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This paper presents several novel theoretical results regarding the recovery of a low-rank matrix from just a few measurements consisting of linear combinations of the matrix entries. We show that properly constrained nuclear-norm…

Information Theory · Computer Science 2010-01-05 Emmanuel J. Candes , Yaniv Plan

Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…

Disordered Systems and Neural Networks · Physics 2023-11-06 Lyle Poley , Tobias Galla , Joseph W. Baron

In the theory of compressed sensing, restricted isometry analysis has become a standard tool for studying how efficiently a measurement matrix acquires information about sparse and compressible signals. Many recovery algorithms are known to…

Information Theory · Computer Science 2014-04-29 Holger Rauhut , Justin Romberg , Joel A. Tropp

The girth of a matrix is the least number of linearly dependent columns, in contrast to the rank which is the largest number of linearly independent columns. This paper considers the construction of {\it high-girth} matrices, whose…

Information Theory · Computer Science 2015-02-06 Emmanuel Abbe , Yuval Wigderson

While regression tasks aim at interpolating a relation on the entire input space, they often have to be solved with a limited amount of training data. Still, if the hypothesis functions can be sketched well with the data, one can hope for…

Machine Learning · Statistics 2020-07-02 Alex Goeßmann , Gitta Kutyniok

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

Information Theory · Computer Science 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimization problem is approximated by the solution of a…

Information Theory · Computer Science 2014-04-30 Mert Pilanci , Martin J. Wainwright

Hierarchically sparse signals and Kronecker product structured measurements arise naturally in a variety of applications. The simplest example of a hierarchical sparsity structure is two-level $(s,\sigma)$-hierarchical sparsity which…

Information Theory · Computer Science 2018-02-01 I. Roth , A. Flinth , R. Kueng , J. Eisert , G. Wunder

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

In this paper, we put forth a new joint sparse recovery algorithm called signal space matching pursuit (SSMP). The key idea of the proposed SSMP algorithm is to sequentially investigate the support of jointly sparse vectors to minimize the…

Information Theory · Computer Science 2020-03-10 Junhan Kim , Jian Wang , Luong Trung Nguyen , Byonghyo Shim

Random linear mappings are widely used in modern signal processing, compressed sensing and machine learning. These mappings may be used to embed the data into a significantly lower dimension while at the same time preserving useful…

Information Theory · Computer Science 2021-01-22 Halyun Jeong , Xiaowei Li , Yaniv Plan , Özgür Yılmaz

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

In this work, we generalize the probability simplex constraint to matrices, i.e., $\mathbf{X}_1 + \mathbf{X}_2 + \ldots + \mathbf{X}_K = \mathbf{I}$, where $\mathbf{X}_i \succeq 0$ is a symmetric positive semidefinite matrix of size…

Optimization and Control · Mathematics 2020-11-18 Bamdev Mishra , Hiroyuki Kasai , Pratik Jawanpuria

In this paper, we study joint network coding and distributed source coding of inter-node dependent messages, with the perspective of compressed sensing. Specifically, the theoretical guarantees for robust $\ell_1$-min recovery of an…

Information Theory · Computer Science 2012-03-16 Mahdy Nabaee , Fabrice Labeau

Low-rank structure have been profoundly studied in data mining and machine learning. In this paper, we show a dense matrix $X$'s low-rank approximation can be rapidly built from its left and right random projections $Y_1=XA_1$ and…

Machine Learning · Statistics 2011-12-23 Tianyi Zhou , Dacheng Tao

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

Information Theory · Computer Science 2010-11-12 Nam Yul Yu

Passive synthetic aperture radar (SAR) uses existing signals of opportunity such as communication and broadcasting signals. In our prior work, we have developed a low-rank matrix recovery (LRMR) method that can reconstruct scenes with…

Computational Engineering, Finance, and Science · Computer Science 2017-11-10 Eric Mason , Birsen Yazici

Inspired by significant real-life applications, in particular, sparse phase retrieval and sparse pulsation frequency detection in Asteroseismology, we investigate a general framework for compressed sensing, where the measurements are…

Numerical Analysis · Mathematics 2017-09-04 Martin Ehler , Massimo Fornasier , Juliane Sigl

Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true label, and incurs the…

Machine Learning · Computer Science 2020-07-27 Satyen Kale , Zohar Karnin , Tengyuan Liang , Dávid Pál

The Johnson-Lindenstrauss (JL) lemma allows subsets of a high-dimensional space to be embedded into a lower-dimensional space while approximately preserving all pairwise Euclidean distances. This important result has inspired an extensive…

Data Structures and Algorithms · Computer Science 2025-01-27 Edem Boahen , March T. Boedihardjo , Rafael Chiclana , Mark Iwen