Emergent Mind

Small coherence implies the weak Null Space Property

(1606.09193)
Published Jun 29, 2016 in math.ST , stat.ML , and stat.TH

Abstract

In the Compressed Sensing community, it is well known that given a matrix $X \in \mathbb R{n\times p}$ with $\ell2$ normalized columns, the Restricted Isometry Property (RIP) implies the Null Space Property (NSP). It is also well known that a small Coherence $\mu$ implies a weak RIP, i.e. the singular values of $XT$ lie between $1-\delta$ and $1+\delta$ for "most" index subsets $T \subset {1,\ldots,p}$ with size governed by $\mu$ and $\delta$. In this short note, we show that a small Coherence implies a weak Null Space Property, i.e. $\Vert hT\Vert2 \le C \ \Vert h{Tc}\Vert1/\sqrt{s}$ for most $T \subset {1,\ldots,p}$ with cardinality $|T|\le s$. We moreover prove some singular value perturbation bounds that may also prove useful for other applications.

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