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The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

Some consequences of the Restricted Isometry Property (RIP) of matrices have been applied to develop a greedy algorithm called "ROMP" (Regularized Orthogonal Matching Pursuit) to recover sparse signals and to approximate non-sparse ones.…

Information Theory · Computer Science 2013-05-31 Eugenio Hernández , Daniel Vera

This paper presents an average case denoising performance analysis for the Subspace Pursuit (SP), the CoSaMP and the IHT algorithms. This analysis considers the recovery of a noisy signal, with the assumptions that (i) it is corrupted by an…

Methodology · Statistics 2010-05-26 Raja Giryes , Michael Elad

From a numerical analysis perspective, assessing the robustness of l1-minimization is a fundamental issue in compressed sensing and sparse regularization. Yet, the recovery guarantees available in the literature usually depend on a priori…

Numerical Analysis · Mathematics 2017-05-10 Simone Brugiapaglia , Ben Adcock , Richard K. Archibald

The constrained $\ell_p^p/\ell_q^p$ ratio model is scale invariant and is therefore attractive for sparse signal recovery. However, its nonconvex, nonsmooth, and fractional structure makes a unified theoretical and algorithmic analysis…

Optimization and Control · Mathematics 2026-05-26 Lang Yu , Nan-jing Huang

In previous work, theoretical analysis based on the tensor Restricted Isometry Property (t-RIP) established the robust recovery guarantees of a low-tubal-rank tensor. The obtained sufficient conditions depend strongly on the assumption that…

Machine Learning · Statistics 2019-09-17 Feng Zhang , Wendong Wang , Jingyao Hou , Jianjun Wang , Jianwen Huang

While it is well known that the restricted isometry property (RIP) guarantees uniform sparse recovery from noisy linear measurements, uniform recovery of structured signals from nonlinear observations remains much less understood. This…

Information Theory · Computer Science 2026-04-23 Pedro Abdalla , Radu Balan , Junren Chen

We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…

Information Theory · Computer Science 2023-06-13 Johannes Maly

In this paper we study the recovery conditions of weighted $l_{1}$ minimization for signal reconstruction from incomplete linear measurements when partial prior support information is available. We obtain that a high order RIP condition can…

Information Theory · Computer Science 2016-03-14 Wengu Chen , Yaling Li

We study the problem of recovering a structured signal from independently and identically drawn linear measurements. A convex penalty function $f(\cdot)$ is considered which penalizes deviations from the desired structure, and signal…

Statistics Theory · Mathematics 2019-06-21 Ehsan Abbasi , Fariborz Salehi , Babak Hassibi

As an extension of orthogonal matching pursuit (OMP) improving the recovery performance of sparse signals, generalized OMP (gOMP) has recently been studied in the literature. In this paper, we present a new analysis of the gOMP algorithm…

Information Theory · Computer Science 2015-06-15 Jian Wang , Suhyuk Kwon , Ping Li , Byonghyo Shim

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…

Systems and Control · Computer Science 2013-07-17 Borhan M. Sanandaji , Michael B. Wakin , Tyrone L. Vincent

We revisit the use of Stochastic Gradient Descent (SGD) for solving convex optimization problems that serve as highly popular convex relaxations for many important low-rank matrix recovery problems such as \textit{matrix completion},…

Machine Learning · Computer Science 2020-06-16 Dan Garber

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

This paper considers the recovery of a rank $r$ positive semidefinite matrix $X X^T\in\mathbb{R}^{n\times n}$ from $m$ scalar measurements of the form $y_i := a_i^T X X^T a_i$ (i.e., quadratic measurements of $X$). Such problems arise in a…

Numerical Analysis · Mathematics 2016-06-02 Chris D. White , Sujay Sanghavi , Rachel Ward

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors $\pm X_1,...,\pm X_N\in\R^n$, ($N\ge n$). We introduce a class of random sampling matrices and show that they…

Probability · Mathematics 2009-05-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

We show that solutions to the popular convex matrix LASSO problem (nuclear-norm--penalized linear least-squares) have low rank under similar assumptions as required by classical low-rank matrix sensing error bounds. Although the purpose of…

Optimization and Control · Mathematics 2026-04-16 Andrew D. McRae

In this paper, we provide a new approach to estimating the error of reconstruction from $\Sigma\Delta$ quantized compressed sensing measurements. Our method is based on the restricted isometry property (RIP) of a certain projection of the…

Information Theory · Computer Science 2015-06-19 Joe-Mei Feng , Felix Krahmer

Compressive sensing involves the inversion of a mapping $SD \in \mathbb{R}^{m \times n}$, where $m < n$, $S$ is a sensing matrix, and $D$ is a sparisfying dictionary. The restricted isometry property is a powerful sufficient condition for…

Information Theory · Computer Science 2022-07-13 Jinn Ho , Wen-Liang Hwang

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Optimization and Control · Mathematics 2019-04-24 Vasileios Charisopoulos , Yudong Chen , Damek Davis , Mateo Díaz , Lijun Ding , Dmitriy Drusvyatskiy