Rank-One Signal Recovery in Sparse Wishart Noise

We study the high-dimensional recovery of a signal vector $\mathbf{x}$ in the presence of sparse Wishart-like noise. We define an $N \times N$ matrix $A = J+(θ/N)\mathbf{xx}^{\top}$, where $\mathbf{xx}^{\top}$ is the rank-one deformation of the random noise matrix $J$. We consider a Wishart-like mat