4,986 research outputs found
Structured Sparsity Promoting Functions: Theory and Applications
Motivated by the minimax concave penalty based variable selection in high-dimensional linear regression, we introduce a simple scheme to construct structured semiconvex sparsity promoting functions from convex sparsity promoting functions and their Moreau envelopes. Properties of these functions are developed by leveraging their structure. In particular, we show that the behavior of the constructed function can be easily controlled by assumptions on the original convex function. We provide sparsity guarantees for the general family of functions via the proximity operator. Results related to the Fenchel Conjugate and Łojasiewicz exponent of these functions are also provided. We further study the behavior of the proximity operators of several special functions including indicator functions of closed convex sets, piecewise quadratic functions, and linear combinations of the two. To demonstrate these properties, several concrete examples are presented and existing instances are featured as special cases. We explore the effect of these functions on the penalized least squares problem and discuss several algorithms for solving this problem which rely on the particular structure of our functions. We then apply these methods to the total variation denoising problem from signal processing
Design of Optimal Sparse Feedback Gains via the Alternating Direction Method of Multipliers
We design sparse and block sparse feedback gains that minimize the variance
amplification (i.e., the norm) of distributed systems. Our approach
consists of two steps. First, we identify sparsity patterns of feedback gains
by incorporating sparsity-promoting penalty functions into the optimal control
problem, where the added terms penalize the number of communication links in
the distributed controller. Second, we optimize feedback gains subject to
structural constraints determined by the identified sparsity patterns. In the
first step, the sparsity structure of feedback gains is identified using the
alternating direction method of multipliers, which is a powerful algorithm
well-suited to large optimization problems. This method alternates between
promoting the sparsity of the controller and optimizing the closed-loop
performance, which allows us to exploit the structure of the corresponding
objective functions. In particular, we take advantage of the separability of
the sparsity-promoting penalty functions to decompose the minimization problem
into sub-problems that can be solved analytically. Several examples are
provided to illustrate the effectiveness of the developed approach.Comment: To appear in IEEE Trans. Automat. Contro
A Primal-Dual Proximal Algorithm for Sparse Template-Based Adaptive Filtering: Application to Seismic Multiple Removal
Unveiling meaningful geophysical information from seismic data requires to
deal with both random and structured "noises". As their amplitude may be
greater than signals of interest (primaries), additional prior information is
especially important in performing efficient signal separation. We address here
the problem of multiple reflections, caused by wave-field bouncing between
layers. Since only approximate models of these phenomena are available, we
propose a flexible framework for time-varying adaptive filtering of seismic
signals, using sparse representations, based on inaccurate templates. We recast
the joint estimation of adaptive filters and primaries in a new convex
variational formulation. This approach allows us to incorporate plausible
knowledge about noise statistics, data sparsity and slow filter variation in
parsimony-promoting wavelet frames. The designed primal-dual algorithm solves a
constrained minimization problem that alleviates standard regularization issues
in finding hyperparameters. The approach demonstrates significantly good
performance in low signal-to-noise ratio conditions, both for simulated and
real field seismic data
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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