Stability of Constrained Optimization Models for Structured Signal Recovery
By: Yijun Zhong, Yi Shen
Potential Business Impact:
Find hidden information even with messy data.
Recovering an unknown but structured signal from its measurements is a challenging problem with significant applications in fields such as imaging restoration, wireless communications, and signal processing. In this paper, we consider the inherent problem stems from the prior knowledge about the signal's structure, such as sparsity which is critical for signal recovery models. We investigate three constrained optimization models that effectively address this challenge, each leveraging distinct forms of structural priors to regularize the solution space. Our theoretical analysis demonstrates that these models exhibit robustness to noise while maintaining stability with respect to tuning parameters that is a crucial property for practical applications, when the parameter selection is often nontrivial. By providing theoretical foundations, our work supports their practical use in scenarios where measurement imperfections and model uncertainties are unavoidable. Furthermore, under mild conditions, we establish tradeoff between the sample complexity and the mismatch error.
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