Convex Optimization

Sparse Recovery for Overcomplete Frames: Sensing Matrices and Recovery Guarantees

Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core question …

On the robustness of noise-blind low-rank recovery from rank-one measurements

We prove new results about the robustness of well-known convex noise-blind optimization formulations for the reconstruction of low-rank matrices from an underdetermined system of random linear measurements. Specifically, our results address random …

Iteratively Reweighted Least Squares for Basis Pursuit with Global Linear Convergence Rate

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach, specialized …