Effective Condition Number Bounds for Convex Regularization
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
Original language | English |
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Pages (from-to) | 2501-2516 |
Journal / Publication | IEEE Transactions on Information Theory |
Volume | 66 |
Issue number | 4 |
Online published | 10 Jan 2020 |
Publication status | Published - Apr 2020 |
Link(s)
Abstract
We derive bounds relating Renegar's condition number to quantities that govern the statistical performance of convex regularization in settings that include the l(1)-analysis setting. Using results from conic integral geometry, we show that the bounds can be made to depend only on a random projection, or restriction, of the analysis operator to a lower dimensional space, and can still be effective if these operators are ill-conditioned. As an application, we get new bounds for the undersampling phase transition of composite convex regularizers. Key tools in the analysis are Slepian's inequality and the kinematic formula from integral geometry.
Research Area(s)
- Convex regularization, compressed sensing, integral geometry, convex optimization, dimension reduction, PHASE-TRANSITIONS, COMPLEXITY
Citation Format(s)
Effective Condition Number Bounds for Convex Regularization. / Amelunxen, Dennis; Lotz, Martin; Walvin, Jake.
In: IEEE Transactions on Information Theory, Vol. 66, No. 4, 04.2020, p. 2501-2516.
In: IEEE Transactions on Information Theory, Vol. 66, No. 4, 04.2020, p. 2501-2516.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review