Minimax Optimal Sparse Signal Recovery With Poisson Statistics

@article{Rohban2016MinimaxOS,
  title={Minimax Optimal Sparse Signal Recovery With Poisson Statistics},
  author={Mohammad H. Rohban and Venkatesh Saligrama and Delaram Motamed Vaziri},
  journal={IEEE Transactions on Signal Processing},
  year={2016},
  volume={64},
  pages={3495-3508}
}
We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random variable whose mean is a sparse linear superposition of known patterns. Unlike many conventional problems observations here are not identically distributed since they are associated with different sensing modalities. We analyze the performance of a maximum… CONTINUE READING

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