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arXiv 1602.04396cs.ITmath.IT
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稳定矩阵恢复的最佳样本复杂度

Optimal Sample Complexity for Stable Matrix Recovery

Yanjun Li, Kiryung Lee, Yoram Bresler

摘要:

人们在稀疏恢复和低秩矩阵恢复的理论和算法方面进行了大量的研究。本文填补了基质回收的理论空白:稳定回收的最佳样品复杂性没有常数或对数因子。我们对待稀疏性,低秩,并可能在同一框架内的其他吝啬的结构:约束集,有小的覆盖数或Minkowski尺寸。我们考虑三种类型的随机测量矩阵(非结构化,秩-1,和对称秩-1矩阵),满足一些温和的条件下的概率分布。在所有这些情况下,我们证明了一个基本的结果-恢复矩阵的简约结构,使用最佳(或接近最佳)的测量数,是稳定的概率很高。

英文摘要:

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 without constants or log factors. We treat sparsity, low-rankness, and potentially other parsimonious structures within the same framework: constraint sets that have small covering numbers or Minkowski dimensions. 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 result -- the recovery of matrices with parsimonious structures, using an optimal (or near optimal) number of measurements, is stable with high probability.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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