Date
Tue, 26 Apr 2016
14:00
Location
L3
Speaker
Yuji Nakatsukasa
Organisation
University of Oxford

An important observation in compressed sensing is the exact recovery of an l0 minimiser to an underdetermined linear system via the l1 minimiser, given the knowledge that a sparse solution vector exists. Here, we develop a continuous analogue of this observation and show that the best L1 and L0 polynomial approximants of a corrupted function (continuous analogue of sparse vectors) are equivalent. We use this to construct best L1 polynomial approximants of corrupted functions via linear programming. We also present a numerical algorithm for computing best L1 polynomial approximants to general continuous functions, and observe that compared with best L-infinity and L2 polynomial approximants, the best L1 approximants tend to have error functions that are more localized.

Joint work with Alex Townsend (MIT).

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