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Matrices satisfying the Restricted Isometry Property (RIP) play an important role in the areas of compressed sensing and statistical learning. RIP matrices with optimal parameters are mainly obtained via probabilistic arguments, as explicit…

Machine Learning · Computer Science 2019-11-01 Shiva Prasad Kasiviswanathan , Mark Rudelson

The purpose of this paper is twofold. The first is to point out that the Restricted Isometry Property (RIP) does not hold in many applications where compressed sensing is successfully used. This includes fields like Magnetic Resonance…

Information Theory · Computer Science 2015-10-19 Alexander Bastounis , Anders C. Hansen

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

Compressed Sensing (CS) is an appealing framework for applications such as Magnetic Resonance Imaging (MRI). However, up-to-date, the sensing schemes suggested by CS theories are made of random isolated measurements, which are usually…

Information Theory · Computer Science 2016-06-14 Claire Boyer , Jérémie Bigot , Pierre Weiss

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2017-12-27 Yanjun Li , Kiryung Lee , Yoram Bresler

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2018-01-03 Yanjun Li , Kiryung Lee , Yoram Bresler

This note presents a unified analysis of the recovery of simple objects from random linear measurements. When the linear functionals are Gaussian, we show that an s-sparse vector in R^n can be efficiently recovered from 2s log n…

Information Theory · Computer Science 2012-03-01 Emmanuel Candes , Benjamin Recht

We analyze the asymptotic performance of sparse signal recovery from noisy measurements. In particular, we generalize some of the existing results for the Gaussian case to subgaussian and other ensembles. An achievable result is presented…

Information Theory · Computer Science 2009-04-30 Paul Tune , Sibiraj Bhaskaran Pillai , Stephen Hanly

As an extension of orthogonal matching pursuit (OMP) improving the recovery performance of sparse signals, generalized OMP (gOMP) has recently been studied in the literature. In this paper, we present a new analysis of the gOMP algorithm…

Information Theory · Computer Science 2015-06-15 Jian Wang , Suhyuk Kwon , Ping Li , Byonghyo Shim

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

In the context of compressed sensing (CS), both Subspace Pursuit (SP) and Compressive Sampling Matching Pursuit (CoSaMP) are very important iterative greedy recovery algorithms which could reduce the recovery complexity greatly comparing…

Information Theory · Computer Science 2015-06-17 Chao-Bing Song , Shu-Tao Xia , Xin-ji Liu

Sparse recovery can recover sparse signals from a set of underdetermined linear measurements. Motivated by the need to monitor large-scale networks from a limited number of measurements, this paper addresses the problem of recovering sparse…

Information Theory · Computer Science 2015-03-20 Meng Wang , Weiyu Xu , Enrique Mallada , Ao Tang

The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

This work treats the recovery of sparse, binary signals through box-constrained basis pursuit using biased measurement matrices. Using a probabilistic model, we provide conditions under which the recovery of both sparse and saturated binary…

Numerical Analysis · Mathematics 2018-01-11 Axel Flinth , Sandra Keiper

The restricted isometry property (RIP) is a well-known matrix condition that provides state-of-the-art reconstruction guarantees for compressed sensing. While random matrices are known to satisfy this property with high probability,…

Functional Analysis · Mathematics 2012-02-24 Afonso S. Bandeira , Matthew Fickus , Dustin G. Mixon , Percy Wong

In the context of sketching for compressive mixture modeling, we revisit existing proofs of the Restricted Isometry Property of sketching operators with respect to certain mixtures models. After examining the shortcomings of existing…

Machine Learning · Statistics 2024-06-14 Ayoub Belhadji , Rémi Gribonval

A matrix $A \in \mathbb{C}^{q \times N}$ satisfies the restricted isometry property of order $k$ with constant $\varepsilon$ if it preserves the $\ell_2$ norm of all $k$-sparse vectors up to a factor of $1\pm \varepsilon$. We prove that a…

Data Structures and Algorithms · Computer Science 2015-10-14 Ishay Haviv , Oded Regev

We prove that quaternion Gaussian random matrices satisfy the restricted isometry property (RIP) with overwhelming probability. We also explain why the restricted isometry random variables (RIV) approach is not appropriate for drawing…

Probability · Mathematics 2017-05-01 Agnieszka Badeńska , Łukasz Błaszczyk

Compressive sensing involves the inversion of a mapping $SD \in \mathbb{R}^{m \times n}$, where $m < n$, $S$ is a sensing matrix, and $D$ is a sparisfying dictionary. The restricted isometry property is a powerful sufficient condition for…

Information Theory · Computer Science 2022-07-13 Jinn Ho , Wen-Liang Hwang

This paper provides a new tractable lower bound for the sparse recovery threshold of sensing matrices. This lower bound is used as a proxy to quantify the quality of sensing matrices in two different applications. First, it serves as…

Optimization and Control · Mathematics 2020-12-15 Mathieu Barré , Alexandre d'Aspremont