I. Introduction
Inverse problems, with the goal of recovering a signal from partial and noisy observations, come in many different formulations and arise in many applications. One important property of an inverse problem is to be well-posed, i.e., there should exist a unique and stable solution to the problem [2]. In this regard, prior information about the solution, like sparsity, can be used as a “regularizer” to transform an ill-posed problem to a well-posed one. In this work, we look at a particular inverse problem with less measurements than the number of unknowns (ill-posed) but with sparsity constraints on the solution. As will be explained in detail, the interesting aspect of this problem is that the sampling procedure is probabilistic and not fully known at recovery time.