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On Verifiable Sufficient Conditions for Sparse Signal Recovery via Minimization
We propose novel necessary and sufficient conditions for a sensing matrix to
be "-good" - to allow for exact -recovery of sparse signals with
nonzero entries when no measurement noise is present. Then we express the error
bounds for imperfect -recovery (nonzero measurement noise, nearly
-sparse signal, near-optimal solution of the optimization problem yielding
the -recovery) in terms of the characteristics underlying these
conditions. Further, we demonstrate (and this is the principal result of the
paper) that these characteristics, although difficult to evaluate, lead to
verifiable sufficient conditions for exact sparse -recovery and to
efficiently computable upper bounds on those for which a given sensing
matrix is -good. We establish also instructive links between our approach
and the basic concepts of the Compressed Sensing theory, like Restricted
Isometry or Restricted Eigenvalue properties
On a class of optimization-based robust estimators
We consider in this paper the problem of estimating a parameter matrix from
observations which are affected by two types of noise components: (i) a sparse
noise sequence which, whenever nonzero can have arbitrarily large amplitude
(ii) and a dense and bounded noise sequence of "moderate" amount. This is
termed a robust regression problem. To tackle it, a quite general
optimization-based framework is proposed and analyzed. When only the sparse
noise is present, a sufficient bound is derived on the number of nonzero
elements in the sparse noise sequence that can be accommodated by the estimator
while still returning the true parameter matrix. While almost all the
restricted isometry-based bounds from the literature are not verifiable, our
bound can be easily computed through solving a convex optimization problem.
Moreover, empirical evidence tends to suggest that it is generally tight. If in
addition to the sparse noise sequence, the training data are affected by a
bounded dense noise, we derive an upper bound on the estimation error.Comment: To appear in IEEE Transactions on Automatic Contro
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