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297 nips-2011-Universal low-rank matrix recovery from Pauli measurements


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Author: Yi-kai Liu

Abstract: We study the problem of reconstructing an unknown matrix M of rank r and dimension d using O(rd poly log d) Pauli measurements. This has applications in quantum state tomography, and is a non-commutative analogue of a well-known problem in compressed sensing: recovering a sparse vector from a few of its Fourier coefficients. We show that almost all sets of O(rd log6 d) Pauli measurements satisfy the rankr restricted isometry property (RIP). This implies that M can be recovered from a fixed (“universal”) set of Pauli measurements, using nuclear-norm minimization (e.g., the matrix Lasso), with nearly-optimal bounds on the error. A similar result holds for any class of measurements that use an orthonormal operator basis whose elements have small operator norm. Our proof uses Dudley’s inequality for Gaussian processes, together with bounds on covering numbers obtained via entropy duality. 1

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Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 Universal low-rank matrix recovery from Pauli measurements Yi-Kai Liu Applied and Computational Mathematics Division National Institute of Standards and Technology Gaithersburg, MD, USA yi-kai. [sent-1, score-0.345]

2 gov Abstract We study the problem of reconstructing an unknown matrix M of rank r and dimension d using O(rd poly log d) Pauli measurements. [sent-3, score-0.231]

3 This has applications in quantum state tomography, and is a non-commutative analogue of a well-known problem in compressed sensing: recovering a sparse vector from a few of its Fourier coefficients. [sent-4, score-0.362]

4 We show that almost all sets of O(rd log6 d) Pauli measurements satisfy the rankr restricted isometry property (RIP). [sent-5, score-0.295]

5 A similar result holds for any class of measurements that use an orthonormal operator basis whose elements have small operator norm. [sent-9, score-0.48]

6 Our proof uses Dudley’s inequality for Gaussian processes, together with bounds on covering numbers obtained via entropy duality. [sent-10, score-0.251]

7 1 Introduction Low-rank matrix recovery is the following problem: let M be some unknown matrix of dimension d and rank r d, and let A1 , A2 , . [sent-11, score-0.328]

8 , Am be a set of measurement matrices; then can one reconstruct M from its inner products tr(M ∗ A1 ), tr(M ∗ A2 ), . [sent-14, score-0.111]

9 Remarkably, it turns out that for many useful choices of measurement matrices, low-rank matrix recovery is possible, and can even be done efficiently. [sent-21, score-0.213]

10 For example, when the Ai are Gaussian random matrices, then it is known that m = O(rd) measurements are sufficient to uniquely determine M , and furthermore, M can be reconstructed by solving a convex program (minimizing the nuclear norm) [3, 4, 5]. [sent-22, score-0.341]

11 Another example is the “matrix completion” problem, where the measurements return a random subset of matrix elements of M ; in this case, m = O(rd poly log d) measurements suffice, provided that M satisfies some “incoherence” conditions [6, 7, 8, 9, 10]. [sent-23, score-0.547]

12 The Pauli basis is a non-commutative analogue of the Fourier basis in Cd ; thus, low-rank matrix recovery using Pauli measurements can be viewed as a generalization of the idea of compressed sensing of sparse vectors using their Fourier coefficients [11, 12]. [sent-26, score-0.536]

13 In addition, this problem has applications in quantum state tomography, the task of learning an unknown quantum state by performing measurements [13]. [sent-27, score-0.781]

14 This is because most quantum states of physical interest are accurately described by density matrices that have low rank; and Pauli measurements are especially easy to carry out in an experiment (due to the tensor product structure of the Pauli basis). [sent-28, score-0.546]

15 1 In this paper we show stronger results on low-rank matrix recovery from Pauli measurements. [sent-29, score-0.181]

16 Previously [13, 8], it was known that, for every rank-r matrix M ∈ Cd×d , almost all choices of m = O(rd poly log d) random Pauli measurements will lead to successful recovery of M . [sent-30, score-0.45]

17 Here we show a stronger statement: there is a fixed (“universal”) set of m = O(rd poly log d) Pauli measurements, such that for all rank-r matrices M ∈ Cd×d , we have successful recovery. [sent-31, score-0.209]

18 1 We do this by showing that the random Pauli sampling operator obeys the “restricted isometry property” (RIP). [sent-32, score-0.202]

