88 research outputs found
Noisy Subspace Clustering via Thresholding
We consider the problem of clustering noisy high-dimensional data points into
a union of low-dimensional subspaces and a set of outliers. The number of
subspaces, their dimensions, and their orientations are unknown. A
probabilistic performance analysis of the thresholding-based subspace
clustering (TSC) algorithm introduced recently in [1] shows that TSC succeeds
in the noisy case, even when the subspaces intersect. Our results reveal an
explicit tradeoff between the allowed noise level and the affinity of the
subspaces. We furthermore find that the simple outlier detection scheme
introduced in [1] provably succeeds in the noisy case.Comment: Presented at the IEEE Int. Symp. Inf. Theory (ISIT) 2013, Istanbul,
Turkey. The version posted here corrects a minor error in the published
version. Specifically, the exponent -c n_l in the success probability of
Theorem 1 and in the corresponding proof outline has been corrected to
-c(n_l-1
Joint Sparsity with Different Measurement Matrices
We consider a generalization of the multiple measurement vector (MMV)
problem, where the measurement matrices are allowed to differ across
measurements. This problem arises naturally when multiple measurements are
taken over time, e.g., and the measurement modality (matrix) is time-varying.
We derive probabilistic recovery guarantees showing that---under certain (mild)
conditions on the measurement matrices---l2/l1-norm minimization and a variant
of orthogonal matching pursuit fail with a probability that decays
exponentially in the number of measurements. This allows us to conclude that,
perhaps surprisingly, recovery performance does not suffer from the individual
measurements being taken through different measurement matrices. What is more,
recovery performance typically benefits (significantly) from diversity in the
measurement matrices; we specify conditions under which such improvements are
obtained. These results continue to hold when the measurements are subject to
(bounded) noise.Comment: Allerton 201
Subspace clustering of dimensionality-reduced data
Subspace clustering refers to the problem of clustering unlabeled
high-dimensional data points into a union of low-dimensional linear subspaces,
assumed unknown. In practice one may have access to dimensionality-reduced
observations of the data only, resulting, e.g., from "undersampling" due to
complexity and speed constraints on the acquisition device. More pertinently,
even if one has access to the high-dimensional data set it is often desirable
to first project the data points into a lower-dimensional space and to perform
the clustering task there; this reduces storage requirements and computational
cost. The purpose of this paper is to quantify the impact of
dimensionality-reduction through random projection on the performance of the
sparse subspace clustering (SSC) and the thresholding based subspace clustering
(TSC) algorithms. We find that for both algorithms dimensionality reduction
down to the order of the subspace dimensions is possible without incurring
significant performance degradation. The mathematical engine behind our
theorems is a result quantifying how the affinities between subspaces change
under random dimensionality reducing projections.Comment: ISIT 201
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