Analysis of sparse recovery for Legendre expansions using envelope bound

Hoang Tran, Clayton Webster

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

We provide novel sufficient conditions for the uniform recovery of sparse Legendre expansions using ℓ1 minimization, where the sampling points are drawn according to orthogonalization (uniform) measure. So far, conditions of the form (Formula presented.) have been relied on to determine the minimum number of samples m that guarantees successful reconstruction of s-sparse vectors when the measurement matrix is associated to an orthonormal system. However, in case of sparse Legendre expansions, the uniform bound Θ of Legendre systems is so high that these conditions are unable to provide meaningful guarantees. In this paper, we present an analysis which employs the envelop bound of all Legendre polynomials instead, and prove a new recovery guarantee for s-sparse Legendre expansions, (Formula presented.) which is independent of Θ. Arguably, this is the first recovery condition established for orthonormal systems without assuming the uniform boundedness of the sampling matrix. The key ingredient of our analysis is an extension of chaining arguments, recently developed in Bourgain and Chkifa et al., to handle the envelope bound. Furthermore, our recovery condition is proved via restricted eigenvalue property, a less demanding replacement of restricted isometry property which is perfectly suited to the considered scenario. Along the way, we derive simple criteria to detect good sample sets. Our numerical tests show that sets of uniformly sampled points that meet these criteria will perform better recovery on average.

Original languageEnglish
JournalNumerical Methods for Partial Differential Equations
DOIs
StateAccepted/In press - 2022

Funding

information Office of Science, ERKJ314, ERKJ331, ERKJ345, AEOLUS, FASTMath Instit; U.S. Department of Energy, DE-AC05-00OR22725; Laboratory Directed Research and Development program at the Oak Ridge National Laboratory, FASTMath Institute, DE-AC02-05CH11231; Scientific Discovery through Advanced Computing (SciDAC), Department of Energy Mathematical Multifaceted Capabilities Center, AEOLUS (Advances in Experimental Design, Optimization and Learning for Uncertain Complex Systems), U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research, Applied Mathematics program, ERKJ345; ERKJ331; ERKJ314This material is based upon work supported in part by: the U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research, Applied Mathematics program under contracts and awards ERKJ314, ERKJ331, ERKJ345; the AEOLUS (Advances in Experimental Design, Optimization and Learning for Uncertain Complex Systems) Department of Energy Mathematical Multifaceted Capabilities Center; the Scientific Discovery through Advanced Computing (SciDAC) program through the FASTMath Institute under Contract No. DE-AC02-05CH11231; and by the Laboratory Directed Research and Development program at the Oak Ridge National Laboratory, which is operated by UT-Battelle, LLC., for the U.S. Department of Energy under contract DE-AC05-00OR22725. This manuscript has been co‐authored by UT‐Battelle, LLC, under contract DE‐AC05‐00OR22725 with the US Department of Energy (DOE). The US government retains and the publisher, by accepting the article for publication, acknowledges that the US government retains a nonexclusive, paid‐up, irrevocable, worldwide license to publish or reproduce the published form of this manuscript, or allow others to do so, for US government purposes. DOE will provide public access to these results of federally sponsored research in accordance with the DOE Public Access Plan ( http://energy.gov/downloads/doe‐public‐access‐plan ). This material is based upon work supported in part by: the U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research, Applied Mathematics program under contracts and awards ERKJ314, ERKJ331, ERKJ345; the AEOLUS (Advances in Experimental Design, Optimization and Learning for Uncertain Complex Systems) Department of Energy Mathematical Multifaceted Capabilities Center; the Scientific Discovery through Advanced Computing (SciDAC) program through the FASTMath Institute under Contract No. DE‐AC02‐05CH11231; and by the Laboratory Directed Research and Development program at the Oak Ridge National Laboratory, which is operated by UT‐Battelle, LLC., for the U.S. Department of Energy under contract DE‐AC05‐00OR22725.

FundersFunder number
Department of Energy Mathematical Multifaceted Capabilities Center
FASTMath Instit
FASTMath InstituteDE‐AC02‐05CH11231
U.S. Department of Energy
Office of Science
Advanced Scientific Computing ResearchERKJ314, ERKJ345, ERKJ331
Laboratory Directed Research and DevelopmentDE‐AC05‐00OR22725

    Keywords

    • Legendre expansions
    • approximation theory
    • compressed sensing

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