19 Intuitively, RIP says that the sampling operator is an approximate isometry, acting on the set of all low-rank matrices. [sent-33, score-0.124]

20 In geometric terms, it says that the sampling operator embeds the manifold of low-rank matrices into O(rd poly log d) dimensions, with low distortion in the 2-norm. [sent-34, score-0.31]

21 RIP for low-rank matrices is a very strong property, and prior to this work, it was only known to hold for very unstructured types of random measurements, such as Gaussian measurements [3], which are unsuitable for most applications. [sent-35, score-0.268]

22 RIP was known to fail in the matrix completion case, and whether it held for Pauli measurements was an open question. [sent-36, score-0.317]

23 Once we have established RIP for Pauli measurements, we can use known results [3, 4, 5] to show low-rank matrix recovery from a universal set of Pauli measurements. [sent-37, score-0.256]

24 In particular, using [5], we can get nearly-optimal universal bounds on the error of the reconstructed density matrix, when the data are noisy; and we can even get bounds on the recovery of arbitrary (not necessarily low-rank) matrices. [sent-38, score-0.3]

25 In the context of quantum state tomography, this implies that, given a quantum state that consists of a low-rank component Mr plus a residual full-rank component Mc , we can reconstruct Mr up to an error that is not much larger than Mc . [sent-40, score-0.621]

26 In particular, let · ∗ denote the nuclear norm, and let · F denote the Frobenius norm. [sent-41, score-0.174]

27 Then the error can be bounded in the nuclear norm by O( Mc ∗ ) (assuming noiseless data), and it can be bounded in the Frobenius norm by O( Mc F poly log d) (which holds even with noisy data2 ). [sent-42, score-0.411]

28 In addition, a completely √ arbitrary quantum state can be reconstructed up to an error of O(1/ r) in Frobenius norm. [sent-44, score-0.321]

29 Essentially, one can replace the Pauli basis with any orthonormal basis of Cd×d that is incoherent, i. [sent-47, score-0.149]

30 , whose elements √ have small operator norm (of order O(1/ d), say); a similar generalization was noted in the earlier results of [8]. [sent-49, score-0.184]

31 Also, our proof shows that the RIP actually holds in a slightly stronger sense: it holds √ not just for all rank-r matrices, but for all matrices X that satisfy X ∗ ≤ r X F . [sent-50, score-0.126]

32 RIP results were previously known for Gaussian measurements and some of their close relatives [3]. [sent-52, score-0.187]

33 Also, restricted strong convexity (RSC), a similar but somewhat weaker property, was recently shown in the context of the matrix completion problem (with additional “non-spikiness” conditions) [10]. [sent-53, score-0.186]

34 , using a concentration inequality to upper-bound the failure probability on each individual low-rank matrix X, and then taking the union bound over all such X). [sent-56, score-0.136]

35 Showing RIP for Pauli measurements seems to be more delicate, however. [sent-57, score-0.187]

36 Pauli measurements have more structure and less randomness, so the concentration of measure phenomena are weaker, and the union bound no longer gives the desired result. [sent-58, score-0.234]

37 Instead, one must take into account the favorable correlations between the behavior of the sampling operator on different matrices — intuitively, if two low-rank matrices M and M have overlapping supports, then good behavior on M is positively correlated with good behavior on M . [sent-59, score-0.286]

38 This is the same approach used in classical compressed sensing, to show RIP for Fourier measurements [12, 11]. [sent-61, score-0.231]

39 To bound the correlations in this process, one then needs to bound the covering numbers of the nuclear norm ball (of matrices), rather than the 1 ball (of vectors). [sent-63, score-0.542]

40 This 1 2 Note that in the universal result, m is slightly larger, by a factor of poly log d. [sent-64, score-0.203]

41 ) As a side note, we remark that matrix recovery can sometimes fail because there exist large sets of up to d Pauli matrices that all commute, i. [sent-68, score-0.239]

42 (These φi are of interest in quantum information — they are called stabilizer states [18]. [sent-74, score-0.254]

43 In section 2, we state our results precisely, and discuss some specific applications to quantum state tomography. [sent-82, score-0.34]

44 In particular, · ∗ = · 1 is the trace or nuclear norm, · F = · 2 is the Frobenius norm, and · = · ∞ is the operator norm. [sent-87, score-0.226]

