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Fitting Tractable Convex Sets to Support Function Evaluations
The geometric problem of estimating an unknown compact convex set from
evaluations of its support function arises in a range of scientific and
engineering applications. Traditional approaches typically rely on estimators
that minimize the error over all possible compact convex sets; in particular,
these methods do not allow for the incorporation of prior structural
information about the underlying set and the resulting estimates become
increasingly more complicated to describe as the number of measurements
available grows. We address both of these shortcomings by describing a
framework for estimating tractably specified convex sets from support function
evaluations. Building on the literature in convex optimization, our approach is
based on estimators that minimize the error over structured families of convex
sets that are specified as linear images of concisely described sets -- such as
the simplex or the spectraplex -- in a higher-dimensional space that is not
much larger than the ambient space. Convex sets parametrized in this manner are
significant from a computational perspective as one can optimize linear
functionals over such sets efficiently; they serve a different purpose in the
inferential context of the present paper, namely, that of incorporating
regularization in the reconstruction while still offering considerable
expressive power. We provide a geometric characterization of the asymptotic
behavior of our estimators, and our analysis relies on the property that
certain sets which admit semialgebraic descriptions are Vapnik-Chervonenkis
(VC) classes. Our numerical experiments highlight the utility of our framework
over previous approaches in settings in which the measurements available are
noisy or small in number as well as those in which the underlying set to be
reconstructed is non-polyhedral.Comment: 35 pages, 80 figure
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