Various thresholds for ell₁-optimization in compressed sensing
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Recently, \cite{CRT,DonohoPol} theoretically analyzed the success of a polynomial $\ell_1$-optimization algorithm in solving an under-determined system of linear equations. In a large dimensional and statistical context \cite{CRT,DonohoPol} proved that if the number of equations (measurements in the compressed sensing terminology) in the system is proportional to the length of the unknown vector then there is a sparsity (number of non-zero elements of the unknown vector) also proportional to the length of the unknown vector such that $\ell_1$-optimization succeeds in solving the system. In this paper, we provide an alternative performance analysis of $\ell_1$-optimization and obtain the proportionality constants that in certain cases match or improve on the best currently known ones from \cite{DonohoPol,DT}.
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High-Dimensional Statistics: Reflections on Progress and Open Problems
A survey synthesizing representative advances, common themes, and open problems in high-dimensional statistics while pointing to key entry-point works.
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