Robust compressive sensing of sparse signals: A review

Compressive sensing generally relies on the L2-norm for data fidelity, whereas in many applications robust estimators are needed. Among the scenarios in which robust performance is required, applications where the sampling process is performed in the presence of impulsive noise, i.e. measurements are corrupted by outliers, are of particular importance. This article overviews robust nonlinear reconstruction strategies for sparse signals based on replacing the commonly used L2-norm by M-estimators as data fidelity functions. The derived methods outperform existing compressed sensing techniques in impulsive environments, while achieving good performance in light-tailed environments, thus offering a robust framework for CS

Composite Minimization: Proximity Algorithms and Their Applications

ABSTRACT Image and signal processing problems of practical importance, such as incomplete data recovery and compressed sensing, are often modeled as nonsmooth optimization problems whose objective functions are the sum of two terms, each of which is the composition of a prox-friendly function with a matrix. Therefore, there is a practical need to solve such optimization problems. Besides the nondifferentiability of the objective functions of the associated optimization problems and the larger dimension of the underlying images and signals, the sum of the objective functions is not, in general, prox-friendly, which makes solving the problems challenging. Many algorithms have been proposed in literature to attack these problems by making use of the prox-friendly functions in the problems. However, the efficiency of these algorithms relies heavily on the underlying structures of the matrices, particularly for large scale optimization problems. In this dissertation, we propose a novel algorithmic framework that exploits the availability of the prox-friendly functions, without requiring any structural information of the matrices. This makes our algorithms suitable for large scale optimization problems of interest. We also prove the convergence of the developed algorithms. This dissertation has three main parts. In part 1, we consider the minimization of functions that are the sum of the compositions of prox-friendly functions with matrices. We characterize the solutions to the associated optimization problems as the solutions of fixed point equations that are formulated in terms of the proximity operators of the dual of the prox-friendly functions. By making use of the flexibility provided by this characterization, we develop a block Gauss-Seidel iterative scheme for finding a solution to the optimization problem and prove its convergence. We discuss the connection of our developed algorithms with some existing ones and point out the advantages of our proposed scheme. In part 2, we give a comprehensive study on the computation of the proximity operator of the ℓp-norm with 0 ≤ p \u3c 1. Nonconvexity and non-smoothness have been recognized as important features of many optimization problems in image and signal processing. The nonconvex, nonsmooth ℓp-regularization has been recognized as an efficient tool to identify the sparsity of wavelet coefficients of an image or signal under investigation. To solve an ℓp-regularized optimization problem, the proximity operator of the ℓp-norm needs to be computed in an accurate and computationally efficient way. We first study the general properties of the proximity operator of the ℓp-norm. Then, we derive the explicit form of the proximity operators of the ℓp-norm for p ∈ {0, 1/2, 2/3, 1}. Using these explicit forms and the properties of the proximity operator of the ℓp-norm, we develop an efficient algorithm to compute the proximity operator of the ℓp-norm for any p between 0 and 1. In part 3, the usefulness of the research results developed in the previous two parts is demonstrated in two types of applications, namely, image restoration and compressed sensing. A comparison with the results from some existing algorithms is also presented. For image restoration, the results developed in part 1 are applied to solve the ℓ2-TV and ℓ1-TV models. The resulting restored images have higher peak signal-to-noise ratios and the developed algorithms require less CPU time than state-of-the-art algorithms. In addition, for compressed sensing applications, our algorithm has smaller ℓ2- and ℓ∞-errors and shorter computation times than state-ofthe- art algorithms. For compressed sensing with the ℓp-regularization, our numerical simulations show smaller ℓ2- and ℓ∞-errors than that from the ℓ0-regularization and ℓ1-regularization. In summary, our numerical simulations indicate that not only can our developed algorithms be applied to a wide variety of important optimization problems, but also they are more accurate and computationally efficient than stateof- the-art algorithms

Computational Inverse Problems

Inverse problem typically deal with the identification of unknown quantities from indirect measurements and appear in many areas in technology, medicine, biology, finance, and econometrics. The computational solution of such problems is a very active, interdisciplinary field with close connections to optimization, control theory, differential equations, asymptotic analysis, statistics, and probability. The focus of this workshop was on hybrid methods, model reduction, regularization in Banach spaces, and statistical approaches

영상 복원 문제의 변분법적 접근

학위논문 (박사)-- 서울대학교 대학원 : 수리과학부, 2013. 2. 강명주.Image restoration has been an active research area in image processing and computer vision during the past several decades. We explore variational partial differential equations (PDE) models in image restoration problem. We start our discussion by reviewing classical models, by which the works of this dissertation are highly motivated. The content of the dissertation is divided into two main subjects. First topic is on image denoising, where we propose non-convex hybrid total variation model, and then we apply iterative reweighted algorithm to solve the proposed model. Second topic is on image decomposition, in which we separate an image into structural component and oscillatory component using local gradient constraint.Abstract i 1 Introduction 1 1.1 Image restoration 2 1.2 Brief overview of the dissertation 3 2 Previous works 4 2.1 Image denoising 4 2.1.1 Fundamental model 4 2.1.2 Higher order model 7 2.1.3 Hybrid model 9 2.1.4 Non-convex model 12 2.2 Image decomposition 22 2.2.1 Meyers model 23 2.2.2 Nonlinear filter 24 3 Non-convex hybrid TV for image denoising 28 3.1 Variational model with non-convex hybrid TV 29 3.1.1 Non-convex TV model and non-convex HOTV model 29 3.1.2 The Proposed model: Non-convex hybrid TV model 31 3.2 Iterative reweighted hybrid Total Variation algorithm 33 3.3 Numerical experiments 35 3.3.1 Parameter values 37 3.3.2 Comparison between the non-convex TV model and the non-convex HOTV model 38 3.3.3 Comparison with other non-convex higher order regularizers 40 3.3.4 Comparison between two non-convex hybrid TV models 42 3.3.5 Comparison with Krishnan et al. [39] 43 3.3.6 Comparison with state-of-the-art 44 4 Image decomposition 59 4.1 Local gradient constraint 61 4.1.1 Texture estimator 62 4.2 The proposed model 65 4.2.1 Algorithm : Anisotropic TV-L2 67 4.2.2 Algorithm : Isotropic TV-L2 69 4.2.3 Algorithm : Isotropic TV-L1 71 4.3 Numerical experiments and discussion 72 5 Conclusion and future works 80 Abstract (in Korean) 92Docto