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We propose a new framework -- Square Root Principal Component Pursuit -- for low-rank matrix recovery from observations corrupted with noise and outliers. Inspired by the square root Lasso, this new formulation does not require prior…

Machine Learning · Computer Science 2021-11-01 Junhui Zhang , Jingkai Yan , John Wright

The matrix recovery (completion) problem, a central problem in data science and theoretical computer science, is to recover a matrix $A$ from a relatively small sample of entries. While such a task is impossible in general, it has been…

Statistics Theory · Mathematics 2025-03-06 BaoLinh Tran , Van Vu

Compressed sensing (CS) theory considers the restricted isometry property (RIP) as a sufficient condition for measurement matrix which guarantees the recovery of any sparse signal from its compressed measurements. The RIP condition also…

Other Computer Science · Computer Science 2013-09-24 Seyed Hossein Hosseini , Mahrokh G. Shayesteh , Mehdi Chehel Amirani

Recovery of low-rank matrices from a small number of linear measurements is now well-known to be possible under various model assumptions on the measurements. Such results demonstrate robustness and are backed with provable theoretical…

Numerical Analysis · Mathematics 2019-08-23 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

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

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

A sufficient condition reported very recently for perfect recovery of a K-sparse vector via orthogonal matching pursuit (OMP) in K iterations is that the restricted isometry constant of the sensing matrix satisfies…

Information Theory · Computer Science 2014-01-06 Ling-Hua Chang , Jwo-Yuh Wu

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

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

Given a sufficiently large amount of labeled data, the non-convex low-rank matrix recovery problem contains no spurious local minima, so a local optimization algorithm is guaranteed to converge to a global minimum starting from any initial…

Machine Learning · Computer Science 2020-11-13 Gavin Zhang , Richard Y. Zhang

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

Dimension reduction plays an essential role when decreasing the complexity of solving large-scale problems. The well-known Johnson-Lindenstrauss (JL) Lemma and Restricted Isometry Property (RIP) admit the use of random projection to reduce…

Information Theory · Computer Science 2018-03-14 Gen Li , Yuantao Gu

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 MUSIC algorithm, with its extension for imaging sparse {\em extended} objects, is analyzed by compressed sensing (CS) techniques. The notion of restricted isometry property (RIP) and an upper bound on the restricted isometry constant…

Information Theory · Computer Science 2015-05-19 Albert C. Fannjiang

Given a matrix $A$ with $n$ rows, a number $k<n$, and $0<\delta < 1$, $A$ is $(k,\delta)$-RIP (Restricted Isometry Property) if, for any vector $x \in \mathbb{R}^n$, with at most $k$ non-zero co-ordinates, $$(1-\delta) \|x\|_2 \leq \|A…

Computational Complexity · Computer Science 2014-06-24 Abhiram Natarajan , Yi Wu

A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many…

Information Theory · Computer Science 2010-04-13 Jeffrey D. Blanchard , Coralia Cartis , Jared Tanner , Andrew Thompson

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

The orthogonal group synchronization problem, which aims to recover a set of $d \times d$ orthogonal matrices from their pairwise noisy products, plays a fundamental role in signal processing, computer vision, and network analysis. In…

Optimization and Control · Mathematics 2026-03-17 Shuyang Ling

As intelligent reflecting surface (IRS) has emerged as a new and promising technology capable of configuring the wireless environment favorably, channel estimation for IRS-assisted multiple-input multiple-output (MIMO) systems has garnered…

Information Theory · Computer Science 2025-12-22 Zhen Qin , Zhihui Zhu
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