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Licensed Unlicensed Requires Authentication Published by De Gruyter May 15, 2018

Sparse reconstruction with multiple Walsh matrices

  • Enrico Au-Yeung EMAIL logo

Abstract

The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much lower-dimensional vector space. This is the setting of compressed sensing, where the projection is given by a matrix with many more columns than rows. We introduce a class of random matrices that can be used to reconstruct sparse vectors in this paradigm. These matrices satisfy the restricted isometry property with overwhelming probability. We also discuss an application in dimensionality reduction where we initially discovered this class of matrices.

MSC 2010: 42; 46

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Received: 2017-04-22
Revised: 2017-12-20
Accepted: 2018-02-26
Published Online: 2018-05-15
Published in Print: 2019-07-01

© 2019 Walter de Gruyter GmbH, Berlin/Boston

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