Open Access
December 2018 Improved bounds for sparse recovery from subsampled random convolutions
Shahar Mendelson, Holger Rauhut, Rachel Ward
Ann. Appl. Probab. 28(6): 3491-3527 (December 2018). DOI: 10.1214/18-AAP1391

Abstract

We study the recovery of sparse vectors from subsampled random convolutions via $\ell_{1}$-minimization. We consider the setup in which both the subsampling locations as well as the generating vector are chosen at random. For a sub-Gaussian generator with independent entries, we improve previously known estimates: if the sparsity $s$ is small enough, that is, $s\lesssim\sqrt{n/\log(n)}$, we show that $m\gtrsim s\log(en/s)$ measurements are sufficient to recover $s$-sparse vectors in dimension $n$ with high probability, matching the well-known condition for recovery from standard Gaussian measurements. If $s$ is larger, then essentially $m\geq s\log^{2}(s)\log(\log(s))\log(n)$ measurements are sufficient, again improving over previous estimates. Our results are shown via the so-called robust null space property which is weaker than the standard restricted isometry property. Our method of proof involves a novel combination of small ball estimates with chaining techniques which should be of independent interest.

Citation

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Shahar Mendelson. Holger Rauhut. Rachel Ward. "Improved bounds for sparse recovery from subsampled random convolutions." Ann. Appl. Probab. 28 (6) 3491 - 3527, December 2018. https://doi.org/10.1214/18-AAP1391

Information

Received: 1 October 2016; Revised: 1 March 2018; Published: December 2018
First available in Project Euclid: 8 October 2018

zbMATH: 06994398
MathSciNet: MR3861818
Digital Object Identifier: 10.1214/18-AAP1391

Subjects:
Primary: 94A20
Secondary: 60B20

Keywords: Circulant matrix , compressive sensing , generic chaining , small ball estimates , Sparsity

Rights: Copyright © 2018 Institute of Mathematical Statistics

Vol.28 • No. 6 • December 2018
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