English

Jointly Low-Rank and Bisparse Recovery: Questions and Partial Answers

Numerical Analysis 2019-10-25 v3 Numerical Analysis

Abstract

We investigate the problem of recovering jointly rr-rank and ss-bisparse matrices from as few linear measurements as possible, considering arbitrary measurements as well as rank-one measurements. In both cases, we show that mrsln(en/s)m \asymp r s \ln(en/s) measurements make the recovery possible in theory, meaning via a nonpractical algorithm. In case of arbitrary measurements, we investigate the possibility of achieving practical recovery via an iterative-hard-thresholding algorithm when mrsγln(en/s)m \asymp r s^\gamma \ln(en/s) for some exponent γ>0\gamma > 0. We show that this is feasible for γ=2\gamma = 2, and that the proposed analysis cannot cover the case γ1\gamma \leq 1. The precise value of the optimal exponent γ[1,2]\gamma \in [1,2] is the object of a question, raised but unresolved in this paper, about head projections for the jointly low-rank and bisparse structure. Some related questions are partially answered in passing. For rank-one measurements, we suggest on arcane grounds an iterative-hard-thresholding algorithm modified to exploit the nonstandard restricted isometry property obeyed by this type of measurements.

Keywords

Cite

@article{arxiv.1902.04731,
  title  = {Jointly Low-Rank and Bisparse Recovery: Questions and Partial Answers},
  author = {Simon Foucart and Rémi Gribonval and Laurent Jacques and Holger Rauhut},
  journal= {arXiv preprint arXiv:1902.04731},
  year   = {2019}
}