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ShapeFit: Exact location recovery from corrupted pairwise directions

4 June 2015
Paul Hand
Choongbum Lee
V. Voroninski
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Abstract

Let t1,…,tn∈Rdt_1,\ldots,t_n \in \mathbb{R}^dt1​,…,tn​∈Rd and consider the location recovery problem: given a subset of pairwise direction observations {(ti−tj)/∥ti−tj∥2}i<j∈[n]×[n]\{(t_i - t_j) / \|t_i - t_j\|_2\}_{i<j \in [n] \times [n]}{(ti​−tj​)/∥ti​−tj​∥2​}i<j∈[n]×[n]​, where a constant fraction of these observations are arbitrarily corrupted, find {ti}i=1n\{t_i\}_{i=1}^n{ti​}i=1n​ up to a global translation and scale. We propose a novel algorithm for the location recovery problem, which consists of a simple convex program over dndndn real variables. We prove that this program recovers a set of nnn i.i.d. Gaussian locations exactly and with high probability if the observations are given by an \erdosrenyi graph, ddd is large enough, and provided that at most a constant fraction of observations involving any particular location are adversarially corrupted. We also prove that the program exactly recovers Gaussian locations for d=3d=3d=3 if the fraction of corrupted observations at each location is, up to poly-logarithmic factors, at most a constant. Both of these recovery theorems are based on a set of deterministic conditions that we prove are sufficient for exact recovery.

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