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Sparse recovery with pre-Gaussian random matrices

Tom 200 / 2010

Studia Mathematica 200 (2010), 91-102 MSC: Primary 15B52; Secondary 60B20, 46B09, 94A12. DOI: 10.4064/sm200-1-6

Streszczenie

For an $m \times N$ underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the $s$-sparse solutions of the system can be found by $\ell_1$-minimization under the optimal condition $m \ge c s \ln(e N /s)$. The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the $\ell_1$-norm and the outer norm depends on probability distributions.

Autorzy

• Simon FoucartLaboratoire J.-L. Lions
Université Pierre et Marie Curie
75013 Paris, France
e-mail
• Ming-Jun LaiDepartment of Mathematics
University of Georgia
Athens, GA 30602, U.S.A.
e-mail

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