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Related papers: Sparsity and $\ell_p$-Restricted Isometry

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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

This paper addresses the regularization by sparsity constraints by means of weighted $\ell^p$ penalties for $0\leq p\leq 2$. For $1\leq p\leq 2$ special attention is payed to convergence rates in norm and to source conditions. As main…

Functional Analysis · Mathematics 2011-03-16 Dirk A. Lorenz

This paper is concerned with the performance of Orthogonal Matching Pursuit (OMP) algorithms applied to a dictionary $\mathcal{D}$ in a Hilbert space $\mathcal{H}$. Given an element $f\in \mathcal{H}$, OMP generates a sequence of…

Numerical Analysis · Mathematics 2015-06-17 Albert Cohen , Wolfgang Dahmen , Ronald DeVore

For a family of interpolation norms $\| \cdot \|_{1,2,s}$ on $\mathbb{R}^n$, we provide a distribution over random matrices $\Phi_s \in \mathbb{R}^{m \times n}$ parametrized by sparsity level $s$ such that for a fixed set $X$ of $K$ points…

Data Structures and Algorithms · Computer Science 2015-06-03 Felix Krahmer , Rachel Ward

Two landmark results in combinatorial random matrix theory, due to Koml\'os and Costello-Tao-Vu, show that discrete random matrices and symmetric discrete random matrices are typically nonsingular. In particular, in the language of graph…

Combinatorics · Mathematics 2023-03-10 Margalit Glasgow , Matthew Kwan , Ashwin Sah , Mehtaab Sawhney

Statistical and machine learning theory has developed several conditions ensuring that popular estimators such as the Lasso or the Dantzig selector perform well in high-dimensional sparse regression, including the restricted eigenvalue,…

Statistics Theory · Mathematics 2017-10-03 Edgar Dobriban , Jianqing Fan

We consider the unconstrained $L_2$-$L_p$ minimization: find a minimizer of $\|Ax-b\|^2_2+\lambda \|x\|^p_p$ for given $A \in R^{m\times n}$, $b\in R^m$ and parameters $\lambda>0$, $p\in [0,1)$. This problem has been studied extensively in…

Computational Complexity · Computer Science 2011-05-04 Xiaojun Chen , Dongdong Ge , Zizhuo Wang , Yinyu Ye

The reflected entropy $S_R(A:B)$ of a density matrix $\rho_{AB}$ is a bipartite correlation measure lower-bounded by the quantum mutual information $I(A:B)$. In holographic states satisfying the quantum extremal surface formula, where the…

High Energy Physics - Theory · Physics 2021-10-12 Patrick Hayden , Onkar Parrikar , Jonathan Sorce

Iterative hard thresholding (IHT) and compressive sampling matching pursuit (CoSaMP) are two types of mainstream compressed sensing algorithms using hard thresholding operators for signal recovery and approximation. The guaranteed…

Signal Processing · Electrical Eng. & Systems 2020-09-23 Yun-Bin Zhao , Zhi-Quan Luo

An elliptic random matrix $X$ is a square matrix whose $(i,j)$-entry $X_{ij}$ is independent of the rest of the entries except possibly $X_{ji}$. Elliptic random matrices generalize Wigner matrices and non-Hermitian random matrices with…

Probability · Mathematics 2022-02-03 Andrew Campbell , Sean O'Rourke

$\ell_1$ minimization is often used for finding the sparse solutions of an under-determined linear system. In this paper we focus on finding sharp performance bounds on recovering approximately sparse signals using $\ell_1$ minimization,…

Information Theory · Computer Science 2010-05-21 Weiyu Xu , Babak Hassibi

We describe some pseudorandom properties of binary linear codes achieving capacity on the binary erasure channel under bit-MAP decoding (as shown in Kudekar et al this includes doubly transitive codes and, in particular, Reed-Muller codes).…

Information Theory · Computer Science 2022-06-13 Alex Samorodnitsky

We obtain mproved bounds for one bit sensing. For instance, let $ K_s$ denote the set of $ s$-sparse unit vectors in the sphere $ \mathbb S ^{n}$ in dimension $ n+1$ with sparsity parameter $ 0 < s < n+1$ and assume that $ 0 < \delta < 1$.…

Classical Analysis and ODEs · Mathematics 2015-12-22 Dmitriy Bilyk , Michael T. Lacey

This paper investigates the fundamental limits for detecting a high-dimensional sparse matrix contaminated by white Gaussian noise from both the statistical and computational perspectives. We consider $p\times p$ matrices whose rows and…

Statistics Theory · Mathematics 2018-01-03 T. Tony Cai , Yihong Wu

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

In this letter, we first construct a counter example to show that for any given positive integer $K\geq 2$ and for any $\frac{1}{\sqrt{K+1}}\leq t<1$, there always exist a $K-$sparse $\x$ and a matrix $\A$ with the restricted isometry…

Information Theory · Computer Science 2014-06-18 Jinming Wen , Xiaomei Zhu , Dongfang Li

We study the $\ell_p$ regression problem, which requires finding $\mathbf{x}\in\mathbb R^{d}$ that minimizes $\|\mathbf{A}\mathbf{x}-\mathbf{b}\|_p$ for a matrix $\mathbf{A}\in\mathbb R^{n \times d}$ and response vector…

Data Structures and Algorithms · Computer Science 2022-03-16 Raphael A. Meyer , Cameron Musco , Christopher Musco , David P. Woodruff , Samson Zhou

In this article we present a statistical version of the Candes-Tao restricted isometry property (SRIP for short) which holds in general for any incoherent dictionary which is a disjoint union of orthonormal bases. In addition, we show that,…

Information Theory · Computer Science 2008-12-16 Shamgar Gurevich , Ronny Hadani

Several important families of computational and statistical results in machine learning and randomized algorithms rely on uniform bounds on quadratic forms of random vectors or matrices. Such results include the Johnson-Lindenstrauss (J-L)…

Machine Learning · Computer Science 2019-12-06 Arindam Banerjee , Qilong Gu , Vidyashankar Sivakumar , Zhiwei Steven 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