45 Also, A A is the superoperator that maps every matrix X ∈ Cd×d to the matrix A tr(A∗ X). [sent-90, score-0.136]

46 Let M ∈ Cd×d be an unknown matrix of rank at most r. [sent-92, score-0.126]

47 , Wd2 be an orthonormal basis for Cd×d , with respect to the inner product (A, B) = tr(A∗ B). [sent-96, score-0.13]

48 For this to be possible, the measurement matrices Wi must be “incoherent” with respect to M . [sent-106, score-0.136]

49 , Wd2 is incoherent if the Wi all have small operator norm, √ Wi ≤ K/ d, (1) where K is a constant. [sent-111, score-0.165]

50 ) Before proceeding further, let us sketch the connection between this problem and quantum state tomography. [sent-113, score-0.347]

51 We want to learn the state of the system, which is described by a density matrix ρ ∈ Cd×d ; ρ is positive semidefinite, has trace 1, and has rank r d when the state is nearly pure. [sent-115, score-0.236]

52 These are matrices of the form P1 ⊗ · · · ⊗ Pn , where ⊗ denotes the tensor product (Kronecker product), and each Pi is a 2 × 2 matrix chosen from the following four possibilities: I= 1 0 0 , 1 σx = 0 1 1 , 0 σy = 0 i −i , 0 σz = 1 0 0 . [sent-117, score-0.149]

53 This is a special case of the above measurement model, where the measurement matrices Wi√ are √ the (scaled) Pauli observables (P1 ⊗ · · · ⊗ Pn )/ d, and they are incoherent with Wi ≤ K/ d, K = 1. [sent-119, score-0.298]

54 , Wd2 }, and we define the sampling operator A : Cd×d → Cm as d √ m (A(X))i = ∗ tr(Si X), i = 1, . [sent-128, score-0.124]

55 We will construct an estimator M by minimizing the nuclear norm, subject to the constraints specified by y. [sent-135, score-0.13]

56 (Note that one can view the nuclear norm as a convex relaxation of the rank function — thus these estimators can be computed efficiently. [sent-136, score-0.276]

57 To do this, we will show that the sampling operator A satisfies the restricted isometry property (RIP). [sent-141, score-0.232]

58 (6) (Here, A(X) 2 denotes the 2 norm of a vector, while X F denotes the Frobenius norm of a matrix. [sent-146, score-0.176]

59 We will show that Pauli measurements satisfy the RIP over a slightly larger set (the set of √ all X ∈ Cd×d such that X ∗ ≤ r X F ), provided the number of measurements m is at least Ω(rd poly log d). [sent-148, score-0.479]

60 This result generalizes to measurements in any basis with small operator norm. [sent-149, score-0.331]

61 , Wd2 } be an orthonormal basis for Cd×d that is incoherent in the sense of (1). [sent-155, score-0.17]

62 In the remainder of this section, we discuss its applications to low-rank matrix recovery, and quantum state tomography in particular. [sent-164, score-0.46]

63 1 with previous results [3, 4, 5], we immediately obtain bounds on the accuracy of the matrix Dantzig selector (4) and the matrix Lasso (5). [sent-167, score-0.224]

64 In particular, for the first time we can show universal recovery of low-rank matrices via Pauli measurements, and near-optimal bounds on the accuracy of the reconstruction when the data is noisy [5]. [sent-168, score-0.301]

65 (Similar results hold for measurements in any incoherent operator basis. [sent-169, score-0.352]

66 Here, we will sketch a couple of these results that are of particular interest for quantum state tomography. [sent-172, score-0.325]

67 Here, M is the density matrix describing the state of a quantum mechanical object, and A(M ) is a vector of Pauli expectation values for the state M . [sent-173, score-0.432]

68 In many situations, the ideal state has low rank (for instance, a pure state has rank 1); however, for the actual state observed in an experiment, the density matrix M is full-rank with decaying eigenvalues. [sent-177, score-0.337]

69 4 Secondly, the measurements of A(M ) are inherently noisy. [sent-179, score-0.187]

70 ) ˆ We would like to reconstruct M up to a small error in the nuclear or Frobenius norm. [sent-187, score-0.157]

71 Bounding the error in nuclear norm implies that, for any measurement allowed by ˆ quantum mechanics, the probability of distinguishing the state M from M is small. [sent-189, score-0.57]

