The Generalized Lasso With Non-Linear Observations

@article{Plan2016TheGL,
  title={The Generalized Lasso With Non-Linear Observations},
  author={Yaniv Plan and Roman Vershynin},
  journal={IEEE Transactions on Information Theory},
  year={2016},
  volume={62},
  pages={1528-1537}
}
  • Yaniv Plan, Roman Vershynin
  • Published 2016
  • Mathematics, Computer Science
  • IEEE Transactions on Information Theory
  • We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that the non-linear observations may be treated as noisy linear observations, and thus, the signal may be estimated using the generalized Lasso. This is appealing because of the abundance of efficient, specialized solvers for this program. Just as noise may be diminished by projecting onto… CONTINUE READING

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