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 $\ddot{I}‰=A{x}_{\ast }+\hat{I}\P$ where $A\in {\mathbf{R}}^{m\times p}$ and $\hat{I}\P \in {\mathbf{R}}^m$ is observation noise, we want to…