cs.ITOct 28, 2025

Robustness to Sparse Adversarial Corruption in Arbitrary Linear Measurements: Beyond Exact Recovery

Authors: Vishal HalderAlexandre Reiffers-MassonAbdeldjalil Aïssa-El-BeyGugan Thoppe

Organizations: IMT Atlantique, Lab-STICC, CNRS UMR 6285, Brest, France · Department of Computer Science and Automation, Indian Institute of Science, Bengaluru, India

Abstract

Recovery from linear measurements under sparse adversarial corruption is typically formulated as an exact-recovery problem: one seeks structural conditions on A\mathbf{A} (e.g., restricted isometry property) guaranteeing unique recovery of x\mathbf{x}^\star from y=Ax+e\mathbf{y} = \mathbf{A}\mathbf{x}^\star + \mathbf{e} with e0q\|\mathbf{e}\|_0 \leq q. However, these guarantees provide no guidance once exact recovery fails. This limitation obscures simple robustness phenomena -- for instance, repeated rows in A\mathbf{A} can preserve nontrivial information about x\mathbf{x}^\star under sparse corruption. In this paper, we study what information about x\mathbf{x}^\star can be \emph{uniformly} recovered from y=Ax+e\mathbf{y} = \mathbf{A}\mathbf{x}^\star + \mathbf{e} for arbitrary ARm×n\mathbf{A}\in\mathbb{R}^{m\times n} and \emph{any} qq-sparse e\mathbf{e}. We show that the robust information is precisely x+ker(U)\mathbf{x}^\star + \ker(\mathbf{U}), where U\mathbf{U} is the orthogonal projection onto the intersection of rowspaces of all submatrices of A\mathbf{A} obtained by deleting 2q2q rows. This clarifies how the row structure of A\mathbf{A} governs whether a qq-sparse corruption allows exact, partial, or only trivial recovery. We further prove every x\mathbf{x} minimizing yAx0\|\mathbf{y} - \mathbf{A} \mathbf{x}\|_0 belongs to x+ker(U)\mathbf{x}^\star + \ker(\mathbf{U}), yielding a constructive approach to recover this set. For i.i.d. Gaussian matrices, we establish a sharp phase transition between exact and trivial recovery. We sketch two applications: robust network tomography and signal reconstruction from oversampled DCT.

Explore similar work

Sep 1, 2025stat.ML

The Price of Sparsity: Sufficient Conditions for Sparse Recovery using Sparse and Sparsified Measurements

We consider the problem of support recovery for sparse binary signals from noisy linear measurements. For sparse Gaussian measurement matrices we identify sufficient conditions on the minimal sample size for maximum-likelihood recovery in the high-SNR regime ds/pds/p \to \infty, where pp denotes the signal dimension, ss the number of non-zero components of the signal, and dd the expected number of non-zero components per row of measurement. Combined with known lower bounds, this yields an information-theoretic threshold of order slog(p/s)/log(ds/p)s\log(p/s) / \log(ds/p), making explicit the price of measurement sparsity. In particular, we highlight a regime where the sample-complexity loss from measurement sparsity is logarithmic while the computational gain is nearly linear. Second, we study recovery after sparsifying an originally dense Gaussian design: the observations are generated from the dense design, while estimation uses an independently sparsified design and a rescaled response. In the proportional regime s=αps=αp, d=ψpd=ψp, we prove that, for every fixed target error level δδ and every slack ε>0\varepsilon>0, a sample size of order p/ψ2p/ψ^2 is sufficient for support recovery for arbitrarily small ψψ.
Youssef Chaabouni, David Gamarnik
Sep 18, 2025eess.IV

Breaking the Weak Recovery Limit in Random Phase Retrieval with Learned Regularizers

We seek to recover an unknown signal from nonlinear amplitude-only measurements, a challenging inverse problem. Strong theoretical guarantees have been established for idealized random measurements, defining the sampling ratio required for signal recovery. However, these results neglect signal priors, which can fundamentally shift these limits, potentially enabling reconstruction with far fewer measurements and simpler models. We evaluate a variety of image priors in the context of severe undersampling with physically-grounded random measurement models. Our results show that these priors enable accurate recovery well below the weak recovery limit, the theoretical threshold required for recovery better than a random guess.
Stanislas Ducotterd, Zhiyuan Hu, Michael Unser +1
Feb 18, 2026math.ST

Separating Oblivious and Adaptive Models of Variable Selection

Sparse recovery is among the most well-studied problems in learning theory and high-dimensional statistics. In this work, we investigate the statistical and computational landscapes of sparse recovery with \ell_\infty error guarantees. This variant of the problem is motivated by \emph{variable selection} tasks, where the goal is to estimate the support of a kk-sparse signal in Rd\mathbb{R}^d. Our main contribution is a provable separation between the \emph{oblivious} (for each'') and \emph{adaptive} (for all'') models of \ell_\infty sparse recovery. We show that under an oblivious model, the optimal \ell_\infty error is attainable in near-linear time with klogd\approx k\log d samples, whereas in an adaptive model, k2\gtrsim k^2 samples are necessary for any algorithm to achieve this bound. This establishes a surprising contrast with the standard 2\ell_2 setting, where klogd\approx k \log d samples suffice even for adaptive sparse recovery. We conclude with a preliminary examination of a \emph{partially-adaptive} model, where we show nontrivial variable selection guarantees are possible with klogd\approx k\log d measurements.
Ziyun Chen, Jerry Li, Kevin Tian +1