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It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2011-11-08 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

We consider the robust linear regression model $\boldsymbol{y} = X\beta^* + \boldsymbol{\eta}$, where an adversary oblivious to the design $X \in \mathbb{R}^{n \times d}$ may choose $\boldsymbol{\eta}$ to corrupt all but a (possibly…

Machine Learning · Computer Science 2022-06-17 Hongjie Chen , Tommaso d'Orsi

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

We consider the statistics of the extreme eigenvalues of sparse random matrices, a class of random matrices that includes the normalized adjacency matrices of the Erd{\H o}s-R{\'e}nyi graph $G(N,p)$. Recently, it was shown by Lee, up to an…

Probability · Mathematics 2023-05-05 Jiaoyang Huang , Horng-Tzer Yau

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…

Probability · Mathematics 2010-11-16 Christopher Hammond , Steven J. Miller

In this paper we revisit random linear under-determined systems with sparse solutions. We consider $\ell_1$ optimization heuristic known to work very well when used to solve these systems. A collection of fundamental results that relate to…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

It is well known that a random q-ary code of rate \Omega(\epsilon^2) is list decodable up to radius (1 - 1/q - \epsilon) with list sizes on the order of 1/\epsilon^2, with probability 1 - o(1). However, until recently, a similar statement…

Information Theory · Computer Science 2013-07-11 Mary Wootters

In previous papers, threshold probabilities for the properties of a random distance graph to contain strictly balanced graphs were found. We extend this result to arbitrary graphs and prove that the number of copies of a strictly balanced…

Combinatorics · Mathematics 2018-05-09 A. V. Burkin , M. E. Zhukovskii

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

Probability · Mathematics 2019-03-08 Dariusz Buraczewski , Piotr Dyszewski , Alexander Iksanov , Alexander Marynych

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

Random geometric graphs consist of randomly distributed nodes (points), with pairs of nodes within a given mutual distance linked. In the usual model the distribution of nodes is uniform on a square, and in the limit of infinitely many…

Disordered Systems and Neural Networks · Physics 2018-09-27 Carl P. Dettmann

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

Low-distortion embeddings are critical building blocks for developing random sampling and random projection algorithms for linear algebra problems. We show that, given a matrix $A \in \R^{n \times d}$ with $n \gg d$ and a $p \in [1, 2)$,…

Data Structures and Algorithms · Computer Science 2013-03-22 Xiangrui Meng , Michael W. Mahoney

This paper establishes a sharp condition on the restricted isometry property (RIP) for both the sparse signal recovery and low-rank matrix recovery. It is shown that if the measurement matrix $A$ satisfies the RIP condition…

Information Theory · Computer Science 2013-02-07 T. Tony Cai , Anru Zhang

We study the question of closeness testing for two discrete distributions. More precisely, given samples from two distributions $p$ and $q$ over an $n$-element set, we wish to distinguish whether $p=q$ versus $p$ is at least $\eps$-far from…

Data Structures and Algorithms · Computer Science 2013-08-20 Siu-On Chan , Ilias Diakonikolas , Gregory Valiant , Paul Valiant

High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is…

Machine Learning · Statistics 2015-11-19 Eugene Ndiaye , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

This paper considers a new bootstrap procedure to estimate the distribution of high-dimensional $\ell_p$-statistics, i.e. the $\ell_p$-norms of the sum of $n$ independent $d$-dimensional random vectors with $d \gg n$ and $p \in [1,…

Statistics Theory · Mathematics 2020-08-18 Alexander Giessing , Jianqing Fan

In coding theory, a common question is to understand the threshold rates of various local properties of codes, such as their list decodability and list recoverability. A recent work Levi, Mosheiff, and Shagrithaya (FOCS 2025) gave a novel…

Information Theory · Computer Science 2025-10-16 Joshua Brakensiek , Yeyuan Chen , Manik Dhar , Zihan Zhang

Nonparametric detection of existence of an anomalous structure over a network is investigated. Nodes corresponding to the anomalous structure (if one exists) receive samples generated by a distribution q, which is different from a…

Machine Learning · Statistics 2017-10-11 Shaofeng Zou , Yingbin Liang , H. Vincent Poor

Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…

Mathematical Physics · Physics 2013-11-13 Marek Smaczynski , Tomasz Tkocz , Marek Kus , Karol Zyczkowski