Mathematics – Statistics Theory
Scientific paper
2006-08-27
Mathematics
Statistics Theory
15 pages; no figures; submitted
Scientific paper
We present a simple solution to a question posed by Candes, Romberg and Tao on the uniform uncertainty principle for Bernoulli random matrices. More precisely, we show that a rectangular k*n random subgaussian matrix (with k < n) has the property that by arbitrarily extracting any m (with m < k) columns, the resulting submatrices are arbitrarily close to (multiples of) isometries of a Euclidean space. We obtain the optimal estimate for m as a function of k,n and the degree of "closeness" to an isometry. We also give a short and self-contained solution of the reconstruction problem for sparse vectors.
Mendelson Shahar
Pajor Alain
Tomczak-Jaegermann Nicole
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