English

Error bounds for consistent reconstruction: random polytopes and coverage processes

Information Theory 2014-05-29 v1 math.IT

Abstract

Consistent reconstruction is a method for producing an estimate x~Rd\widetilde{x} \in \mathbb{R}^d of a signal xRdx\in \mathbb{R}^d if one is given a collection of NN noisy linear measurements qn=x,φn+ϵnq_n = \langle x, \varphi_n \rangle + \epsilon_n, 1nN1 \leq n \leq N, that have been corrupted by i.i.d. uniform noise {ϵn}n=1N\{\epsilon_n\}_{n=1}^N. We prove mean squared error bounds for consistent reconstruction when the measurement vectors {φn}n=1NRd\{\varphi_n\}_{n=1}^N\subset \mathbb{R}^d are drawn independently at random from a suitable distribution on the unit-sphere Sd1\mathbb{S}^{d-1}. Our main results prove that the mean squared error (MSE) for consistent reconstruction is of the optimal order Exx~2Kδ2/N2\mathbb{E}\|x - \widetilde{x}\|^2 \leq K\delta^2/N^2 under general conditions on the measurement vectors. We also prove refined MSE bounds when the measurement vectors are i.i.d. uniformly distributed on the unit-sphere Sd1\mathbb{S}^{d-1} and, in particular, show that in this case the constant KK is dominated by d3d^3, the cube of the ambient dimension. The proofs involve an analysis of random polytopes using coverage processes on the sphere.

Keywords

Cite

@article{arxiv.1405.7094,
  title  = {Error bounds for consistent reconstruction: random polytopes and coverage processes},
  author = {Alexander M. Powell and J. Tyler Whitehouse},
  journal= {arXiv preprint arXiv:1405.7094},
  year   = {2014}
}
R2 v1 2026-06-22T04:24:43.489Z