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A Simple Proof of the Restricted Isometry Property for Random Matrices-英文文献
Constr Approx
DOI 10.1007/s00365-007-9003-x
A Simple Proof of the Restricted Isometry Property
for Random Matrices
Richard Baraniuk · Mark Davenport ·
Ronald DeVore · Michael Wakin
Received: 17 May 2006 / Revised: 18 January 2007 / Accepted: 5 February 2007
© Springer Science+Business Media, LLC 2008
Abstract We give a simple technique for verifying the Restricted Isometry Property
(as introduced by Candès and Tao) for random matrices that underlies Compressed
Sensing. Our approach has two main ingredients: (i) concentration inequalities for
random inner products that have recently provided algorithmically simple proofs of
the Johnson–Lindenstrauss lemma; and (ii) covering numbers for finite-dimensional
balls in Euclidean space. This leads to an elementary proof of the Restricted Isometry
Property and brings out connections between Compressed Sensing and the Johnson–
Lindenstrauss lemma. As a result, we obtain simple and direct proofs of Kashin’s
theorems on widths of finite balls in Euclidean space (and their improvements due
to Gluskin) and proofs of the existence of optimal Compressed Sensing measure-
ment matrices. In the process, we also prove that these measurements have a certain
universality with respect to the sparsity-inducing basis.
Communicated by Emmanuel J. Candès.
R. Baraniuk · M. Davenport
Department of Electrical and Computer Engineering, Rice University, MS-380, 6100 Main Street,
Houston, TX 77005, USA
R. Baraniuk
e-mail: richb@rice.edu
M. Davenport
e-mail: md@rice.edu
R. DeVore ( )
Industrial Mathematics Institute, Department of Mathematics and Statistics, University of South
Carolina, Columbia, SC 29208, USA
e-mail: devore@math.sc.edu
M. Wakin
Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor,
MI 48109, USA
e-mail: wakin@umich.edu
Constr Approx
Keywords Compressed sensing ·
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