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This paper studies the problem of accurately recovering a sparse vector $\beta^{\star}$ from highly corrupted linear measurements $y = X \beta^{\star} + e^{\star} + w$ where $e^{\star}$ is a sparse error vector whose nonzero entries may be…

Statistics Theory · Mathematics 2015-03-19 Nam H. Nguyen , Trac D. Tran

We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of…

Information Theory · Computer Science 2014-02-05 Rina Foygel , Lester Mackey

We study the problem of recovering an $s$-sparse signal $\mathbf{x}^{\star}\in\mathbb{C}^n$ from corrupted measurements $\mathbf{y} = \mathbf{A}\mathbf{x}^{\star}+\mathbf{z}^{\star}+\mathbf{w}$, where $\mathbf{z}^{\star}\in\mathbb{C}^m$ is…

Information Theory · Computer Science 2018-04-04 Peng Zhang , Lu Gan , Cong Ling , Sumei Sun

This paper studies the problem of accurately recovering a structured signal from a small number of corrupted sub-Gaussian measurements. We consider three different procedures to reconstruct signal and corruption when different kinds of…

Information Theory · Computer Science 2017-09-19 Jinchi Chen , Yulong Liu

The recovery of approximately sparse or compressible coefficients in a Polynomial Chaos Expansion is a common goal in modern parametric uncertainty quantification (UQ). However, relatively little effort in UQ has been directed toward…

Numerical Analysis · Mathematics 2021-05-04 Ben Adcock , Anyi Bao , John D. Jakeman , Akil Narayan

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…

Machine Learning · Statistics 2013-01-15 Yudong Chen , Constantine Caramanis , Shie Mannor

This paper confirms a surprising phenomenon first observed by Wright \textit{et al.} \cite{WYGSM_Face_2009_J} \cite{WM_denseError_2010_J} under different setting: given $m$ highly corrupted measurements $y = A_{\Omega \bullet} x^{\star} +…

Information Theory · Computer Science 2011-11-24 Nam H. Nguyen , Trac. D. Tran

This paper studies the problem of recovering a non-negative sparse signal $\x \in \Re^n$ from highly corrupted linear measurements $\y = A\x + \e \in \Re^m$, where $\e$ is an unknown error vector whose nonzero entries may be unbounded.…

Information Theory · Computer Science 2008-09-02 John Wright , Yi Ma

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

We study the problem of recovering Gaussian data under adversarial corruptions when the noises are low-rank and the corruptions are on the coordinate level. Concretely, we assume that the Gaussian noises lie in an unknown $k$-dimensional…

Data Structures and Algorithms · Computer Science 2023-11-29 Weihao Kong , Mingda Qiao , Rajat Sen

We consider the problem of phase retrieval from corrupted magnitude observations. In particular we show that a fixed $x_0 \in \mathbb{R}^n$ can be recovered exactly from corrupted magnitude measurements $|\langle a_i, x_0 \rangle | +…

Information Theory · Computer Science 2016-12-13 Paul Hand , Vladislav Voroninski

We consider the problem of recovering sparse vectors from underdetermined linear measurements via $\ell_p$-constrained basis pursuit. Previous analyses of this problem based on generalized restricted isometry properties have suggested that…

Information Theory · Computer Science 2015-04-21 Sjoerd Dirksen , Guillaume Lecué , Holger Rauhut

This paper studies the problem of accurately recovering a structured signal from a small number of corrupted sub-Gaussian measurements. We consider three different procedures to reconstruct signal and corruption when different kinds of…

Information Theory · Computer Science 2017-05-23 Jinchi Chen , Yulong Liu

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

Information Theory · Computer Science 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

This paper studies the problem of recovering a structured signal from a relatively small number of corrupted non-linear measurements. Assuming that signal and corruption are contained in some structure-promoted set, we suggest an extended…

Information Theory · Computer Science 2019-01-25 Zhongxing Sun , Wei Cui , Yulong Liu

Suppose we wish to recover an n-dimensional real-valued vector x_0 (e.g. a digital signal or image) from incomplete and contaminated observations y = A x_0 + e; A is a n by m matrix with far fewer rows than columns (n << m) and e is an…

Numerical Analysis · Mathematics 2007-05-23 Emmanuel Candes , Justin Romberg , Terence Tao

It is known that sparse recovery is possible if the number of measurements is in the order of the sparsity, but the corresponding decoders either lack polynomial decoding time or robustness to noise. Commonly, decoders that rely on a null…

Information Theory · Computer Science 2024-09-04 Hendrik Bernd Zarucha , Peter Jung

Consider a spectrally sparse signal $\boldsymbol{x}$ that consists of $r$ complex sinusoids with or without damping. We study the robust recovery problem for the spectrally sparse signal under the fully observed setting, which is about…

Information Theory · Computer Science 2021-02-05 HanQin Cai , Jian-Feng Cai , Tianming Wang , Guojian Yin

We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…

Statistics Theory · Mathematics 2008-06-04 Wei Wang , Martin J. Wainwright , Kannan Ramchandran

We consider the recovery of sparse signals subject to sparse interference, as introduced in Studer et al., IEEE Trans. IT, 2012. We present novel probabilistic recovery guarantees for this framework, covering varying degrees of knowledge of…

Information Theory · Computer Science 2012-09-27 Graeme Pope , Annina Bracher , Christoph Studer
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