Denoising data using convex relaxations

We study the problem of denoising observations $Y_i=X_i+Z_i$, where the latent variables $X_i$ are sampled from a low-dimensional manifold in $\mathbb{R}^n$ and the noise variables $Z_i$ are isotropic Gaussian. We propose a convex-relaxation estimator that first reduces dimension by principal component analysis and then projects the observations onto the convex hull of the projected latent manifold. We construct a statistical oracle that estimates its supporting hyperplanes from empirical Gaussian tail probabilities of the noisy sample. Under a lower-mass condition on the latent distribution, we prove finite-sample guarantees for the oracle and derive error bounds for the resulting denoiser. The analysis combines risk bounds for least-squares projection under convex constraints with entropy bounds for convex hulls. We also verify the assumptions of the framework for a Cryo-Electron Microscopy observation model by establishing suitable covering number and Lipschitz estimates for the associated group action and imaging operators.