Oracle-order Recovery Performance of Greedy Pursuits with Replacement against General Perturbations

Applying the theory of compressive sensing in practice always takes different kinds of perturbations into consideration. In this paper, the recovery performance of greedy pursuits with replacement for sparse recovery is analyzed when both the measurement vector and the sensing matrix are contaminated with additive perturbations. Specifically, greedy pursuits with replacement include three algorithms, compressive sampling matching pursuit (CoSaMP), subspace pursuit (SP), and iterative hard thresholding (IHT), where the support estimation is evaluated and updated in each iteration. Based on restricted isometry property, a unified form of the error bounds of these recovery algorithms is derived under general perturbations for compressible signals. The results reveal that the recovery performance is stable against both perturbations. In addition, these bounds are compared with that of oracle recovery--- least squares solution with the locations of some largest entries in magnitude known a priori. The comparison shows that the error bounds of these algorithms only differ in coefficients from the lower bound of oracle recovery for some certain signal and perturbations, as reveals that oracle-order recovery performance of greedy pursuits with replacement is guaranteed. Numerical simulations are performed to verify the conclusions.Comment: 27 pages, 4 figures, 5 table

An optimal bifactor approximation algorithm for the metric uncapacitated facility location problem

We obtain a 1.5-approximation algorithm for the metric uncapacitated facility location problem (UFL), which improves on the previously best known 1.52-approximation algorithm by Mahdian, Ye and Zhang. Note, that the approximability lower bound by Guha and Khuller is 1.463. An algorithm is a {\em ($\lambda_f$,$\lambda_c$)-approximation algorithm} if the solution it produces has total cost at most $\lambda_f \cdot F^* + \lambda_c \cdot C^*$, where $F^*$ and $C^*$ are the facility and the connection cost of an optimal solution. Our new algorithm, which is a modification of the $(1+2/e)$-approximation algorithm of Chudak and Shmoys, is a (1.6774,1.3738)-approximation algorithm for the UFL problem and is the first one that touches the approximability limit curve $(\gamma_f, 1+2e^{-\gamma_f})$ established by Jain, Mahdian and Saberi. As a consequence, we obtain the first optimal approximation algorithm for instances dominated by connection costs. When combined with a (1.11,1.7764)-approximation algorithm proposed by Jain et al., and later analyzed by Mahdian et al., we obtain the overall approximation guarantee of 1.5 for the metric UFL problem. We also describe how to use our algorithm to improve the approximation ratio for the 3-level version of UFL.Comment: A journal versio

Stochastic subspace correction in Hilbert space

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is solved. we show that convergence rates for the expectation of the squared error can be guaranteed under weaker conditions than previously established in [Constr. Approx. 44:1 (2016), 121-139]. A connection to the theory of learning algorithms in reproducing kernel Hilbert spaces is revealed.Comment: 15 page