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.