On the Phase Transition of Corrupted Sensing

Abstract: In \cite{FOY2014}, a sharp phase transition has been numerically observed when a constrained convex procedure is used to solve the corrupted sensing problem. In this paper, we present a theoretical analysis for this phenomenon. Specifically, we establish the threshold below which this convex procedure fails to recover signal and corruption with high probability. Together with the work in \cite{FOY2014}, we prove that a sharp phase transition occurs around the sum of the squares of spherical Gaussian widths of two tangent cones. Numerical experiments are provided to demonstrate the correctness and sharpness of our results.