Richard Y. Zhang

Sharp Restricted Isometry Thresholds for Global Minima of Rank-Restricted Matrix LASSO

We determine the sharp restricted isometry threshold for recovery at global minima of the rank-restricted matrix LASSO. For target rank $r_{\star}$, if the rank-$k$ RIP constant satisfies $\delta<\delta_{\mathrm{sharp}}(k/r_{\star})$, where $\delta_{\mathrm{sharp}}(t)=t/(4-t)$ for $0<t<4/3$ and $\delta_{\mathrm{sharp}}...