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arXiv 1707.01775math.NAcs.NA
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凸正则化的有效条件数界

Effective Condition Number Bounds for Convex Regularization

Dennis Amelunxen, Martin Lotz, Jake Walvin

摘要:

我们推导出的界限有关Renegar的条件数的数量,管理凸正则化的设置,包括$\ell_1$分析设置的统计性能。使用圆锥积分几何的结果,我们表明,边界可以只依赖于一个随机的投影,或限制,分析运营商的低维空间,仍然可以有效,如果这些运营商是病态的。作为应用,我们得到了复合凸正则化子欠采样相变的新的界。分析的关键工具是Slepian不等式和积分几何的运动学公式。

英文摘要:

We derive bounds relating Renegar's condition number to quantities that govern the statistical performance of convex regularization in settings that include the $\ell_1$-analysis setting. Using results from conic integral geometry, we show that the bounds can be made to depend only on a random projection, or restriction, of the analysis operator to a lower dimensional space, and can still be effective if these operators are ill-conditioned. As an application, we get new bounds for the undersampling phase transition of composite convex regularizers. Key tools in the analysis are Slepian's inequality and the kinematic formula from integral geometry.

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