Sparse recovery under matrix uncertainty

Mathieu Rosenbaum, Alexandre B. Tsybakov

We consider the model {eqnarray*}y=Xθ^*+ξ, Z=X+Ξ,{eqnarray*} where the random vector $y\in {\mathbb{R}}^n$ and the random $n\times p$ matrix $Z$ are observed, the $n\times p$ matrix $…