  We are motivated by problems that arise in a number of applications such as
Online Marketing and explosives detection, where the observations are usually
modeled using Poisson statistics. We model each observation as a Poisson random
variable whose mean is a sparse linear superposition of known patterns. Unlike
many conventional problems observations here are not identically distributed
since they are associated with different sensing modalities. We analyze the
performance of a Maximum Likelihood (ML) decoder, which for our Poisson setting
involves a non-linear optimization but yet is computationally tractable. We
derive fundamental sample complexity bounds for sparse recovery when the
measurements are contaminated with Poisson noise. In contrast to the
least-squares linear regression setting with Gaussian noise, we observe that in
addition to sparsity, the scale of the parameters also fundamentally impacts
sample complexity. We introduce a novel notion of Restricted Likelihood
Perturbation (RLP), to jointly account for scale and sparsity. We derive sample
complexity bounds for $\ell_1$ regularized ML estimators in terms of RLP and
further specialize these results for deterministic and random sensing matrix
designs.
