ShapeFit: Exact location recovery from corrupted pairwise directions

Let $t_1,\ldots,t_n \in \mathbb{R}^d$ and consider the location recovery problem: given a subset of pairwise direction observations $\{(t_i - t_j) / \|t_i - t_j\|_2\}_{i<j \in [n] \times [n]}$, where a constant fraction of these observations are arbitrarily corrupted, find $\{t_i\}_{i=1}^n$ 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 $dn$ real variables. We prove that this program recovers a set of $n$ i.i.d. Gaussian locations exactly and with high probability if the observations are given by an Erd\"{o}s-R\'{e}nyi graph, $d$ is large enough, and provided that at most a constant fraction of observations involving any particular location are adversarially corrupted.