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Colloquium on Monday, November 11th 2011, Math-Building M/E28: Sparse and Low Rank Recovery (Prof. Dr. H. Rauhut)

October 18, 2011 13:41

Compressive Sensing (sparse recovery) predicts that sparse vectors can be recovered from what was previously believed to be highly incomplete linear measurements. Efficient algorithms such as convex relaxations and greedy algorithms can be used to perform the reconstruction. Remarkably, all good measurement matrices known so far in this context are based on randomness. Recently, it was observed that similar findings also hold for the recovery of low rank matrices from incomplete information, and for the matrix completion problem in particular. Again, convex relaxations and random are crucial ingredients. The talk gives an introduction and overview on sparse and low rank recovery with emphasis on results due to the speaker.

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