579 research outputs found
Local Behavior of Sparse Analysis Regularization: Applications to Risk Estimation
In this paper, we aim at recovering an unknown signal x0 from noisy
L1measurements y=Phi*x0+w, where Phi is an ill-conditioned or singular linear
operator and w accounts for some noise. To regularize such an ill-posed inverse
problem, we impose an analysis sparsity prior. More precisely, the recovery is
cast as a convex optimization program where the objective is the sum of a
quadratic data fidelity term and a regularization term formed of the L1-norm of
the correlations between the sought after signal and atoms in a given
(generally overcomplete) dictionary. The L1-sparsity analysis prior is weighted
by a regularization parameter lambda>0. In this paper, we prove that any
minimizers of this problem is a piecewise-affine function of the observations y
and the regularization parameter lambda. As a byproduct, we exploit these
properties to get an objectively guided choice of lambda. In particular, we
develop an extension of the Generalized Stein Unbiased Risk Estimator (GSURE)
and show that it is an unbiased and reliable estimator of an appropriately
defined risk. The latter encompasses special cases such as the prediction risk,
the projection risk and the estimation risk. We apply these risk estimators to
the special case of L1-sparsity analysis regularization. We also discuss
implementation issues and propose fast algorithms to solve the L1 analysis
minimization problem and to compute the associated GSURE. We finally illustrate
the applicability of our framework to parameter(s) selection on several imaging
problems
A SURE Approach for Digital Signal/Image Deconvolution Problems
In this paper, we are interested in the classical problem of restoring data
degraded by a convolution and the addition of a white Gaussian noise. The
originality of the proposed approach is two-fold. Firstly, we formulate the
restoration problem as a nonlinear estimation problem leading to the
minimization of a criterion derived from Stein's unbiased quadratic risk
estimate. Secondly, the deconvolution procedure is performed using any analysis
and synthesis frames that can be overcomplete or not. New theoretical results
concerning the calculation of the variance of the Stein's risk estimate are
also provided in this work. Simulations carried out on natural images show the
good performance of our method w.r.t. conventional wavelet-based restoration
methods
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