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On the accuracy of l1-filtering of signals with block-sparse structure
Anatoli Juditsky · Fatma Kilinc Karzan · Arkadi S Nemirovski · Boris T Polyak

Mon Dec 12 10:00 AM -- 02:59 PM (PST) @

We discuss new methods for the recovery of signals with block-sparse structure, based on l1-minimization. Our emphasis is on the efficiently computable error bounds for the recovery routines. We optimize these bounds with respect to the method parameters to construct the estimators with improved statistical properties. We justify the proposed approach with an oracle inequality which links the properties of the recovery algorithms and the best estimation performance.

Author Information

Anatoli Juditsky (UJF)
Fatma Kilinc Karzan (Carnegie Mellon University)
Arkadi S Nemirovski (Georgia Institute of Technology)
Boris T Polyak (Institute for Control Sciences, RAS Moscow)

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