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Compressed Sensing. Choose an r x n matrix AGiven x 2 RnCompute AxOutput a vector y so that|x-y|p (1 e) |x-xtop k|pxtop k is the k-sparse vector of largest magnitude coefficients of xp = 1 or p = 2Minimize number r = r(n, k, e) of measurements". PrA[ ]
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1. 1+eps-Approximate Sparse Recovery Eric Price MIT