arXiv · 1707.01775
Effective Condition Number Bounds for Convex Regularization
Abstract
We derive bounds relating Renegar's condition number to quantities that govern the statistical performance of convex regularization in settings that include the $\ell_1$-analysis setting. Using results from conic integral geometry, we show that the bounds can be made to depend only on a random projection, or restriction, of the analysis operator to a lower dimensional space, and can still be effective if these operators are ill-conditioned. As an application, we get new bounds for the undersampling phase transition of composite convex regularizers. Key tools in the analysis are Slepian's inequality and the kinematic formula from integral geometry.
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Dennis Amelunxen, Martin Lotz, Jake Walvin. 2017-07-05. Effective Condition Number Bounds for Convex Regularization. https://arxiv.org/abs/1707.01775
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