Optimal sample complexity for stable matrix recovery

Yanjun Li, Kiryung Lee, Yoram Bresler

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper establishes (near) optimal sample complexities for stable matrix recovery without constants or log factors. We treat sparsity, low-rankness, and other parsimonious structures within the same framework: constraint sets that have small covering numbers or Minkowski dimensions, which include notoriously challenging cases such as simultaneously sparse and low-rank matrices. We consider three types of random measurement matrices (unstructured, rank-1, and symmetric rank-1 matrices), following probability distributions that satisfy some mild conditions. In all these cases, we prove a fundamental achievability result - the recovery of matrices with parsimonious structures, using an optimal (or near optimal) number of measurements, is stable with high probability.

Original languageEnglish (US)
Title of host publicationProceedings - ISIT 2016; 2016 IEEE International Symposium on Information Theory
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages81-85
Number of pages5
ISBN (Electronic)9781509018062
DOIs
StatePublished - Aug 10 2016
Event2016 IEEE International Symposium on Information Theory, ISIT 2016 - Barcelona, Spain
Duration: Jul 10 2016Jul 15 2016

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
Volume2016-August
ISSN (Print)2157-8095

Other

Other2016 IEEE International Symposium on Information Theory, ISIT 2016
CountrySpain
CityBarcelona
Period7/10/167/15/16

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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  • Cite this

    Li, Y., Lee, K., & Bresler, Y. (2016). Optimal sample complexity for stable matrix recovery. In Proceedings - ISIT 2016; 2016 IEEE International Symposium on Information Theory (pp. 81-85). [7541265] (IEEE International Symposium on Information Theory - Proceedings; Vol. 2016-August). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ISIT.2016.7541265