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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)…

Statistics Theory · Mathematics 2018-11-15 Sandrine Dallaporta , Yohann De Castro

Consider an m by N matrix Phi with the Restricted Isometry Property of order k and level delta, that is, the norm of any k-sparse vector in R^N is preserved to within a multiplicative factor of 1 +- delta under application of Phi. We show…

Information Theory · Computer Science 2011-02-14 Felix Krahmer , Rachel Ward

Compressed sensing is a technique for finding sparse solutions to underdetermined linear systems. This technique relies on properties of the sensing matrix such as the restricted isometry property. Sensing matrices that satisfy the…

Computational Complexity · Computer Science 2011-10-18 Pascal Koiran , Anastasios Zouzias

The null space property (NSP) and the restricted isometry property (RIP) are two properties which have received considerable attention in the compressed sensing literature. As the name suggests, NSP is a property that depends solely on the…

Information Theory · Computer Science 2016-03-18 Jameson Cahill , Xuemei Chen , Rongrong Wang

Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for sparse approximation. In this paper we demonstrate that the restricted isometry property (RIP) can be used for a very straightforward analysis of OMP. Our main…

Numerical Analysis · Mathematics 2009-09-02 Mark A. Davenport , Michael B. Wakin

Finding a suitable measurement matrix is an important topic in compressed sensing. Though the known random matrix, whose entries are drawn independently from a certain probability distribution, can be used as a measurement matrix and…

Information Theory · Computer Science 2013-07-09 Yi-Zheng Fan , Tao Huang , Ming Zhu

One of the key issues in the acquisition of sparse data by means of compressed sensing (CS) is the design of the measurement matrix. Gaussian matrices have been proven to be information-theoretically optimal in terms of minimizing the…

Information Theory · Computer Science 2018-11-26 Ahmed Elzanaty , Andrea Giorgetti , Marco Chiani

The restricted isometry property (RIP) is a universal tool for data recovery. We explore the implication of the RIP in the framework of generalized sparsity and group measurements introduced in the Part I paper. It turns out that for a…

Machine Learning · Statistics 2017-07-03 Marius Junge , Kiryung Lee

Uniformly valid confidence intervals post model selection in regression can be constructed based on Post-Selection Inference (PoSI) constants. PoSI constants are minimal for orthogonal design matrices, and can be upper bounded in function…

Statistics Theory · Mathematics 2019-04-22 François Bachoc , Gilles Blanchard , Pierre Neuvial

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…

Statistics Theory · Mathematics 2009-12-27 Shuheng Zhou

Compressed sensing is a new data acquisition paradigm enabling universal, simple, and reduced-cost acquisition, by exploiting a sparse signal model. Most notably, recovery of the signal by computationally efficient algorithms is guaranteed…

Information Theory · Computer Science 2012-07-12 Kiryung Lee , Yoram Bresler , Marius Junge

The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…

Functional Analysis · Mathematics 2018-04-13 Enrico Au-Yeung

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…

Machine Learning · Computer Science 2018-11-01 Richard Y. Zhang , Cédric Josz , Somayeh Sojoudi , Javad Lavaei

The angle between two compressed sparse vectors subject to the norm/distance constraints imposed by the restricted isometry property (RIP) of the sensing matrix plays a crucial role in the studies of many compressive sensing (CS) problems.…

Information Theory · Computer Science 2016-11-18 Ling-Hua Chang , Jwo-Yuh Wu

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…

Information Theory · Computer Science 2025-09-17 Hartmut Führ , Timm Gilles

Compressed Sensing aims to capture attributes of a sparse signal using very few measurements. Cand\`{e}s and Tao showed that sparse reconstruction is possible if the sensing matrix acts as a near isometry on all $\boldsymbol{k}$-sparse…

Information Theory · Computer Science 2009-10-18 Robert Calderbank , Stephen Howard , Sina Jafarpour

Let $A$ be a matrix whose columns $X_1,\dots, X_N$ are independent random vectors in $\mathbb{R}^n$. Assume that the tails of the 1-dimensional marginals decay as $\mathbb{P}(|\langle X_i, a\rangle|\geq t)\leq t^{-p}$ uniformly in $a\in…

Probability · Mathematics 2015-09-09 Olivier Guédon , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

The restricted isometry property (RIP) is an integral tool in the analysis of various inverse problems with sparsity models. Motivated by the applications of compressed sensing and dimensionality reduction of low-rank tensors, we propose…

Machine Learning · Statistics 2017-07-03 Marius Junge , Kiryung Lee

The problem of finding suitable point embedding or geometric configurations given only Euclidean distance information of point pairs arises both as a core task and as a sub-problem in a variety of machine learning applications. In this…

Machine Learning · Computer Science 2024-10-23 Ipsita Ghosh , Abiy Tasissa , Christian Kümmerle

Compressed sensing is a novel technique where one can recover sparse signals from the undersampled measurements. In this correspondence, a $K \times N$ measurement matrix for compressed sensing is deterministically constructed via additive…

Information Theory · Computer Science 2010-10-04 Nam Yul Yu
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