TY - JOUR
T1 - Typical l1-recovery limit of sparse vectors represented by concatenations of random orthogonal matrices
AU - Kabashima, Yoshiyuki
AU - Vehkaperä, Mikko
AU - Chatterjee, Saikat
PY - 2012/12/1
Y1 - 2012/12/1
N2 - We consider the problem of recovering an N-dimensional sparse vector x from its linear transformation y=Dx of M (<N) dimensions. Minimization of the l1-norm of x under the constraint y=Dx is a standard approach for the recovery problem, and earlier studies report that the critical condition for typically successful l1-recovery is universal over a variety of randomly constructed matrices D. To examine the extent of the universality, we focus on the case in which D is provided by concatenating T=N/M matrices O 1,O2,...,OT drawn uniformly according to the Haar measure on the M×M orthogonal matrices. By using the replica method in conjunction with the development of an integral formula to handle the random orthogonal matrices, we show that the concatenated matrices can result in better recovery performance than that predicted by the universality when the density of non-zero signals is not uniform among the T matrix modules. The universal condition is reproduced for the special case of uniform non-zero signal densities. Extensive numerical experiments support the theoretical predictions.
AB - We consider the problem of recovering an N-dimensional sparse vector x from its linear transformation y=Dx of M (<N) dimensions. Minimization of the l1-norm of x under the constraint y=Dx is a standard approach for the recovery problem, and earlier studies report that the critical condition for typically successful l1-recovery is universal over a variety of randomly constructed matrices D. To examine the extent of the universality, we focus on the case in which D is provided by concatenating T=N/M matrices O 1,O2,...,OT drawn uniformly according to the Haar measure on the M×M orthogonal matrices. By using the replica method in conjunction with the development of an integral formula to handle the random orthogonal matrices, we show that the concatenated matrices can result in better recovery performance than that predicted by the universality when the density of non-zero signals is not uniform among the T matrix modules. The universal condition is reproduced for the special case of uniform non-zero signal densities. Extensive numerical experiments support the theoretical predictions.
KW - error correcting codes
KW - source and channel coding
KW - statistical inference
UR - http://www.scopus.com/inward/record.url?scp=84871207413&partnerID=8YFLogxK
U2 - 10.1088/1742-5468/2012/12/P12003
DO - 10.1088/1742-5468/2012/12/P12003
M3 - Article
AN - SCOPUS:84871207413
VL - 2012
JO - Journal of Statistical Mechanics: Theory and Experiment
JF - Journal of Statistical Mechanics: Theory and Experiment
SN - 1742-5468
IS - 12
M1 - P12003
ER -