"Plug-and-Play" Edge-Preserving Regularization

In many inverse problems it is essential to use regularization methods that preserve edges in the reconstructions, and many reconstruction models have been developed for this task, such as the Total Variation (TV) approach. The associated algorithms are complex and require a good knowledge of large-scale optimization algorithms, and they involve certain tolerances that the user must choose. We present a simpler approach that relies only on standard computational building blocks in matrix computations, such as orthogonal transformations, preconditioned iterative solvers, Kronecker products, and the discrete cosine transform -- hence the term "plug-and-play." We do not attempt to improve on TV reconstructions, but rather provide an easy-to-use approach to computing reconstructions with similar properties.Comment: 14 pages, 7 figures, 3 table

Nonconvex Nonsmooth Low-Rank Minimization via Iteratively Reweighted Nuclear Norm

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed convex problem usually leads to a suboptimal solution of the original rank minimization problem. In this paper, we propose to perform a family of nonconvex surrogates of $L_0$-norm on the singular values of a matrix to approximate the rank function. This leads to a nonconvex nonsmooth minimization problem. Then we propose to solve the problem by Iteratively Reweighted Nuclear Norm (IRNN) algorithm. IRNN iteratively solves a Weighted Singular Value Thresholding (WSVT) problem, which has a closed form solution due to the special properties of the nonconvex surrogate functions. We also extend IRNN to solve the nonconvex problem with two or more blocks of variables. In theory, we prove that IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthesized data and real images demonstrate that IRNN enhances the low-rank matrix recovery compared with state-of-the-art convex algorithms

Distributed estimation from relative measurements of heterogeneous and uncertain quality

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes connected by an edge. In order to model heterogeneity and uncertainty of the measurements, we assume them to be affected by additive noise distributed according to a Gaussian mixture. In this original setup, we formulate the problem of computing the Maximum-Likelihood (ML) estimates and we design two novel algorithms, based on Least Squares regression and Expectation-Maximization (EM). The first algorithm (LS- EM) is centralized and performs the estimation from relative measurements, the soft classification of the measurements, and the estimation of the noise parameters. The second algorithm (Distributed LS-EM) is distributed and performs estimation and soft classification of the measurements, but requires the knowledge of the noise parameters. We provide rigorous proofs of convergence of both algorithms and we present numerical experiments to evaluate and compare their performance with classical solutions. The experiments show the robustness of the proposed methods against different kinds of noise and, for the Distributed LS-EM, against errors in the knowledge of noise parameters.Comment: Submitted to IEEE transaction