Title :
On the minimal number of measurements in low-rank matrix recovery
Author :
Kabanava, Maryia ; Rauhut, Holger ; Terstiege, Ulrich
Author_Institution :
Dept. of Math., RWTH Aachen Univ., Aachen, Germany
Abstract :
In this paper we present a new way to obtain a bound on the number of measurements sampled from certain distributions that guarantee uniform stable and robust recovery of low-rank matrices. The recovery guarantees are characterized by a stable and robust version of the null space property and verifying this condition can be reduced to the problem of obtaining a lower bound for a quantity of the form infxϵT||Ax||2. Gordon´s escape through a mesh theorem provides such a bound with explicit constants for Gaussian measurements. Mendelson´s small ball method allows to cover the significantly more general case of measurements generated by independent identically distributed random variables with finite fourth moment.
Keywords :
matrix algebra; measurement theory; statistical distributions; Gaussian measurements; Gordon; Mendelson; finite fourth moment; low-rank matrices; low-rank matrix recovery; mesh theorem; Atmospheric measurements; Measurement uncertainty; Minimization; Null space; Particle measurements; Robustness; Standards;
Conference_Titel :
Sampling Theory and Applications (SampTA), 2015 International Conference on
Conference_Location :
Washington, DC
DOI :
10.1109/SAMPTA.2015.7148917