Speaker: 

Chunyang Liao

Institution: 

UCLA

Time: 

Monday, March 4, 2024 - 4:00pm to 5:00pm

Host: 

Location: 

RH 306

For objects belonging to a known model set and observed through a prescribed linear process, we aim at determining methods to recover linear quantities of these objects that are optimal from a worst-case perspective. Working in a Hilbert setting, we show that, if the model set is the intersection of two hyperellipsoids centered at the origin, then there is an optimal recovery method which is linear. It is specifically given by a constrained regularization procedure whose parameters, short of being explicit, can be precomputed by solving a semidefinite program. This general framework can be swiftly applied to several scenarios: the two-space problem, the problem of recovery from l2-inaccurate data, and the problem of recovery from a mixture of accurate and l2-inaccurate data. With more effort, it can also be applied to the problem of recovery from l1-inaccurate data. For the latter, we reach the conclusion of existence of an optimal recovery method which is linear, again given by constrained regularization, under a computationally verifiable sufficient condition. Experimentally, this condition seems to hold whenever the level of l1-inaccuracy is small enough. We also point out that, independently of the inaccuracy level, the minimal worst-case error of a linear recovery method can be found by semidefinite programming.