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Random matrices are widely used in sparse recovery problems, and the relevant properties of matrices with i.i.d. entries are well understood. The current paper discusses the recently introduced Restricted Eigenvalue (RE) condition, which is…

Statistics Theory · Mathematics 2011-06-07 Mark Rudelson , Shuheng Zhou

High-dimensional settings, where the data dimension ($d$) far exceeds the number of observations ($n$), are common in many statistical and machine learning applications. Methods based on $\ell_1$-relaxation, such as Lasso, are very popular…

Machine Learning · Statistics 2018-02-20 Shiva Prasad Kasiviswanathan , Mark Rudelson

Matrices satisfying the Restricted Isometry Property (RIP) play an important role in the areas of compressed sensing and statistical learning. RIP matrices with optimal parameters are mainly obtained via probabilistic arguments, as explicit…

Machine Learning · Computer Science 2019-11-01 Shiva Prasad Kasiviswanathan , Mark Rudelson

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors $\pm X_1,...,\pm X_N\in\R^n$, ($N\ge n$). We introduce a class of random sampling matrices and show that they…

Probability · Mathematics 2009-05-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

The restricted isometry property (RIP) is a well-known matrix condition that provides state-of-the-art reconstruction guarantees for compressed sensing. While random matrices are known to satisfy this property with high probability,…

Functional Analysis · Mathematics 2012-02-24 Afonso S. Bandeira , Matthew Fickus , Dustin G. Mixon , Percy Wong

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Statistical Mechanics · Physics 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

Let $E$ be a module of projective dimension one over $R=k[x_1,\ldots,x_d]$. If $E$ is presented by a matrix $\varphi$ with linear entries and the number of generators of $E$ is bounded locally up to codimension $d-1$, the Rees ring…

Commutative Algebra · Mathematics 2024-09-24 Alessandra Costantini , Edward F. Price , Matthew Weaver

The restricted isometry property (RIP) is essential for the linear map to guarantee the successful recovery of low-rank matrices. The existing works show that the linear map generated by the measurement matrices with independent and…

Information Theory · Computer Science 2024-05-08 Wei Zhang , Zhenni Wang

Dimensionality reduction is a popular approach to tackle high-dimensional data with low-dimensional nature. Subspace Restricted Isometry Property, a newly-proposed concept, has proved to be a useful tool in analyzing the effect of…

Information Theory · Computer Science 2019-10-01 Xingyu Xv , Gen Li , Yuantao Gu

We study random matrices with independent subgaussian columns. Assuming each column has a fixed Euclidean norm, we establish conditions under which such matrices act as near-isometries when restricted to a given subset of their domain. We…

Probability · Mathematics 2025-09-05 Yaniv Plan , Roman Vershynin

This article provides a new toolbox to derive sparse recovery guarantees from small deviations on extreme singular values or extreme eigenvalues obtained in Random Matrix Theory. This work is based on Restricted Isometry Constants (RICs)…

Statistics Theory · Mathematics 2018-11-15 Sandrine Dallaporta , Yohann De Castro

We characterize the eigenvalues and eigenvectors of a class of complex valued tridiagonal $n$ by $n$ matrices subject to arbitrary boundary conditions, i.e. with arbitrary elements on the first and last rows of the matrix. %By boundary…

Numerical Analysis · Mathematics 2018-01-17 J. J. P. Veerman , D. K. Hammond , Pablo E. Baldivieso

We study statistical restricted isometry, a property closely related to sparse signal recovery, of deterministic sensing matrices of size $m \times N$. A matrix is said to have a statistical restricted isometry property (StRIP) of order $k$…

Information Theory · Computer Science 2016-11-17 Alexander Barg , Arya Mazumdar , Rongrong Wang

A closed convex conic subset $\mathcal{S}$ of the positive semidefinite (PSD) cone is rank-one generated (ROG) if all of its extreme rays are generated by rank-one matrices. The ROG property of $\mathcal{S}$ is closely related to the…

Optimization and Control · Mathematics 2021-05-27 C. J. Argue , Fatma Kılınç-Karzan , Alex L. Wang

We calculate the eigenvalues of a class of random matrices, namely the randomly segmented tridiagonal quasi-Toeplitz (rstq-T) matrix, in exact closed-form. The contexts under which these matrices arise are ubiquitous in physics. In our…

Statistical Mechanics · Physics 2023-05-29 S. S. Ashwin

In this paper, we investigate condition numbers of eigenvalue problems of matrix polynomials with nonsingular leading coefficients, generalizing classical results of matrix perturbation theory. We provide a relation between the condition…

Spectral Theory · Mathematics 2009-07-23 Nikolaos Papathanasiou , Panayiotis Psarrakos

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

In this paper, we study the restricted isometry property of partial random circulant matrices. For a bounded subgaussian generator with independent entries, we prove that the partial random circulant matrices satisfy $s$-order RIP with high…

Information Theory · Computer Science 2018-08-23 Meng Huang , Yuxuan Pang , Zhiqiang Xu

In Compressive Sensing, the Restricted Isometry Property (RIP) ensures that robust recovery of sparse vectors is possible from noisy, undersampled measurements via computationally tractable algorithms. It is by now well-known that Gaussian…

Information Theory · Computer Science 2014-02-17 Armin Eftekhari , Han Lun Yap , Christopher J. Rozell , Michael B. Wakin

In previous work, theoretical analysis based on the tensor Restricted Isometry Property (t-RIP) established the robust recovery guarantees of a low-tubal-rank tensor. The obtained sufficient conditions depend strongly on the assumption that…

Machine Learning · Statistics 2019-09-17 Feng Zhang , Wendong Wang , Jingyao Hou , Jianjun Wang , Jianwen Huang
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