Recovery guarantees for polynomial coefficients from weakly dependent data with outliers
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Publication:2209293
DOI10.1016/J.JAT.2020.105472zbMATH Open1451.41013OpenAlexW3071135787MaRDI QIDQ2209293FDOQ2209293
Authors: Lam Si Tung Ho, Hayden Schaeffer, Giang Tran, Rachel Ward 
Publication date: 30 October 2020
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Abstract: Learning non-linear systems from noisy, limited, and/or dependent data is an important task across various scientific fields including statistics, engineering, computer science, mathematics, and many more. In general, this learning task is ill-posed; however, additional information about the data's structure or on the behavior of the unknown function can make the task well-posed. In this work, we study the problem of learning nonlinear functions from corrupted and dependent data. The learning problem is recast as a sparse robust linear regression problem where we incorporate both the unknown coefficients and the corruptions in a basis pursuit framework. The main contribution of our paper is to provide a reconstruction guarantee for the associated -optimization problem where the sampling matrix is formed from dependent data. Specifically, we prove that the sampling matrix satisfies the null space property and the stable null space property, provided that the data is compact and satisfies a suitable concentration inequality. We show that our recovery results are applicable to various types of dependent data such as exponentially strongly -mixing data, geometrically -mixing data, and uniformly ergodic Markov chain. Our theoretical results are verified via several numerical simulations.
Full work available at URL: https://arxiv.org/abs/1811.10115
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