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arXiv 1104.0240math.OCcs.NAmath.APmath.NA
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一种基于非线性PDE的稀疏反卷积方法

A nonlinear PDE-based method for sparse deconvolution

UCLA(加州大学洛杉矶分校);UCSD(加州大学圣地亚哥分校)

Yu Mao, Bin Dong, Stanley Osher

AI总结:

提出一种新的非线性演化偏微分方程,用于解决稀疏反卷积问题,该方程保持ℓ1范数同时降低残差,并渐近地使解更稀疏,可作为ℓ1最小化算法(如Bregman迭代法)的有效插件。

摘要:

本文针对稀疏反卷积问题引入了一种新的非线性演化偏微分方程。所提出的PDE具有连续性方程的形式,该形式出现在流体动力学和最优输运等多个研究领域,因此具有一些有趣的物理解释和几何解释。我们考虑的基础优化模型是带有线性等式约束的标准ℓ1最小化,即$\min_u\{\|u\|_1 : Au=f\}$,其中$A$是欠采样卷积算子。我们证明,我们的PDE在降低残差$\|Au-f\|_2$的同时保持ℓ1范数。更重要的是,PDE的解渐近地变得更稀疏,这在数值上得到了验证。因此,它可以作为某些ℓ1最小化问题算法(例如,在[W. Yin, S. Osher, D. Goldfarb, and J. Darbon, SIAM J. Imaging Sci., 1 (2008), pp. 143-168]中为稀疏重建问题引入的Bregman迭代法)的一种自然且有益的插件。数值实验表明,在收敛速度和重建质量方面都有显著提升。

英文摘要:

In this paper, we introduce a new nonlinear evolution partial differential equation for sparse deconvolution problems. The proposed PDE has the form of continuity equation that arises in various research areas, e.g. fluid dynamics and optimal transportation, and thus has some interesting physical and geometric interpretations. The underlying optimization model that we consider is the standard $\ell_1$ minimization with linear equality constraints, i.e. $\min_u\{\|u\|_1 : Au=f\}$ with $A$ being an under-sampled convolution operator. We show that our PDE preserves the $\ell_1$ norm while lowering the residual $\|Au-f\|_2$. More importantly the solution of the PDE becomes sparser asymptotically, which is illustrated numerically. Therefore, it can be treated as a natural and helpful plug-in to some algorithms for $\ell_1$ minimization problems, e.g. Bregman iterative methods introduced for sparse reconstruction problems in [W. Yin, S. Osher, D. Goldfarb, and J. Darbon,SIAM J. Imaging Sci., 1 (2008), pp. 143-168]. Numerical experiments show great improvements in terms of both convergence speed and reconstruction quality.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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