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On the geometry of polytopes generated by heavy-tailed random vectors
Communications in Contemporary Mathematics ( IF 1.2 ) Pub Date : 2021-05-31 , DOI: 10.1142/s0219199721500565 Olivier Guédon 1 , Felix Krahmer 2 , Christian Kümmerle 3 , Shahar Mendelson 4, 5 , Holger Rauhut 6
Communications in Contemporary Mathematics ( IF 1.2 ) Pub Date : 2021-05-31 , DOI: 10.1142/s0219199721500565 Olivier Guédon 1 , Felix Krahmer 2 , Christian Kümmerle 3 , Shahar Mendelson 4, 5 , Holger Rauhut 6
Affiliation
We study the geometry of centrally symmetric random polytopes, generated by N independent copies of a random vector X taking values in ℝ n . We show that under minimal assumptions on X , for N ≳ n and with high probability, the polytope contains a deterministic set that is naturally associated with the random vector — namely, the polar of a certain floating body. This solves the long-standing question on whether such a random polytope contains a canonical body. Moreover, by identifying the floating bodies associated with various random vectors, we recover the estimates that were obtained previously, and thanks to the minimal assumptions on X , we derive estimates in cases that were out of reach, involving random polytopes generated by heavy-tailed random vectors (e.g., when X is q -stable or when X has an unconditional structure). Finally, the structural results are used for the study of a fundamental question in compressive sensing — noise blind sparse recovery.
中文翻译:
重尾随机向量生成的多面体几何
我们研究中心对称随机多面体的几何形状,由ñ 随机向量的独立副本X 取值ℝ n . 我们证明了在最小假设下X , 为了ñ ≳ n 并且很有可能,多面体包含一个与随机向量自然相关的确定性集合——即某个浮体的极坐标。这解决了长期存在的问题,即这种随机多面体是否包含规范体。此外,通过识别与各种随机向量相关的浮体,我们恢复了之前获得的估计,这要归功于对X ,我们在无法触及的情况下得出估计值,涉及由重尾随机向量生成的随机多面体(例如,当X 是q -稳定或何时X 具有无条件结构)。最后,结构结果用于研究压缩感知中的一个基本问题——噪声盲稀疏恢复。
更新日期:2021-05-31
中文翻译:
重尾随机向量生成的多面体几何
我们研究中心对称随机多面体的几何形状,由