• DocumentCode
    2367392
  • Title

    Concentration of measure for block diagonal matrices with repeated blocks

  • Author

    Rozell, Christopher J. ; Yap, Han Lun ; Park, Jae Young ; Wakin, Michael B.

  • Author_Institution
    Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
  • fYear
    2010
  • fDate
    17-19 March 2010
  • Firstpage
    1
  • Lastpage
    6
  • Abstract
    The theoretical analysis of randomized compressive operators often relies on the existence of a concentration of measure inequality for the operator of interest. Though commonly studied for unstructured, dense matrices, matrices with more structure are often of interest because they model constraints on the sensing system or allow more efficient system implementations. In this paper we derive a concentration of measure bound for block diagonal matrices where the nonzero entries along the main diagonal are a single repeated block of i.i.d. Gaussian random variables. Our main result states that the concentration exponent, in the best case, scales as that for a fully dense matrix. We also identify the role that the signal diversity plays in distinguishing the best and worst cases. Finally, we illustrate these phenomena with a series of experiments.
  • Keywords
    Gaussian processes; signal processing; Gaussian random variables; block diagonal matrices; randomized compressive operators; repeated blocks; signal diversity; signal processing; theoretical analysis; Clouds; Data acquisition; Electric variables measurement; Linear matrix inequalities; Q measurement; Random variables; Signal processing; Signal resolution; Sparse matrices; Time measurement; Compressive Sensing; Johnson-Lindenstrauss lemma; block diagonal matrices; concentration of measure;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Sciences and Systems (CISS), 2010 44th Annual Conference on
  • Conference_Location
    Princeton, NJ
  • Print_ISBN
    978-1-4244-7416-5
  • Electronic_ISBN
    978-1-4244-7417-2
  • Type

    conf

  • DOI
    10.1109/CISS.2010.5464965
  • Filename
    5464965