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We study the Restricted Isometry Property of a random matrix $\Gamma$ with independent isotropic log-concave rows. To this end, we introduce a parameter $\Gamma_{k,m}$ that controls uniformly the operator norm of sub-matrices with $k$ rows…

We formulate a generalization of the Restricted Isometry Property (RIP) referred to as the Restricted Quasiconvexity Isometry Property (RQIP) for alpha stable random projections with $0<\alpha<1$. A lower bound on the number of rows for…

Probability · Mathematics 2025-07-04 Sunder Ram Krishnan

Compressive sensing (CS) is well-known for its unique functionalities of sensing, compressing, and security (i.e. CS measurements are equally important). However, there is a tradeoff. Improving sensing and compressing efficiency with prior…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Thuong Nguyen Canh , Byeungwoo Jeon

We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…

Probability · Mathematics 2024-04-22 Mohammed Osman

We refer to the distance between optimal solutions of integer programs and their linear relaxations as proximity. In 2018, Eisenbrand and Weismantel proved that proximity is independent of the dimension for programs in standard form. We…

Optimization and Control · Mathematics 2020-01-15 Jon Lee , Joseph Paat , Ingo Stallknecht , Luze Xu

We introduce a new criterion, the Rank Selection Criterion (RSC), for selecting the optimal reduced rank estimator of the coefficient matrix in multivariate response regression models. The corresponding RSC estimator minimizes the Frobenius…

Statistics Theory · Mathematics 2011-10-18 Florentina Bunea , Yiyuan She , Marten H. Wegkamp

A matrix $A$ is said to have the $\ell_p$-Restricted Isometry Property ($\ell_p$-RIP) if for all vectors $x$ of up to some sparsity $k$, $\|{Ax}\|_p$ is roughly proportional to $\|{x}\|_p$. We study this property for $m \times n$ matrices…

Computational Complexity · Computer Science 2023-05-09 Venkatesan Guruswami , Peter Manohar , Jonathan Mosheiff

Can the behavior of a random matrix be improved by modifying a small fraction of its entries? Consider a random matrix $A$ with i.i.d. entries. We show that the operator norm of $A$ can be reduced to the optimal order $O(\sqrt{n})$ by…

Probability · Mathematics 2017-11-02 Elizaveta Rebrova , Roman Vershynin

We consider ILPs, where each variable corresponds to an integral point within a polytope $\mathcal{P}$, i. e., ILPs of the form $\min\{c^{\top}x\mid \sum_{p\in\mathcal P\cap \mathbb Z^d} x_p p = b, x\in\mathbb Z^{|\mathcal P\cap \mathbb…

Computational Complexity · Computer Science 2020-10-20 Sebastian Berndt , Klaus Jansen , Alexandra Lassota

Motivated by the popularity of stochastic rounding in the context of machine learning and the training of large-scale deep neural network models, we consider stochastic nearness rounding of real matrices $\mathbf{A}$ with many more rows…

Machine Learning · Computer Science 2024-12-10 Gregory Dexter , Christos Boutsikas , Linkai Ma , Ilse C. F. Ipsen , Petros Drineas

We give upper and lower bounds on the determinant of a perturbation of the identity matrix or, more generally, a perturbation of a nonsingular diagonal matrix. The matrices considered are, in general, diagonally dominant. The lower bounds…

Numerical Analysis · Mathematics 2021-07-05 Richard P. Brent , Judy-anne H. Osborn , Warren D. Smith

We prove that a random linear code over F_q, with probability arbitrarily close to 1, is list decodable at radius (1-1/q-\epsilon) with list size L=O(1/\epsilon^2) and rate R=\Omega_q(\epsilon^2/(log^3(1/\epsilon))). Up to the…

Information Theory · Computer Science 2012-07-06 Mahdi Cheraghchi , Venkatesan Guruswami , Ameya Velingker

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

We consider the least singular value of a large random matrix with real or complex i.i.d. Gaussian entries shifted by a constant $z\in\mathbb{C}$. We prove an optimal lower tail estimate on this singular value in the critical regime where…

Probability · Mathematics 2022-11-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…

Probability · Mathematics 2013-07-25 Gérard Ben Arous , Paul Bourgade

The inductive matrix completion (IMC) problem is to recover a low rank matrix from few observed entries while incorporating prior knowledge about its row and column subspaces. In this work, we make three contributions to the IMC problem:…

Machine Learning · Computer Science 2022-02-01 Pini Zilber , Boaz Nadler

A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…

Probability · Mathematics 2023-09-18 Afonso S. Bandeira , March T. Boedihardjo , Ramon van Handel

We consider the problem of recovering sparse vectors from underdetermined linear measurements via $\ell_p$-constrained basis pursuit. Previous analyses of this problem based on generalized restricted isometry properties have suggested that…

Information Theory · Computer Science 2015-04-21 Sjoerd Dirksen , Guillaume Lecué , Holger Rauhut

A matrix $A\in\mathbb{C}^{n\times n}$ is diagonalizable if it has a basis of linearly independent eigenvectors. Since the set of nondiagonalizable matrices has measure zero, every $A\in \mathbb{C}^{n\times n}$ is the limit of diagonalizable…

Functional Analysis · Mathematics 2020-04-23 Jess Banks , Archit Kulkarni , Satyaki Mukherjee , Nikhil Srivastava

The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density…

Machine Learning · Statistics 2016-04-19 Vladimir Koltchinskii , Dong Xia
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