Sparse recovery with pre-Gaussian random matrices

For an m×N underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the s-sparse solutions of the system can be found by l1-minimization under the optimal condition m≥csln(eN/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the l1-norm and the outer norm depends on probability distributions.

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