Upper-bounding -optimization weak thresholds
arXiv:1303.7289
Abstract
In our recent work \cite{StojnicCSetam09} we considered solving under-determined systems of linear equations with sparse solutions. In a large dimensional and statistical context we proved that if the number of equations in the system is proportional to the length of the unknown vector then there is a sparsity (number of non-zero elements of the unknown vector) also proportional to the length of the unknown vector such that a polynomial -optimization technique succeeds in solving the system. We provided lower bounds on the proportionality constants that are in a solid numerical agreement with what one can observe through numerical experiments. Here we create a mechanism that can be used to derive the upper bounds on the proportionality constants. Moreover, the upper bounds obtained through such a mechanism match the lower bounds from \cite{StojnicCSetam09} and ultimately make the latter ones optimal.
arXiv admin note: text overlap with arXiv:0907.3666
References in corpus (7)
- Observed Universality of Phase Transitions in High-Dimensional Geometry, with Implications for Modern Data Analysis and Signal Processing
- Sharp thresholds for high-dimensional and noisy recovery of sparsity
- On Verifiable Sufficient Conditions for Sparse Signal Recovery via Minimization
- On Low Rank Matrix Approximations with Applications to Synthesis Problem in Compressed Sensing
- Various thresholds for -optimization in compressed sensing
- Subspace Pursuit for Compressive Sensing Signal Reconstruction
- Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling
Cited by in corpus (5)
- A framework to characterize performance of LASSO algorithms
- The Gaussian min-max theorem in the Presence of Convexity
- Precise Error Analysis of Regularized M-estimators in High-dimensions
- Universality in Learning from Linear Measurements
- Sharp global convergence guarantees for iterative nonconvex optimization: A Gaussian process perspective