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Wideband spectrum sensing in heterogenous cognitive radio networks has two significant challenges to tackle. One is the spectrum acquisition in the wideband scenario due to the limited sampling capability; the other is how to collaborate among the secondary users. Compressed spectrum sensing provides a powerful approach to acquire wideband signal. Moreover, most cooperative spectrum sensing methods assume that all the secondary users experience the same occupancy of primary users, which may be infeasible in a heterogenous spectrum environment where secondary users at different locations may be affected by different primary users. In this paper, we propose a probabilistic graphical model to represent and fuse multi-prior information from one hop neighboring secondary users. Belief propagation (BP) is used for the statistical inference of the spectrum occupancy. Numerical simulation results demonstrate that the proposed BP based cooperative compressed spectrum sensing can effectively achieve cooperation in heterogenous environments and improve performance of compressed spectrum sensing under a low sampling rate and low signal-to-noise ratio (SNR), compared with the other distributed cooperative compressed sensing methods.