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In this work we establish the Restricted Isometry Property (RIP) of the centered column-wise self Khatri-Rao (KR) products of $n\times N$ matrix with iid columns drawn either uniformly from a sphere or with iid sub-Gaussian entries. The…

Information Theory · Computer Science 2019-05-23 Alexander Fengler , Peter Jung

Uniformly valid confidence intervals post model selection in regression can be constructed based on Post-Selection Inference (PoSI) constants. PoSI constants are minimal for orthogonal design matrices, and can be upper bounded in function…

Statistics Theory · Mathematics 2019-04-22 François Bachoc , Gilles Blanchard , Pierre Neuvial

The angle between two compressed sparse vectors subject to the norm/distance constraints imposed by the restricted isometry property (RIP) of the sensing matrix plays a crucial role in the studies of many compressive sensing (CS) problems.…

Information Theory · Computer Science 2016-11-18 Ling-Hua Chang , Jwo-Yuh Wu

Compressed sensing is a technique for finding sparse solutions to underdetermined linear systems. This technique relies on properties of the sensing matrix such as the restricted isometry property. Sensing matrices that satisfy this…

Computational Complexity · Computer Science 2012-11-06 Pascal Koiran , Anastasios Zouzias

The expicit restricted isometry property (RIP) measurement matrices are needed in practical application of compressed sensing in signal processing. RIP matrices from Reed-Solomon codes, BCH codes, orthogonal codes, expander graphs have been…

Information Theory · Computer Science 2015-06-15 Liqing Xu , Hao Chen

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

Given a matrix $A$ and iteration step $k$, we study a best possible attainable upper bound on the GMRES residual norm that does not depend on the initial vector $b$. This quantity is called the worst-case GMRES approximation. We show that…

Numerical Analysis · Mathematics 2013-02-25 Vance Faber , Jörg Liesen , Petr Tichý

Restricted isometry property (RIP), essentially stating that the linear measurements are approximately norm-preserving, plays a crucial role in studying low-rank matrix recovery problem. However, RIP fails in the robust setting, when a…

Machine Learning · Computer Science 2021-09-29 Jianhao Ma , Salar Fattahi

Suppose $M$ is a manifold with boundary. Choose a point $o\in\partial M$. We investigate the prescribed Ricci curvature equation $\Ric(G)=T$ in a neighborhood of $o$ under natural boundary conditions. The unknown $G$ here is a Riemannian…

Differential Geometry · Mathematics 2014-10-29 Artem Pulemotov

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 perturb a real matrix $A$ of full column rank, and derive lower bounds for the smallest singular values of the perturbed matrix, in terms of normwise absolute perturbations. Our bounds, which extend existing lower-order expressions,…

Numerical Analysis · Mathematics 2024-02-22 Christos Boutsikas , Petros Drineas , Ilse C. F. Ipsen

Random linear mappings are widely used in modern signal processing, compressed sensing and machine learning. These mappings may be used to embed the data into a significantly lower dimension while at the same time preserving useful…

Information Theory · Computer Science 2021-01-22 Halyun Jeong , Xiaowei Li , Yaniv Plan , Özgür Yılmaz

This paper is concerned with an important matrix condition in compressed sensing known as the restricted isometry property (RIP). We demonstrate that testing whether a matrix satisfies RIP is NP-hard. As a consequence of our result, it is…

Functional Analysis · Mathematics 2017-10-03 Afonso S. Bandeira , Edgar Dobriban , Dustin G. Mixon , William F. Sawin

The Information Bottleneck (IB) is a conceptual method for extracting the most compact, yet informative, representation of a set of variables, with respect to the target. It generalizes the notion of minimal sufficient statistics from…

Machine Learning · Computer Science 2017-11-08 Amichai Painsky , Naftali Tishby

This note is devoted to the study of sets of finite perimeter over RCD$(K,N)$ metric measure spaces. Its aim is to complete the picture about the generalization of De Giorgi's theorem within this framework. Starting from the results of [2]…

Metric Geometry · Mathematics 2019-09-12 Elia Bruè , Enrico Pasqualetto , Daniele Semola

The many variants of the restricted isometry property (RIP) have proven to be crucial theoretical tools in the fields of compressed sensing and matrix completion. The study of extending compressed sensing to accommodate phaseless…

Information Theory · Computer Science 2014-04-16 Vladislav Voroninski , Zhiqiang Xu

Akaike's information criterion (AIC) is a measure of the quality of a statistical model for a given set of data. We can determine the best statistical model for a particular data set by the minimization of the AIC. Since we need to evaluate…

Optimization and Control · Mathematics 2019-11-21 Keiji Kimura , Hayato Waki

In compressed sensing, the restricted isometry property (RIP) on $M \times N$ sensing matrices (where $M < N$) guarantees efficient reconstruction of sparse vectors. A matrix has the $(s,\delta)$-$\mathsf{RIP}$ property if behaves as a…

Statistics Theory · Mathematics 2021-04-23 Yunzi Ding , Dmitriy Kunisky , Alexander S. Wein , Afonso S. Bandeira

Consider an m by N matrix Phi with the Restricted Isometry Property of order k and level delta, that is, the norm of any k-sparse vector in R^N is preserved to within a multiplicative factor of 1 +- delta under application of Phi. We show…

Information Theory · Computer Science 2011-02-14 Felix Krahmer , Rachel Ward

Let $A$ be an $n \times M$ matrix whose rows are orthonormal. Let $A_I$ be a submatrix of $A$ whose column indexes belong to the set $I$. Given $\epsilon >0$ we estimate the smallest cardinality of the set $I$, such that the operator $A_I$…

Rings and Algebras · Mathematics 2009-09-25 Mark Rudelson