This chapter develops a theoretical analysis of the convex programming method for recovering a structured signal from independent random linear measurements. This technique delivers bounds for the sampling complexity that are similar to recent results for standard Gaussian measurements, but the argument applies to a much wider class of measurement ensembles. To demonstrate the power of this approach, the chapter presents a short analysis of phase retrieval by tracenorm minimization. The key technical tool is a framework, due to Mendelson and coauthors, for bounding a nonnegative empirical process.
MotivationSignal reconstruction from random measurements is a central preoccupation in contemporary signal processing. In this problem, we acquire linear measurements of an unknown, structured signal through a random sampling process. Given these random measurements, a standard method for recovering the unknown signal is to solve a convex optimization problem that enforces our prior knowledge about the structure. The basic question is how many measurements suffice to resolve a particular type of structure.Recent research has led to a comprehensive answer when the measurement operator follows the standard Gaussian distribution [1, 6, 10, 22, 24-26, 29, 31, 33]. The literature also contains satisfying answers for sub-Gaussian measurements [22] and subexponential measurements [18]. Other types of measurement systems are quite common, but we are not aware of a simple approach that allows us to analyze general measurements in a unified way.This chapter describes an approach that addresses a wide class of convex signal reconstruction problems involving random sampling. To understand these questions, the core challenge is to produce a lower bound on a nonnegative empirical process.