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Tuesday, June 16th, 2009
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Rank-Sparsity Incoherence for Matrix Decomposition. (arXiv:0906.2220v1 [math.OC])
Rank-Sparsity Incoherence for Matrix Decomposition. (arXiv:0906.2220v1 [math.OC])
Authors: Venkat Chandrasekaran, Sujay Sanghavi, Pablo A. Parrilo, Alan S. Willsky
Suppose we are given a matrix that is formed by adding an unknown sparse
matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix
into its sparse and low-rank components. Such a problem arises in a number of
applications in model and system identification, and is NP-hard in general. In
this paper we consider a convex optimization formulation to splitting the
specified matrix into its components, by minimizing a linear combination of the
$\ell_1$ norm and the nuclear norm of the components. We develop a notion of
\emph{rank-sparsity incoherence}, expressed as an uncertainty principle between
the sparsity pattern of a matrix and its row and column spaces, and use it to
characterize both fundamental identifiability as well as (deterministic)
sufficient conditions for exact recovery. Our analysis is geometric in nature,
with the tangent spaces to the algebraic varieties of sparse and low-rank
matrices playing a prominent role. When the sparse and low-rank matrices are
drawn from certain natural random ensembles, we show that the sufficient
conditions for exact recovery are satisfied with high probability. We conclude
with simulation results on synthetic matrix decomposition problems.
read more at math updates on arXiv.org | | 8:21a |
On intersections of conjugacy classes and Bruhat cells. (arXiv:0906.2254v1 [math.RT])
On intersections of conjugacy classes and Bruhat cells. (arXiv:0906.2254v1 [math.RT])
Authors: Kei Yuen Chan, Jiang-Hua Lu, Simon Kai Ming To
For a connected complex semi-simple Lie group $G$ and a fixed pair $(B, B^-)$
of opposite Borel subgroups of $G$, we determine when the intersection of a
conjugacy class $C$ in $G$ and a double coset $BwB^-$ is non-empty, where $w$
is in the Weyl group $W$ of $G$. The question comes from Poisson geometry, and
our answer is in terms of the Bruhat order on $W$ and an involution $\mc \in W$
associated to $C$. We study properties of the elements $\mc$. For $G = SL(n+1,
\Cset)$, we describe $\mc$ explicitly for every conjugacy class $C$, and for
the case when $w \in W$ is an involution, we also give an explicit answer to
when $C \cap (BwB)$ is non-empty.
read more at math updates on arXiv.org | | 8:21a |
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On the Expectations of Maxima of Sets of Independent Random Variables. (arXiv:0906.2270v1 [math.PR])
On the Expectations of Maxima of Sets of Independent Random Variables. (arXiv:0906.2270v1 [math.PR])
Authors: D. V. Tokarev, K. A. Borovkov
Let $X^1, ..., X^k$ and $Y^1, ..., Y^m$ be jointly independent copies of
random variables $X$ and $Y$, respectively. For a fixed total number $n$ of
random variables, we aim at maximising $M(k,m):= E \max \{X^1, ..., X^k, Y^1,
>..., Y^{m} \}$ in $k = n-m\ge 0$, which corresponds to maximising the expected
lifetime of an $n$-component parallel system whose components can be chosen
from two different types. We show that the lattice $\{M(k,m): k, m\ge 0\}$ is
concave, give sufficient conditions on $X$ and $Y$ for M(n,0) to be always or
ultimately maximal and derive a bound on the number of sign changes in the
sequence $M(n,0)-M(0,n)$, $n\ge 1$. The results are applied to a mixed
population of Bienayme-Galton-Watson processes, with the objective to derive
the optimal initial composition to maximise the expected time to extinction.
read more at math updates on arXiv.org | | 8:21a |
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