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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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48 results for Restricted Isometry Property

Matrices satisfying the Restricted Isometry Property (RIP) play an important role in the areas of compressed sensing and statistical learning. RIP matrices with optimal parameters are mainly obtained via probabilistic arguments, as explicit constructions seem hard. It is therefore interesting to ask whether a fixed mat…

2019-04-11abs ↗pdf ↗

Sign-RIP improves robust low-rank matrix recovery by preserving norms even with corrupted measurements.

problem Robust low-rank matrix recovery in the presence of corrupted measurements.
method Proposed Sign-RIP, a robust restricted isometry property.
result Sign-RIP guarantees uniform convergence of subdifferentials in robust low-rank matrix recovery.

New analysis proves sketching operators' RIP guarantees for mixture models without importance sampling.

problem Proving sketching operators' Restricted Isometry Property (RIP) for mixture models without assuming importance sampling.
method Proposed alternative analysis based on new deterministic bounds and concentration inequalities.
result Theoretical guarantees for sketching operators without importance sampling.

The paper analyzes conditions for solving low-rank matrix recovery problems with noisy measurements.

problem Low-rank matrix recovery with corrupted measurements.
method Analysis of the restricted isometry property (RIP) and local search methods.
result Sharp bounds on the maximum distance between local minimizers and the ground truth.

This paper investigates the average-case time complexity of certifying RIP matrices.

problem Certifying the restricted isometry property (RIP) for large sparsity levels in random Gaussian matrices.
method Analysis of the low-degree likelihood ratio to determine the average-case time complexity.
result Subexponential runtime of NildeΩ(s2/M)N^{ ildeΩ(s^2/M)} is required for certifying RIP matrices.

We generalize the natural cross ratio on the ideal boundary of a rank one symmetric spaces, or even CAT(1)\mathrm{CAT}(-1) space, to higher rank symmetric spaces and (non-locally compact) Euclidean buildings - we obtain vector valued cross ratios defined on simplices of the building at infinity. We show several properties …

2017-01-31abs ↗pdf ↗

Nonnegative low-rank matrix recovery can have spurious local minima.

problem Nonnegative low-rank matrix recovery problems can have spurious local minima.
method Investigated projected gradient methods for nonnegative low-rank recovery problems.
result Benign nonconvexity holds in the fully-observed case with RIP constant δ=0 but fails in the partially-observed case and higher-rank ground truths.

Gradient descent solves asymmetric low-rank matrix sensing without balancing.

problem Recovering asymmetric low-rank matrices from linear measurements.
method Gradient descent with spectral initialization, avoiding balancing term.
result Gradient descent converges linearly without balancing, factors stay balanced.

Paper analyzes noisy low-rank matrix optimization, improving RIP bounds and convergence rates.

problem Noisy low-rank matrix optimization with general objective functions.
method Develops new mathematical framework and proves convergence rate under RIP condition.
result Any spurious local solution is close to ground truth when RIP constant is less than 1/3.

When the linear measurements of an instance of low-rank matrix recovery satisfy a restricted isometry property (RIP)---i.e. they are approximately norm-preserving---the problem is known to contain no spurious local minima, so exact recovery is guaranteed. In this paper, we show that moderate RIP is not enough to elimin…

2018-05-25abs ↗pdf ↗

Oracle inequalities and variable selection properties for the Lasso in linear models have been established under a variety of different assumptions on the design matrix. We show in this paper how the different conditions and concepts relate to each other. The restricted eigenvalue condition (Bickel et al., 2009) or the…

2009-10-05abs ↗pdf ↗

We present a theory for Euclidean dimensionality reduction with subgaussian matrices which unifies several restricted isometry property and Johnson-Lindenstrauss type results obtained earlier for specific data sets. In particular, we recover and, in several cases, improve results for sets of sparse and structured spars…

2014-02-17abs ↗pdf ↗

A number of recent work studied the effectiveness of feature selection using Lasso. It is known that under the restricted isometry properties (RIP), Lasso does not generally lead to the exact recovery of the set of nonzero coefficients, due to the looseness of convex relaxation. This paper considers the feature selecti…

2011-06-03abs ↗pdf ↗

The paper validates a method for recovering over-parameterized matrices and images from noisy measurements.

problem Recovering a low-rank matrix from noisy measurements when the rank is unknown.
method Using gradient descent with small random initialization on a nonconvex objective function built from a rank-overspecified factored representation of the matrix variable.
result Gradient descent iterations converge to the ground-truth matrix under certain conditions and can be stopped efficiently to detect a nearly optimal estimator.

Paper proposes compressive ICA algorithms for ICA model.

problem Efficiently solving ICA model with reduced memory and computational complexity.
method Compressive learning approach to ICA model, proving existence of compressive ICA scheme, proposing two algorithms (IPG and ASD).
result Proposed algorithms achieve substantial memory gains over well-known ICA algorithms.

