Jointly low-rank and bisparse recovery: Questions and partial answers

Foucart, Simon Gribonval, Rémi Jacques, Laurent [UCL] Rauhut, Holger

We investigate the problem of recovering jointly $r$-rank and $s$-bisparse matrices from as few linear measurements as possible, considering arbitrary measurements as well as rank-one measurements. In both cases, we show that $m \asymp r s \ln(en/s)$ measurements make the recovery possible in theory, meaning via a nonpractical algorithm. In case of arbitrary measurements, we investigate the possibility of achieving practical recovery via an iterative-hard-thresholding algorithm when $m \asymp r s^\gamma \ln(en/s)$ for some exponent $\gamma > 0$. We show that this is feasible for $\gamma = 2$, and that the proposed analysis cannot cover the case $\gamma \leq 1$. The precise value of the optimal exponent $\gamma \in [1,2]$ is the object of a question, raised but unresolved in this paper, about head projections for the jointly low-rank and bisparse structure. Some related questions are partially answered in passing. For rank-one measurements, we suggest on arcane grounds an iterative-hard-thresholding algorithm modified to exploit the nonstandard restricted isometry property obeyed by this type of measurements.