Related papers: Reconstruction from anisotropic random measurement…
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…
It is natural to ask: what kinds of matrices satisfy the Restricted Eigenvalue (RE) condition? In this paper, we associate the RE condition (Bickel-Ritov-Tsybakov 09) with the complexity of a subset of the sphere in $\R^p$, where $p$ is the…
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)…
It is known that sparse recovery by measurements from random circulant matrices provides good recovery bounds. We generalize this to measurements that arise as a random orbit of a group representation for some finite group G. We derive…
Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, including $\ell_1$ and nuclear norm minimization as well as…
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…
We study sparse recovery with structured random measurement matrices having independent, identically distributed, and uniformly bounded rows and with a nontrivial covariance structure. This class of matrices arises from random sampling of…
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…
The most frequently used condition for sampling matrices employed in compressive sampling is the restricted isometry (RIP) property of the matrix when restricted to sparse signals. At the same time, imposing this condition makes it…
The Restricted Isometry Property (RIP) is a fundamental property of a matrix enabling sparse recovery. Informally, an m x n matrix satisfies RIP of order k in the l_p norm if ||Ax||_p \approx ||x||_p for any vector x that is k-sparse, i.e.,…
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,…
This paper establishes a sharp condition on the restricted isometry property (RIP) for both the sparse signal recovery and low-rank matrix recovery. It is shown that if the measurement matrix $A$ satisfies the RIP condition…
We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…
The restricted isometry property (RIP) for design matrices gives guarantees for optimal recovery in sparse linear models. It is of high interest in compressed sensing and statistical learning. This property is particularly important for…
A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…
When the linear measurements of an instance of low-rank matrix recovery satisfy a restricted isometry property (RIP)---i.e. they are approximately norm-preserving---the problem is known to contain no spurious local minima, so exact recovery…
The Restricted Isometry Property (RIP) is a fundamental property of a matrix which enables sparse recovery. Informally, an $m \times n$ matrix satisfies RIP of order $k$ for the $\ell_p$ norm, if $\|Ax\|_p \approx \|x\|_p$ for every vector…
In this paper, we theoretically investigate the low-rank matrix recovery problem in the context of the unconstrained regularized nuclear norm minimization (RNNM) framework. Our theoretical findings show that, the RNNM method is able to…
This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are…
While most existing sparse recovery results allow only minimal structure within the measurement scheme, many practical problems possess significant structure. To address this gap, we present a framework for structured measurements that are…