Low-Rank Recovery from Linear Observations

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Abstract
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In this chapter, a variation of the standard compressive sensing problem is studied. In this variation, sparse vectors are replaced by low-rank matrices. Recovery is now performed by nuclear-norm minimization, with success characterized by an analog of the null space property for the observation map. This property holds with high probability for random observation maps, again as a consequence of an analog of the restricted isometry property. Finally, a formulation of nuclear norm minimization as a semidefinite program is justified.

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