High-dimensional estimation with geometric constraints

@article{Plan2014HighdimensionalEW,
  title={High-dimensional estimation with geometric constraints},
  author={Yaniv Plan and Roman Vershynin and Elena Yudovina},
  journal={arXiv: Probability},
  year={2014},
  pages={1-40}
}
  • Yaniv Plan, Roman Vershynin, Elena Yudovina
  • Published 2014
  • Mathematics
  • arXiv: Probability
  • Consider measuring an n-dimensional vector x through the inner product with several measurement vectors, a_1, a_2, ..., a_m. It is common in both signal processing and statistics to assume the linear response model y_i = + e_i, where e_i is a noise term. However, in practice the precise relationship between the signal x and the observations y_i may not follow the linear model, and in some cases it may not even be known. To address this challenge, in this paper we propose a general model where… CONTINUE READING

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