Rank Minimization over Finite Fields: Fundamental Limits and Coding-Theoretic Interpretations

This paper establishes information-theoretic limits in estimating a finite field low-rank matrix given random linear measurements of it. These linear measurements are obtained by taking inner products of the low-rank matrix with random sensing matrices. Necessary and sufficient conditions on the number of measurements required are provided. It is shown that these conditions are sharp and the minimum-rank decoder is asymptotically optimal. The reliability function of this decoder is also derived by appealing to de Caen's lower bound on the probability of a union. The sufficient condition also holds when the sensing matrices are sparse - a scenario that may be amenable to efficient decoding. More precisely, it is shown that if the n\times n-sensing matrices contain, on average, \Omega(nlog n) entries, the number of measurements required is the same as that when the sensing matrices are dense and contain entries drawn uniformly at random from the field. Analogies are drawn between the above results and rank-metric codes in the coding theory literature. In fact, we are also strongly motivated by understanding when minimum rank distance decoding of random rank-metric codes succeeds. To this end, we derive distance properties of equiprobable and sparse rank-metric codes. These distance properties provide a precise geometric interpretation of the fact that the sparse ensemble requires as few measurements as the dense one. Finally, we provide a non-exhaustive procedure to search for the unknown low-rank matrix.Comment: Accepted to the IEEE Transactions on Information Theory; Presented at IEEE International Symposium on Information Theory (ISIT) 201

Diagonal and Low-Rank Matrix Decompositions, Correlation Matrices, and Ellipsoid Fitting

In this paper we establish links between, and new results for, three problems that are not usually considered together. The first is a matrix decomposition problem that arises in areas such as statistical modeling and signal processing: given a matrix $X$ formed as the sum of an unknown diagonal matrix and an unknown low rank positive semidefinite matrix, decompose $X$ into these constituents. The second problem we consider is to determine the facial structure of the set of correlation matrices, a convex set also known as the elliptope. This convex body, and particularly its facial structure, plays a role in applications from combinatorial optimization to mathematical finance. The third problem is a basic geometric question: given points $v_1,v_2,...,v_n\in \R^k$ (where $n > k$) determine whether there is a centered ellipsoid passing \emph{exactly} through all of the points. We show that in a precise sense these three problems are equivalent. Furthermore we establish a simple sufficient condition on a subspace $U$ that ensures any positive semidefinite matrix $L$ with column space $U$ can be recovered from $D+L$ for any diagonal matrix $D$ using a convex optimization-based heuristic known as minimum trace factor analysis. This result leads to a new understanding of the structure of rank-deficient correlation matrices and a simple condition on a set of points that ensures there is a centered ellipsoid passing through them.Comment: 20 page

Flexible Memory Networks

Networks of neurons in some brain areas are flexible enough to encode new memories quickly. Using a standard firing rate model of recurrent networks, we develop a theory of flexible memory networks. Our main results characterize networks having the maximal number of flexible memory patterns, given a constraint graph on the network's connectivity matrix. Modulo a mild topological condition, we find a close connection between maximally flexible networks and rank 1 matrices. The topological condition is H_1(X;Z)=0, where X is the clique complex associated to the network's constraint graph; this condition is generically satisfied for large random networks that are not overly sparse. In order to prove our main results, we develop some matrix-theoretic tools and present them in a self-contained section independent of the neuroscience context.Comment: Accepted to Bulletin of Mathematical Biology, 11 July 201

Almost Lossless Analog Compression without Phase Information

We propose an information-theoretic framework for phase retrieval. Specifically, we consider the problem of recovering an unknown n-dimensional vector x up to an overall sign factor from m=Rn phaseless measurements with compression rate R and derive a general achievability bound for R. Surprisingly, it turns out that this bound on the compression rate is the same as the one for almost lossless analog compression obtained by Wu and Verd\'u (2010): Phaseless linear measurements are as good as linear measurements with full phase information in the sense that ignoring the sign of m measurements only leaves us with an ambiguity with respect to an overall sign factor of x

Improving compressed sensing with the diamond norm

In low-rank matrix recovery, one aims to reconstruct a low-rank matrix from a minimal number of linear measurements. Within the paradigm of compressed sensing, this is made computationally efficient by minimizing the nuclear norm as a convex surrogate for rank. In this work, we identify an improved regularizer based on the so-called diamond norm, a concept imported from quantum information theory. We show that -for a class of matrices saturating a certain norm inequality- the descent cone of the diamond norm is contained in that of the nuclear norm. This suggests superior reconstruction properties for these matrices. We explicitly characterize this set of matrices. Moreover, we demonstrate numerically that the diamond norm indeed outperforms the nuclear norm in a number of relevant applications: These include signal analysis tasks such as blind matrix deconvolution or the retrieval of certain unitary basis changes, as well as the quantum information problem of process tomography with random measurements. The diamond norm is defined for matrices that can be interpreted as order-4 tensors and it turns out that the above condition depends crucially on that tensorial structure. In this sense, this work touches on an aspect of the notoriously difficult tensor completion problem.Comment: 25 pages + Appendix, 7 Figures, published versio