Related papers: Column normalization of a random measurement matri…
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…
In this paper, we consider the problem of column subset selection. We present a novel analysis of the spectral norm reconstruction for a simple randomized algorithm and establish a new bound that depends explicitly on the sampling…
We work in the density model of random groups. We prove that they satisfy an isoperimetric inequality with sharp constant $1-2d$ depending upon the density parameter $d$. This implies in particular a property generalizing the ordinary $C'$…
We investigate the sparse recovery problem of reconstructing a high-dimensional non-negative sparse vector from lower dimensional linear measurements. While much work has focused on dense measurement matrices, sparse measurement schemes are…
For a family of interpolation norms $\| \cdot \|_{1,2,s}$ on $\mathbb{R}^n$, we provide a distribution over random matrices $\Phi_s \in \mathbb{R}^{m \times n}$ parametrized by sparsity level $s$ such that for a fixed set $X$ of $K$ points…
We prove that for any real-valued matrix $X \in \R^{m \times n}$, and positive integers $r \ge k$, there is a subset of $r$ columns of $X$ such that projecting $X$ onto their span gives a $\sqrt{\frac{r+1}{r-k+1}}$-approximation to best…
From benign overfitting in overparameterized models to rich power-law scalings in performance, simple ridge regression displays surprising behaviors sometimes thought to be limited to deep neural networks. This balance of phenomenological…
We study the recovery of sparse vectors from subsampled random convolutions via $\ell_1$-minimization. We consider the setup in which both the subsampling locations as well as the generating vector are chosen at random. For a subgaussian…
Matrix models of 2D quantum gravity are either exactly solvable for matter of central charge $ c\leq 1, $ or not understood. It would be useful to devise an approximate scheme which would be reasonable for the known cases and could be…
The notion of generalization in classical Statistical Learning is often attached to the postulate that data points are independent and identically distributed (IID) random variables. While relevant in many applications, this postulate may…
We study the asymmetric matrix factorization problem under a natural nonconvex formulation with arbitrary overparametrization. The model-free setting is considered, with minimal assumption on the rank or singular values of the observed…
We study the almost sure convergence of the normalized columns in an infinite product of nonnegative matrices, and the almost sure rank one property of its limit points. Given a probability on the set of $2\times2$ nonnegative matrices,…
We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random with replacement. These matrices have a one-to-one correspondence with the…
An oblivious subspace embedding is a random $m\times n$ matrix $\Pi$ such that, for any $d$-dimensional subspace, with high probability $\Pi$ preserves the norms of all vectors in that subspace within a $1\pm\epsilon$ factor. In this work,…
This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low rank matrix. These results improve on prior work by Candes and Recht, Candes and Tao, and Keshavan, Montanari, and…
This paper studies the problem of recovering a signal vector and the corrupted noise vector from a collection of corrupted linear measurements through the solution of a l1 minimization, where the sensing matrix is a partial Fourier matrix…
This paper considers a restriction to non-negative matrix factorization in which at least one matrix factor is stochastic. That is, the elements of the matrix factors are non-negative and the columns of one matrix factor sum to 1. This…
Let $A$ be a rectangular matrix of size $m\times n$ and $A_1$ be the random matrix where each entry of $A$ is multiplied by an independent $\{0,1\}$-Bernoulli random variable with parameter $1/2$. This paper is about when, how and why the…
The best column approximation in the Frobenius norm with $r$ columns has an error at most $\sqrt{r+1}$ times larger than the truncated singular value decomposition. Reaching this bound in practice involves either expensive random volume…
Recovery of the initial state of a high-dimensional system can require a large number of measurements. In this paper, we explain how this burden can be significantly reduced when randomized measurement operators are employed. Our work…