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arxiv: 1407.3716 · v2 · pith:7G4FTI2Dnew · submitted 2014-07-14 · 💻 cs.IT · math.IT· stat.ML

Performance Guarantees for Schatten-p Quasi-Norm Minimization in Recovery of Low-Rank Matrices

classification 💻 cs.IT math.ITstat.ML
keywords minimizationmatricesquasi-normrecoveryconditionguaranteeslow-rankschatten-
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We address some theoretical guarantees for Schatten-$p$ quasi-norm minimization ($p \in (0,1]$) in recovering low-rank matrices from compressed linear measurements. Firstly, using null space properties of the measurement operator, we provide a sufficient condition for exact recovery of low-rank matrices. This condition guarantees unique recovery of matrices of ranks equal or larger than what is guaranteed by nuclear norm minimization. Secondly, this sufficient condition leads to a theorem proving that all restricted isometry property (RIP) based sufficient conditions for $\ell_p$ quasi-norm minimization generalize to Schatten-$p$ quasi-norm minimization. Based on this theorem, we provide a few RIP-based recovery conditions.

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