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This problem in compressed sensing is an example of a *derandomisation problem*: take an object which, currently, can only be constructed efficiently by a probabilistic method, and figure out a deterministic construction of comparable strength and practicality. (For a general comparison of probabilistic and deterministic algorithms, I can point you to these slides by Avi Wigderson).

I will define exactly what UUP matrices (the UUP stands for “uniform uncertainty principle“) are later in this post. For now, let us just say that they are a generalisation of (rectangular) orthogonal matrices, in which the columns are locally almost orthogonal rather than globally perfectly orthogonal. Because of this, it turns out that one can pack significantly more columns into a UUP matrix than an orthogonal matrix, while still capturing many of the desirable features of orthogonal matrices, such as stable and computable invertibility (as long as one restricts attention to *sparse* or *compressible* vectors). Thus UUP matrices can “squash” sparse vectors from high-dimensional space into a low-dimensional while still being able to reconstruct those vectors; this property underlies many of the recent results on compressed sensing today.

There are several constructions of UUP matrices known today (e.g. random normalised Gaussian matrices, random normalised Bernoulli matrices, or random normalised minors of a discrete Fourier transform matrix) but (if one wants the sparsity parameter to be large) they are all probabilistic in nature; in particular, these constructions are not 100% guaranteed to actually produce a UUP matrix, although in many cases the failure rate can be proven to be exponentially small in the size of the matrix. Furthermore, there is no fast (e.g. sub-exponential time) algorithm known to test whether any given matrix is UUP or not. The failure rate is small enough that this is not a problem for most applications (especially since many compressed sensing applications are for environments which are already expected to be noisy in many other ways), but is slightly dissatisfying from a theoretical point of view. One is thus interested in finding a deterministic construction which can locate UUP matrices in a reasonably rapid manner. (One could of course simply search through all matrices in a given class and test each one for the UUP property, but this is an exponential-time algorithm, and thus totally impractical for applications.) In analogy with error-correcting codes, it may be that algebraic or number-theoretic constructions may hold the most promise for such deterministic UUP matrices (possibly assuming some unproven conjectures on exponential sums); this has already been accomplished by de Vore for UUP matrices with small sparsity parameter.

For much of last week I was in Leiden, Holland, giving one of the Ostrowski prize lectures at the annual meeting of the Netherlands mathematical congress. My talk was not on the subject of the prize (arithmetic progressions in primes), as this was covered by a talk of Ben Green there, but rather on a certain “uniform uncertainty principle” in Fourier analysis, and its relation to compressed sensing; this is work which is joint with Emmanuel Candes and also partly with Justin Romberg.

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