The sparse linear regression problem is difficult to handle with usual sparse optimization models when both predictors and measurements are either quantized or represented in low-precision, due to nonconvexity. In this paper, we provide a novel linear programming approach, which is effective to tackle this problem. In particular, we prove theoretical guarantees of robustness, and we present numerical results that show improved performance with respect to the state-of-the-art methods. * Corresponding author. The authors are with the