codes yields a family of universal compressed sensing recovery
algorithms.
