On the robustness of noise-blind low-rank recovery from rank-one measurements

Abstract

We prove new results about the robustness of well-known convex noise-blind optimization formulations for the reconstruction of low-rank matrices from underdetermined linear measurements. Our results are applicable for symmetric rank-one measurements as used in a formulation of the phase retrieval problem.
We obtain these results by establishing that with high probability rank-one mea- surement operators defined by i.i.d. Gaussian vectors exhibit the so-called Schatten-1 quotient property, which corresponds to a lower bound for the inradius of their image of the nuclear norm (Schatten-1) unit ball.
We complement our analysis by numerical experiments comparing the solutions of noise-blind and noise-aware formulations. These experiments confirm that noise-blind optimization methods exhibit comparable robustness to noise-aware formulations.

Publication
arXiv:2010.12402
Christian Kümmerle
Christian Kümmerle
Postdoctoral Fellow