Expectation asymptotic for the analysis-to-synthesis operator-norm ratio

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Let AA be a random matrix in Rm×k\mathbb R^{m\times k} with independently and identically normally distributed entries, and let LL be the synthesis operator appearing in the formulation above. Under these conditions, consider the ratio ∥AL∥22/∥A∥22\|AL\|_2^2/\|A\|_2^2. Expectation for the ratio ∥AL∥22∥A∥22.\frac{\|AL\|_2^2}{\|A\|_2^2}. The expectation satisfies

E[∥AL∥22∥A∥22]=(2k+1)216π2+o(1).\mathbb E\left[\frac{\|AL\|_2^2}{\|A\|_2^2}\right] = \frac{(2k+1)^2}{16\pi^2} + o(1).

This is proposed as a tighter asymptotic bound than the preceding lower bound, and numerical experiments suggest that the bound is tight. The source does not establish the conjecture analytically, so its status remains open.

References

Primary source

Hamza Cherkaoui, Jeremias Sulam and Thomas Moreau, “Learning to solve TV regularized problems with unrolled algorithms”, arXiv:2010.09545 (2020).

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