4,715 research outputs found
A fast and accurate basis pursuit denoising algorithm with application to super-resolving tomographic SAR
regularization is used for finding sparse solutions to an
underdetermined linear system. As sparse signals are widely expected in remote
sensing, this type of regularization scheme and its extensions have been widely
employed in many remote sensing problems, such as image fusion, target
detection, image super-resolution, and others and have led to promising
results. However, solving such sparse reconstruction problems is
computationally expensive and has limitations in its practical use. In this
paper, we proposed a novel efficient algorithm for solving the complex-valued
regularized least squares problem. Taking the high-dimensional
tomographic synthetic aperture radar (TomoSAR) as a practical example, we
carried out extensive experiments, both with simulation data and real data, to
demonstrate that the proposed approach can retain the accuracy of second order
methods while dramatically speeding up the processing by one or two orders.
Although we have chosen TomoSAR as the example, the proposed method can be
generally applied to any spectral estimation problems.Comment: 11 pages, IEEE Transactions on Geoscience and Remote Sensin
Piecewise linear regularized solution paths
We consider the generic regularized optimization problem
. Efron, Hastie,
Johnstone and Tibshirani [Ann. Statist. 32 (2004) 407--499] have shown that for
the LASSO--that is, if is squared error loss and is
the norm of --the optimal coefficient path is piecewise linear,
that is, is piecewise
constant. We derive a general characterization of the properties of (loss ,
penalty ) pairs which give piecewise linear coefficient paths. Such pairs
allow for efficient generation of the full regularized coefficient paths. We
investigate the nature of efficient path following algorithms which arise. We
use our results to suggest robust versions of the LASSO for regression and
classification, and to develop new, efficient algorithms for existing problems
in the literature, including Mammen and van de Geer's locally adaptive
regression splines.Comment: Published at http://dx.doi.org/10.1214/009053606000001370 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Disparity and Optical Flow Partitioning Using Extended Potts Priors
This paper addresses the problems of disparity and optical flow partitioning
based on the brightness invariance assumption. We investigate new variational
approaches to these problems with Potts priors and possibly box constraints.
For the optical flow partitioning, our model includes vector-valued data and an
adapted Potts regularizer. Using the notation of asymptotically level stable
functions we prove the existence of global minimizers of our functionals. We
propose a modified alternating direction method of minimizers. This iterative
algorithm requires the computation of global minimizers of classical univariate
Potts problems which can be done efficiently by dynamic programming. We prove
that the algorithm converges both for the constrained and unconstrained
problems. Numerical examples demonstrate the very good performance of our
partitioning method
Truthful Linear Regression
We consider the problem of fitting a linear model to data held by individuals
who are concerned about their privacy. Incentivizing most players to truthfully
report their data to the analyst constrains our design to mechanisms that
provide a privacy guarantee to the participants; we use differential privacy to
model individuals' privacy losses. This immediately poses a problem, as
differentially private computation of a linear model necessarily produces a
biased estimation, and existing approaches to design mechanisms to elicit data
from privacy-sensitive individuals do not generalize well to biased estimators.
We overcome this challenge through an appropriate design of the computation and
payment scheme.Comment: To appear in Proceedings of the 28th Annual Conference on Learning
Theory (COLT 2015
Group-Sparse Signal Denoising: Non-Convex Regularization, Convex Optimization
Convex optimization with sparsity-promoting convex regularization is a
standard approach for estimating sparse signals in noise. In order to promote
sparsity more strongly than convex regularization, it is also standard practice
to employ non-convex optimization. In this paper, we take a third approach. We
utilize a non-convex regularization term chosen such that the total cost
function (consisting of data consistency and regularization terms) is convex.
Therefore, sparsity is more strongly promoted than in the standard convex
formulation, but without sacrificing the attractive aspects of convex
optimization (unique minimum, robust algorithms, etc.). We use this idea to
improve the recently developed 'overlapping group shrinkage' (OGS) algorithm
for the denoising of group-sparse signals. The algorithm is applied to the
problem of speech enhancement with favorable results in terms of both SNR and
perceptual quality.Comment: 14 pages, 11 figure
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