78 research outputs found
The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing
This paper deals with the computational complexity of conditions which
guarantee that the NP-hard problem of finding the sparsest solution to an
underdetermined linear system can be solved by efficient algorithms. In the
literature, several such conditions have been introduced. The most well-known
ones are the mutual coherence, the restricted isometry property (RIP), and the
nullspace property (NSP). While evaluating the mutual coherence of a given
matrix is easy, it has been suspected for some time that evaluating RIP and NSP
is computationally intractable in general. We confirm these conjectures by
showing that for a given matrix A and positive integer k, computing the best
constants for which the RIP or NSP hold is, in general, NP-hard. These results
are based on the fact that determining the spark of a matrix is NP-hard, which
is also established in this paper. Furthermore, we also give several complexity
statements about problems related to the above concepts.Comment: 13 pages; accepted for publication in IEEE Trans. Inf. Theor
Certifying the restricted isometry property is hard
This paper is concerned with an important matrix condition in compressed
sensing known as the restricted isometry property (RIP). We demonstrate that
testing whether a matrix satisfies RIP is NP-hard. As a consequence of our
result, it is impossible to efficiently test for RIP provided P \neq NP
Sparse bayesian polynomial chaos approximations of elasto-plastic material models
In this paper we studied the uncertainty quantification in a functional approximation form of elastoplastic models parameterised by material uncertainties. The problem of estimating the polynomial chaos coefficients is recast in a linear regression form by taking into consideration the possible sparsity of the solution. Departing from the classical optimisation point of view, we take a slightly different path by solving the problem in a Bayesian manner with the help of new spectral based sparse Kalman filter algorithms
Computational Complexity of Certifying Restricted Isometry Property
Given a matrix with rows, a number , and , is
-RIP (Restricted Isometry Property) if, for any vector , with at most non-zero co-ordinates, In many applications, such as
compressed sensing and sparse recovery, it is desirable to construct RIP
matrices with a large and a small . Given the efficacy of random
constructions in generating useful RIP matrices, the problem of certifying the
RIP parameters of a matrix has become important.
In this paper, we prove that it is hard to approximate the RIP parameters of
a matrix assuming the Small-Set-Expansion-Hypothesis. Specifically, we prove
that for any arbitrarily large constant and any arbitrarily small
constant , there exists some such that given a matrix , it
is SSE-Hard to distinguish the following two cases:
- (Highly RIP) is -RIP.
- (Far away from RIP) is not -RIP.
Most of the previous results on the topic of hardness of RIP certification
only hold for certification when . In practice, it is of interest
to understand the complexity of certifying a matrix with being close
to , as it suffices for many real applications to have matrices
with . Our hardness result holds for any constant
. Specifically, our result proves that even if is indeed very
small, i.e. the matrix is in fact \emph{strongly RIP}, certifying that the
matrix exhibits \emph{weak RIP} itself is SSE-Hard.
In order to prove the hardness result, we prove a variant of the Cheeger's
Inequality for sparse vectors
High-Girth Matrices and Polarization
The girth of a matrix is the least number of linearly dependent columns, in
contrast to the rank which is the largest number of linearly independent
columns. This paper considers the construction of {\it high-girth} matrices,
whose probabilistic girth is close to its rank. Random matrices can be used to
show the existence of high-girth matrices with constant relative rank, but the
construction is non-explicit. This paper uses a polar-like construction to
obtain a deterministic and efficient construction of high-girth matrices for
arbitrary fields and relative ranks. Applications to coding and sparse recovery
are discussed
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