Dense Error Correction Via $\ell^1$-Minimization
Authors:
- 14 June 2010
- journal article
- research article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 56 (7) , 3540-3560
Abstract
This paper studies the problem of recovering a sparse signal x ∈ ℝn from highly corrupted linear measurements y = Ax + e ∈ ℝm, where e is an unknown error vector whose nonzero entries may be unbounded. Motivated by an observation from face recognition in computer vision, this paper proves that for highly correlated (and possibly overcomplete) dictionaries A, any sufficiently sparse signal x can be recovered by solving an ℓ1 -minimization problem min ||x||1 + ||e||1 subject to y = Ax + e. More precisely, if the fraction of the support of the error e is bounded away from one and the support of a: is a very small fraction of the dimension m, then as m becomes large the above ℓ1 -minimization succeeds for all signals x and almost all sign-and-support patterns of e. This result suggests that accurate recovery of sparse signals is possible and computationally feasible even with nearly 100% of the observations corrupted. The proof relies on a careful characterization of the faces of a convex polytope spanned together by the standard crosspolytope and a set of independent identically distributed (i.i.d.) Gaussian vectors with nonzero mean and small variance, dubbed the "cross-and-bouquet" (CAB) model. Simulations and experiments corroborate the findings, and suggest extensions to the result.Keywords
All Related Versions
This publication has 30 references indexed in Scilit:
- Dense error correction for low-rank matrices via Principal Component Pursuit2010
- The Power of Convex Relaxation: Near-Optimal Matrix CompletionIEEE Transactions on Information Theory, 2010
- Signal Recovery From Incomplete and Inaccurate Measurements Via Regularized Orthogonal Matching PursuitIEEE Journal of Selected Topics in Signal Processing, 2010
- Discriminative learned dictionaries for local image analysis2008
- Robust Face Recognition via Sparse RepresentationIEEE Transactions on Pattern Analysis and Machine Intelligence, 2008
- Compressed channel sensing2008
- The Dantzig selector: Statistical estimation when p is much larger than nThe Annals of Statistics, 2007
- Decoding by Linear ProgrammingIEEE Transactions on Information Theory, 2005
- Local Operator Theory, Random Matrices and Banach Spaces2001
- Concentration of measure and isoperimetric inequalities in product spacesPublications mathématiques de l'IHÉS, 1995