Denoising data using convex relaxations

Charles Fefferman, Aalok Gangopadhyay, Matti Lassas +2

We study the problem of denoising observations \(Y_i=X_i+Z_i\), where the latent variables \(X_i\) are sampled from a low-dimensional manifold in \(\mathbb{R}^n\) and the noise var…