Sparse Regularization via Convex Analysis

Sparse approximate solutions to linear equations are classically obtained via L1 norm regularized least squares, but this method often underestimates the true solution. As an alternative to the L1 norm, this paper proposes a class of nonconvex penalty functions that maintain the convexity of the lea...

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Vydané v:IEEE transactions on signal processing Ročník 65; číslo 17; s. 4481 - 4494
Hlavný autor: Selesnick, Ivan
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: IEEE 01.09.2017
Predmet:
convex function
Convex functions
Convolution
Cost function
denoising
Noise reduction
optimization
Signal processing algorithms
sparse approximation
Sparse regularization
ISSN:1053-587X, 1941-0476
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Shrnutí:Sparse approximate solutions to linear equations are classically obtained via L1 norm regularized least squares, but this method often underestimates the true solution. As an alternative to the L1 norm, this paper proposes a class of nonconvex penalty functions that maintain the convexity of the least squares cost function to be minimized, and avoids the systematic underestimation characteristic of L1 norm regularization. The proposed penalty function is a multivariate generalization of the minimax-concave penalty. It is defined in terms of a new multivariate generalization of the Huber function, which in turn is defined via infimal convolution. The proposed sparse-regularized least squares cost function can be minimized by proximal algorithms comprising simple computations.
ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2017.2711501