In a recent paper, it is shown that the LASSO algorithm exhibits "near-ideal behavior," in the following sense: Suppose y=Az+ηy = Az + η where AA satisfies the restricted isometry property (RIP) with a sufficiently small constant, and η2ε\Vert η\Vert_2 \leq ε. Then minimizing z1\Vert z \Vert_1 subject to $\Vert y - Az \Ver…

2014-01-26abs ↗pdf ↗

The fused lasso is analyzed for high-dimensional piecewise-constant regression coefficients.

problem Estimation of high-dimensional piecewise-constant regression coefficients.
method Formulated a restricted isometry condition for the fused lasso estimator and derived estimation bounds.
result The estimation error can be dominated by either the lasso or the fused lasso rate, depending on the number of non-zero coefficients and piece-wise constant segments.

In this paper we develop a complete theory of factorization for isometries of hyperbolic 4-space. Of special interest is the case where a pair of isometries is linked, that is, when a pair of isometries can be expressed each as compositions of two involutions, one of which is common to both isometries. Here we develop …

2013-11-25abs ↗pdf ↗

In this paper we show that for the purposes of dimensionality reduction certain class of structured random matrices behave similarly to random Gaussian matrices. This class includes several matrices for which matrix-vector multiply can be computed in log-linear time, providing efficient dimensionality reduction of gene…

2015-06-11abs ↗pdf ↗

We prove a Lipschitz-Volume rigidity theorem in Alexandrov geometry, that is, if a 1-Lipschitz map f ⁣:X=⨿XYf\colon X=\amalg X_\ell\to Y between Alexandrov spaces preserves volume, then it is a path isometry and an isometry when restricted to the interior of XX. We furthermore characterize the metric structure on YY with re…

2011-10-25abs ↗pdf ↗

Paper analyzes and improves GPSP algorithm for block sparse signal recovery.

problem Recovering block sparse signals from noisy data.
method Group Projected Subspace Pursuit (GPSP) with convergence analysis and feature selection criteria.
result GPSP exactly recovers true block sparse signals under certain conditions.

In the Compressed Sensing community, it is well known that given a matrix XRn×pX \in \mathbb R^{n\times p} with 2\ell_2 normalized columns, the Restricted Isometry Property (RIP) implies the Null Space Property (NSP). It is also well known that a small Coherence μμ implies a weak RIP, i.e. the singular values of XTX_T l…

2016-06-29abs ↗pdf ↗

It is natural to ask: what kinds of matrices satisfy the Restricted Eigenvalue (RE) condition? In this paper, we associate the RE condition (Bickel-Ritov-Tsybakov 09) with the complexity of a subset of the sphere in Rp\R^p, where pp is the dimensionality of the data, and show that a class of random matrices with indep…

2009-12-21abs ↗pdf ↗

New algorithms for efficient learning with long-term rewards in contextual bandits.

problem Efficient learning with long-term rewards in contextual bandits.
method Proposes new algorithms leveraging sparsity to discover dependence patterns and arm parameters.
result Regret upper bounds for data-poor and data-rich regimes, showing improved sample complexity.

A manifold is locally \emph{kk-fold symmetric}, if for any point and any kk-dimensional vector subspace tangent to this point there exists a local isometry such that this point is a fixed point and the differential of the isometry restricted to that kk-dimensional vector subspace is minus the identity. We show that …

2016-07-19abs ↗pdf ↗

The paper proves properties of strain tensors on surfaces with changing Gauss curvature.

problem Regularity of solutions to strain tensor equations on surfaces with variable Gauss curvature.
method Proof of regularity, density property, and matching property.
result Established matching property and density of smooth infinitesimal isometries.

The paper defines quasi-isometry for almost contact metric manifolds and explores its properties.

problem Understanding quasi-isometry in almost contact metric manifolds.
method Definition and study of quasi-isometry for almost contact metric manifolds.
result Established a relation between scalar curvature and quasi-isometric constants.

A Jacobi field on a Riemannian manifold M is defined along a geodesic. We generalize this notion to an arbitrary smooth curve, and call it an infinitesimal isometry along the curve. We give two approaches to this: 1) compute the complete prolongation of the Killing equation and then restrict to the curve, and 2) comput…

2009-06-04abs ↗pdf ↗

Study on holomorphic isometries between complex domains, revealing geometric properties.

problem Characterizing holomorphic isometries between bounded symmetric domains.
method Analyzing holomorphic isometries between complex unit ball and other bounded symmetric domains, using classical results for complex-analytic subvarieties of Stein manifolds.
result Images of holomorphic isometries have specific geometric properties, including intersections with affine-linear subspaces.

The study examines almost Ricci-Yamabe solitons on almost Kenmotsu manifolds and their properties.

problem Characterizing almost Ricci-Yamabe solitons on almost Kenmotsu manifolds.
method Analyzing the conditions for almost Ricci-Yamabe solitons to be η-Einstein and proving local isometry for certain manifolds.
result Properties of almost Ricci-Yamabe solitons on (2n+1)(2n+1)-dimensional (κ,μ)(κ, μ)'-AKMs.