14
49

A note on the sample complexity of the Er-SpUD algorithm by Spielman, Wang and Wright for exact recovery of sparsely used dictionaries

Abstract

We consider the problem of recovering an invertible n×nn \times n matrix AA and a sparse n×pn \times p random matrix XX based on the observation of Y=AXY = AX (up to a scaling and permutation of columns of AA and rows of XX). Using only elementary tools from the theory of empirical processes we show that a version of the Er-SpUD algorithm by Spielman, Wang and Wright with high probability recovers AA and XX exactly, provided that pCnlognp \ge Cn\log n, which is optimal up to the constant CC.

View on arXiv
Comments on this paper