49,915 research outputs found
Low Complexity Regularization of Linear Inverse Problems
Inverse problems and regularization theory is a central theme in contemporary
signal processing, where the goal is to reconstruct an unknown signal from
partial indirect, and possibly noisy, measurements of it. A now standard method
for recovering the unknown signal is to solve a convex optimization problem
that enforces some prior knowledge about its structure. This has proved
efficient in many problems routinely encountered in imaging sciences,
statistics and machine learning. This chapter delivers a review of recent
advances in the field where the regularization prior promotes solutions
conforming to some notion of simplicity/low-complexity. These priors encompass
as popular examples sparsity and group sparsity (to capture the compressibility
of natural signals and images), total variation and analysis sparsity (to
promote piecewise regularity), and low-rank (as natural extension of sparsity
to matrix-valued data). Our aim is to provide a unified treatment of all these
regularizations under a single umbrella, namely the theory of partial
smoothness. This framework is very general and accommodates all low-complexity
regularizers just mentioned, as well as many others. Partial smoothness turns
out to be the canonical way to encode low-dimensional models that can be linear
spaces or more general smooth manifolds. This review is intended to serve as a
one stop shop toward the understanding of the theoretical properties of the
so-regularized solutions. It covers a large spectrum including: (i) recovery
guarantees and stability to noise, both in terms of -stability and
model (manifold) identification; (ii) sensitivity analysis to perturbations of
the parameters involved (in particular the observations), with applications to
unbiased risk estimation ; (iii) convergence properties of the forward-backward
proximal splitting scheme, that is particularly well suited to solve the
corresponding large-scale regularized optimization problem
Generalized Forward-Backward Splitting
This paper introduces the generalized forward-backward splitting algorithm
for minimizing convex functions of the form , where
has a Lipschitz-continuous gradient and the 's are simple in the sense
that their Moreau proximity operators are easy to compute. While the
forward-backward algorithm cannot deal with more than non-smooth
function, our method generalizes it to the case of arbitrary . Our method
makes an explicit use of the regularity of in the forward step, and the
proximity operators of the 's are applied in parallel in the backward
step. This allows the generalized forward backward to efficiently address an
important class of convex problems. We prove its convergence in infinite
dimension, and its robustness to errors on the computation of the proximity
operators and of the gradient of . Examples on inverse problems in imaging
demonstrate the advantage of the proposed methods in comparison to other
splitting algorithms.Comment: 24 pages, 4 figure
Modulated Unit-Norm Tight Frames for Compressed Sensing
In this paper, we propose a compressed sensing (CS) framework that consists
of three parts: a unit-norm tight frame (UTF), a random diagonal matrix and a
column-wise orthonormal matrix. We prove that this structure satisfies the
restricted isometry property (RIP) with high probability if the number of
measurements for -sparse signals of length
and if the column-wise orthonormal matrix is bounded. Some existing structured
sensing models can be studied under this framework, which then gives tighter
bounds on the required number of measurements to satisfy the RIP. More
importantly, we propose several structured sensing models by appealing to this
unified framework, such as a general sensing model with arbitrary/determinisic
subsamplers, a fast and efficient block compressed sensing scheme, and
structured sensing matrices with deterministic phase modulations, all of which
can lead to improvements on practical applications. In particular, one of the
constructions is applied to simplify the transceiver design of CS-based channel
estimation for orthogonal frequency division multiplexing (OFDM) systems.Comment: submitted to IEEE Transactions on Signal Processin
From Sparse Signals to Sparse Residuals for Robust Sensing
One of the key challenges in sensor networks is the extraction of information
by fusing data from a multitude of distinct, but possibly unreliable sensors.
Recovering information from the maximum number of dependable sensors while
specifying the unreliable ones is critical for robust sensing. This sensing
task is formulated here as that of finding the maximum number of feasible
subsystems of linear equations, and proved to be NP-hard. Useful links are
established with compressive sampling, which aims at recovering vectors that
are sparse. In contrast, the signals here are not sparse, but give rise to
sparse residuals. Capitalizing on this form of sparsity, four sensing schemes
with complementary strengths are developed. The first scheme is a convex
relaxation of the original problem expressed as a second-order cone program
(SOCP). It is shown that when the involved sensing matrices are Gaussian and
the reliable measurements are sufficiently many, the SOCP can recover the
optimal solution with overwhelming probability. The second scheme is obtained
by replacing the initial objective function with a concave one. The third and
fourth schemes are tailored for noisy sensor data. The noisy case is cast as a
combinatorial problem that is subsequently surrogated by a (weighted) SOCP.
Interestingly, the derived cost functions fall into the framework of robust
multivariate linear regression, while an efficient block-coordinate descent
algorithm is developed for their minimization. The robust sensing capabilities
of all schemes are verified by simulated tests.Comment: Under review for publication in the IEEE Transactions on Signal
Processing (revised version
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