72 First, we can bound the error in nuclear norm (assuming the data has no noise): Proposition 2. [sent-194, score-0.265]

73 ˆ This bounds the error of M in terms of the noise strength σ and the size of the tail Mc . [sent-205, score-0.11]

74 It is universal: one sampling operator A works for all matrices M . [sent-206, score-0.205]

75 First, suppose we do not assume anything about M , besides the r fact that it is a density matrix for a quantum state. [sent-214, score-0.346]

76 Thus, even for arbitrary (not necessarily low-rank) r √ ˆ quantum states, the estimator M gives nontrivial results. [sent-216, score-0.254]

77 If we know that Mc is small in nuclear norm, then we can use equation (8). [sent-219, score-0.13]

78 Choose a random Pauli sampling operator A : Cd×d → Cm , with m = Crd log6 d, for some ˆ absolute constant C. [sent-223, score-0.147]

79 The first term expresses the bias-variance tradeoff for estimating Mr , while the second term depends on the Frobenius norm of Mc . [sent-228, score-0.116]

80 Note that this bound is not universal: it shows that for all matrices M , a random choice of the sampling operator A is likely to work. [sent-239, score-0.252]

81 The general approach involving Dudley’s entropy bound is similar to [12], while the technical part of the proof (bounding certain covering numbers) uses ideas from [16]. [sent-242, score-0.214]

82 Here the round ket notation Sj means 2 we view the matrix Sj as an element of the vector space Cd with Hilbert-Schmidt inner product; the round bra Sj denotes the adjoint element in the (dual) vector space. [sent-253, score-0.119]

83 This lets us upper-bound the covering numbers in dG with covering numbers in · X : 1 ε √ (18) N (U2 , dG , ε) ≤ N (U2 , · X , 2R ) = N ( √r U2 , · X , 2Rε r ). [sent-291, score-0.272]

84 ) This gives a simple bound on the covering numbers: 1 N ( √r U2 , · X , ε) ≤ N (B1 , · X , ε) ≤ N (K · BX , · X , ε). [sent-300, score-0.152]

85 (20) ε When ε is large, we will use a more sophisticated bound based on Maurey’s empirical method and entropy duality, which is due to [16] (see also [17]): C2K2 N (B1 , · X , ε) ≤ exp( 1 2 log3 d log m), ε We defer the proof of (21) to the next section. [sent-305, score-0.131]

86 3 Proof of Equation (21) (covering numbers of the nuclear-norm ball) Our result will follow easily from a bound on covering numbers introduced in [16] (where it appears as Lemma 1): Lemma 3. [sent-311, score-0.214]

87 The proof uses entropy duality to reduce the problem to bounding the “dual” covering number. [sent-324, score-0.236]

88 Also define the dual map S ∗ : E → m , and the associated dual ∞ covering number N (S ∗ ). [sent-330, score-0.185]

89 4 Outlook We have showed that random Pauli measurements obey the restricted isometry property (RIP), which implies strong error bounds for low-rank matrix recovery. [sent-342, score-0.395]

90 The key technical tool was a bound on covering numbers of the nuclear norm ball, due to Gu´ don et al [16]. [sent-343, score-0.401]

91 For matrix completion, one can compare with the work of Negahban and Wainwright [10], where the sampling operator satisfies restricted strong convexity (RSC) over a certain set of “non-spiky” low-rank matrices. [sent-345, score-0.248]

92 There are also many questions pertaining to low-rank quantum state tomography. [sent-347, score-0.297]

93 Guaranteed minimum rank solutions to linear matrix equations via nuclear norm minimization. [sent-370, score-0.344]

94 Compressed sensing and robust recovery of low rank matrices. [sent-377, score-0.178]

95 Tight oracle bounds for low-rank matrix recovery from a minimal number of random measurements. [sent-383, score-0.19]

96 Restricted strong convexity and weighted matrix completion: Optimal bounds with noise. [sent-419, score-0.126]

97 Near-optimal signal recovery from random projections: universal encoding strategies. [sent-426, score-0.188]

98 Nuclear norm penalization and optimal rates for noisy low rank matrix completion. [sent-499, score-0.214]

99 New and improved Johnson-Lindenstrauss embeddings via the restricted isometry property. [sent-520, score-0.132]

100 Stability and instance optimality for gaussian measurements in compressed sensing. [sent-545, score-0.231]


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