25 research outputs found
RIPless compressed sensing from anisotropic measurements
Compressed sensing is the art of reconstructing a sparse vector from its
inner products with respect to a small set of randomly chosen measurement
vectors. It is usually assumed that the ensemble of measurement vectors is in
isotropic position in the sense that the associated covariance matrix is
proportional to the identity matrix. In this paper, we establish bounds on the
number of required measurements in the anisotropic case, where the ensemble of
measurement vectors possesses a non-trivial covariance matrix. Essentially, we
find that the required sampling rate grows proportionally to the condition
number of the covariance matrix. In contrast to other recent contributions to
this problem, our arguments do not rely on any restricted isometry properties
(RIP's), but rather on ideas from convex geometry which have been
systematically studied in the theory of low-rank matrix recovery. This allows
for a simple argument and slightly improved bounds, but may lead to a worse
dependency on noise (which we do not consider in the present paper).Comment: 19 pages. To appear in Linear Algebra and its Applications, Special
Issue on Sparse Approximate Solution of Linear System
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