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In this paper we show that for the purposes of dimensionality reduction certain class of structured random matrices behave similarly to random Gaussian matrices. This class includes several matrices for which matrix-vector multiply can be…

Information Theory · Computer Science 2015-10-08 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

A matrix is said to possess the Restricted Isometry Property (RIP) if it acts as an approximate isometry when restricted to sparse vectors. Previous work has shown it to be NP-hard to determine whether a matrix possess this property, but…

Computational Complexity · Computer Science 2018-07-04 Jonathan Weed

Modern time series analysis requires the ability to handle datasets that are inherently high-dimensional; examples include applications in climatology, where measurements from numerous sensors must be taken into account, or inventory…

Computational Geometry · Computer Science 2023-02-15 Ioannis Psarros , Dennis Rohde

This paper deals with the computational complexity of conditions which guarantee that the NP-hard problem of finding the sparsest solution to an underdetermined linear system can be solved by efficient algorithms. In the literature, several…

Optimization and Control · Mathematics 2013-11-05 Andreas M. Tillmann , Marc E. Pfetsch

We obtain mproved bounds for one bit sensing. For instance, let $ K_s$ denote the set of $ s$-sparse unit vectors in the sphere $ \mathbb S ^{n}$ in dimension $ n+1$ with sparsity parameter $ 0 < s < n+1$ and assume that $ 0 < \delta < 1$.…

Classical Analysis and ODEs · Mathematics 2015-12-22 Dmitriy Bilyk , Michael T. Lacey

There has been recently a lot of research on sparse variants of random projections, faster adaptations of the state-of-the-art dimensionality reduction technique originally due to Johsnon and Lindenstrauss. Although the construction is very…

Data Structures and Algorithms · Computer Science 2024-07-23 Maciej Skórski

Sparse random projection (RP) is a popular tool for dimensionality reduction that shows promising performance with low computational complexity. However, in the existing sparse RP matrices, the positions of non-zero entries are usually…

Machine Learning · Computer Science 2020-02-10 Li Chen , Shuizheng Zhou , Jiajun Ma

Many inverse problems in signal processing deal with the robust estimation of unknown data from underdetermined linear observations. Low dimensional models, when combined with appropriate regularizers, have been shown to be efficient at…

Information Theory · Computer Science 2016-12-07 Yann Traonmilin , Rémi Gribonval

Traditional sampling theories consider the problem of reconstructing an unknown signal $x$ from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that $x$ lies in a known subspace.…

Cellular Automata and Lattice Gases · Physics 2009-03-30 Yonina C. Eldar , Moshe Mishali

The Johnson-Lindenstrauss Lemma states that there exist linear maps that project a set of points of a vector space into a space of much lower dimension such that the Euclidean distance between these points is approximately preserved. This…

Optimization and Control · Mathematics 2023-01-18 Pierre-Louis Poirion , Bruno F. Lourenço , Akiko Takeda

In the field of compressed sensing, a key problem remains open: to explicitly construct matrices with the restricted isometry property (RIP) whose performance rivals those generated using random matrix theory. In short, RIP involves…

Functional Analysis · Mathematics 2012-10-02 Matthew Fickus , John Jasper , Dustin G. Mixon , Jesse Peterson

We review connections between coding-theoretic objects and sparse learning problems. In particular, we show how seemingly different combinatorial objects such as error-correcting codes, combinatorial designs, spherical codes, compressed…

Information Theory · Computer Science 2012-02-13 Mahdi Cheraghchi

The merit of projecting data onto linear subspaces is well known from, e.g., dimension reduction. One key aspect of subspace projections, the maximum preservation of variance (principal component analysis), has been thoroughly researched…

Machine Learning · Computer Science 2022-09-27 Erik Thordsen , Erich Schubert

This paper introduces a simple and very general theory of compressive sensing. In this theory, the sensing mechanism simply selects sensing vectors independently at random from a probability distribution F; it includes all models - e.g.…

Information Theory · Computer Science 2010-11-23 Emmanuel J. Candes , Yaniv Plan

Random projections reduce the dimension of a set of vectors while preserving structural information, such as distances between vectors in the set. This paper proposes a novel use of row-product random matrices in random projection, where we…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Joel A. Tropp , Madeleine Udell

As a typical dimensionality reduction technique, random projection can be simply implemented with linear projection, while maintaining the pairwise distances of high-dimensional data with high probability. Considering this technique is…

Machine Learning · Computer Science 2014-10-14 Weizhi Lu , Weiyu Li , Kidiyo Kpalma , Joseph Ronsin

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

Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted…

Data Structures and Algorithms · Computer Science 2011-02-22 Ray Maleh

Compressed Sensing aims to capture attributes of $k$-sparse signals using very few measurements. In the standard Compressed Sensing paradigm, the $\m\times \n$ measurement matrix $\A$ is required to act as a near isometry on the set of all…

Information Theory · Computer Science 2015-05-14 Robert Calderbank , Stephen Howard , Sina Jafarpour

When performing classification tasks, raw high dimensional features often contain redundant information, and lead to increased computational complexity and overfitting. In this paper, we assume the data samples lie on a single underlying…

Image and Video Processing · Electrical Eng. & Systems 2020-08-11 Bowen Jiang , Maohao Shen