Minimax optimal convex methods for Poisson inverse problems under   $\ell_q$-ball sparsity
  In this paper, we study the minimax rates and provide an implementable convex algorithm for Poisson inverse problems under weak sparsity and physical constraints. In particular we assume the model $y_i \sim \mbox{Poisson}(Ta_i^{\top}f^*)$ for $1 \leq i \leq n$ where $T \in \mathbb{R}_+$ is the intensity, and we impose weak sparsity on $f^* \in \mathbb{R}^p$ by assuming $f^*$ lies in an $\ell_q$-ball when rotated according to an orthonormal basis $D \in \mathbb{R}^{p \times p}$. In addition, since we are modeling real physical systems we also impose positivity and flux-preserving constraints on the matrix $A = [a_1, a_2,...,a_n]^{\top}$ and the function $f^*$. We prove minimax lower bounds for this model which scale as $R_q (\frac{\log p}{T})^{1 - q/2}$ where it is noticeable that the rate depends on the intensity $T$ and not the sample size $n$. We also show that a $\ell_1$-based regularized least-squares estimator achieves this minimax lower bound, provided a suitable restricted eigenvalue condition is satisfied. Finally we prove that provided $n \geq \tilde{K} \log p$ where $\tilde{K} = O(R_q (\frac{\log p}{T})^{- q/2})$ represents an approximate sparsity level, our restricted eigenvalue condition and physical constraints are satisfied for random bounded ensembles. We also provide numerical experiments that validate our mean-squared error bounds. Our results address a number of open issues from prior work on Poisson inverse problems that focuses on strictly sparse models and does not provide guarantees for convex implementable algorithms. 
Yuan Li, Garvesh Raskutti
math.ST stat.TH