Mathematics – Statistics Theory
Scientific paper
2010-08-21
Mathematics
Statistics Theory
Scientific paper
We discuss two new methods of recovery of sparse signals from noisy observation based on $\ell_1$- minimization. They are closely related to the well-known techniques such as Lasso and Dantzig Selector. However, these estimators come with efficiently verifiable guaranties of performance. By optimizing these bounds with respect to the method parameters we are able to construct the estimators which possess better statistical properties than the commonly used ones. We also show how these techniques allow to provide efficiently computable accuracy bounds for Lasso and Dantzig Selector. We link our performance estimations to the well known results of Compressive Sensing and justify our proposed approach with an oracle inequality which links the properties of the recovery algorithms and the best estimation performance when the signal support is known. We demonstrate how the estimates can be computed using the Non-Euclidean Basis Pursuit algorithm.
Iouditski Anatoli
Nemirovski Arkadii S.
No associations
LandOfFree
Accuracy guarantees for L1-recovery does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Accuracy guarantees for L1-recovery, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Accuracy guarantees for L1-recovery will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-189048