On robust recovery of signals from indirect observations

Yannis Bekri, Anatoli Juditsky, Arkadi Nemirovski

We consider an uncertain linear inverse problem as follows. Given observation $\omega =A{x}_{\ast }+\zeta$ where $A\in {\mathbf{R}}^{m\times p}$ and $\zeta \in {\mathbf{R}}^m$ is observation noise, we want to re…