Sparse Recovery

Dictionary-Sparse Recovery From Heavy-Tailed Measurements

The recovery of signals that are sparse not in a given basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compressed sensing with numerous applications. As in the standard …

Iteratively Reweighted Least Squares for Basis Pursuit with Global Linear Convergence Rate

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach, specialized …

On the geometry of polytopes generated by heavy-tailed random vectors

We study the geometry of centrally-symmetric random polytopes, generated by $N$ independent copies of a random vector $X$ taking values in ${\mathbb{R}^n}$. We show that under minimal assumptions on $X$, for $N \gtrsim n$ and with high probability, …

Understanding and Enhancing Data Recovery Algorithms - From Noise-Blind Sparse Recovery to Reweighted Methods for Low-Rank Matrix Optimization

We prove new results about the robustness of noise-blind decoders for the problem of re- constructing a sparse vector from underdetermined linear measurements. Our results imply provable robustness of equality-constrained l1-minimization for random …

A Quotient Property for Matrices with Heavy-Tailed Entries and its Application to Noise-Blind Compressed Sensing

For a large class of random matrices $A$ with i.i.d. entries we show that the $\ell_1$-quotient property holds with probability exponentially close to $1$. In contrast to previous results, our analysis does not require concentration of the entrywise …