Slide 30
Slide 30 text
14 / 30
A key quantity: Minimum conic singular value
Consider the generalized basis pursuit
min
x2Rn
f(x) s.t. ky Axk
2
⌘, (BPf
⌘
)
f : Rn ! R is convex, supposed to reflect the “low complexity” of the signal x
0
.
[Chandrasekaran et al. 2012, Tropp 2015]
A deterministic error bound for (BPf
⌘
)
(a) If ⌘ = 0,
exact recovery of x
0
by solving BPf
⌘=0
()
min
(A; D^(f, x
0
)) > 0
(b) In addition, any solution ˆ
x of (BPf
⌘
) satisfies
x
0
ˆ
x
2
2⌘
min
(A; D^(f, x
0
))
. (4)
I
min
(A; D^(f, x
0
)) can be NP-hard to compute
I But there exists an estimate in the sub-Gaussian case!
I Through the Gordon’s Escape Through a Mesh theorem