Statistical RIP and Semi-Circle Distribution of Incoherent Dictionaries

In this paper we formulate and prove a statistical version of the Candes-Tao restricted isometry property (SRIP for short) which holds in general for any incoherent dictionary which is a disjoint union of orthonormal bases. In addition, we prove that, under appropriate normalization, the eigenvalues of the associated Gram matrix fluctuate around 1 according to the Wigner semicircle distribution. The result is then applied to various dictionaries that arise naturally in the setting of finite harmonic analysis, giving, in particular, a better understanding on a remark of Applebaum-Howard-Searle-Calderbank concerning RIP for the Heisenberg dictionary of chirp like functions.Comment: This version Includes all the proofs. Submitted for publication (2009

Compressive neural representation of sparse, high-dimensional probabilities

This paper shows how sparse, high-dimensional probability distributions could be represented by neurons with exponential compression. The representation is a novel application of compressive sensing to sparse probability distributions rather than to the usual sparse signals. The compressive measurements correspond to expected values of nonlinear functions of the probabilistically distributed variables. When these expected values are estimated by sampling, the quality of the compressed representation is limited only by the quality of sampling. Since the compression preserves the geometric structure of the space of sparse probability distributions, probabilistic computation can be performed in the compressed domain. Interestingly, functions satisfying the requirements of compressive sensing can be implemented as simple perceptrons. If we use perceptrons as a simple model of feedforward computation by neurons, these results show that the mean activity of a relatively small number of neurons can accurately represent a high-dimensional joint distribution implicitly, even without accounting for any noise correlations. This comprises a novel hypothesis for how neurons could encode probabilities in the brain.Comment: 9 pages, 4 figure

Random Subdictionaries and Coherence Conditions for Sparse Signal Recovery

The most frequently used condition for sampling matrices employed in compressive sampling is the restricted isometry (RIP) property of the matrix when restricted to sparse signals. At the same time, imposing this condition makes it difficult to find explicit matrices that support recovery of signals from sketches of the optimal (smallest possible)dimension. A number of attempts have been made to relax or replace the RIP property in sparse recovery algorithms. We focus on the relaxation under which the near-isometry property holds for most rather than for all submatrices of the sampling matrix, known as statistical RIP or StRIP condition. We show that sampling matrices of dimensions $m\times N$ with maximum coherence $\mu=O((k\log^3 N)^{-1/4})$ and mean square coherence $\bar \mu^2=O(1/(k\log N))$ support stable recovery of $k$-sparse signals using Basis Pursuit. These assumptions are satisfied in many examples. As a result, we are able to construct sampling matrices that support recovery with low error for sparsity $k$ higher than $\sqrt m,$ which exceeds the range of parameters of the known classes of RIP matrices