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arXiv math/0608124math.NAcs.NAmath.FA
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具有联合稀疏约束的向量值数据恢复算法

Recovery algorithms for vector valued data with joint sparsity constraints

Massimo Fornasier, Holger Rauhut

AI总结:

针对向量值数据的联合稀疏性,提出基于阈值Landweber算法的快速求解方法,并设计自适应权重更新策略,实现$\ell_2$范数收敛,在彩色图像恢复中验证有效性。

摘要:

具体应用中出现的向量值数据通常对每个向量分量相对于预分配的框架具有稀疏展开。此外,不同分量可能表现出共同的稀疏模式。最近,引入了考虑这种联合稀疏模式的稀疏性度量,促进了非零分量的耦合。这些度量通常构造为框架系数的分量$\ell_q$范数的加权$\ell_1$范数。我们展示了如何通过快速阈值Landweber算法计算具有这种联合稀疏正则化约束的线性逆问题的解。接下来,我们讨论了稀疏性度量定义中出现的合适权重的自适应选择。权重被解释为稀疏模式的指示符,并在每次应用阈值Landweber算法后迭代更新。由此产生的两步算法被解释为针对合适目标泛函的双重最小化方案。我们证明了其$\ell_2$范数收敛性。还制定了算法的可实现版本,并证明了其范数收敛性。给出了彩色图像恢复中的数值实验。

英文摘要:

Vector valued data appearing in concrete applications often possess sparse expansions with respect to a preassigned frame for each vector component individually. Additionally, different components may also exhibit common sparsity patterns. Recently, there were introduced sparsity measures that take into account such joint sparsity patterns, promoting coupling of non-vanishing components. These measures are typically constructed as weighted $\ell_1$ norms of componentwise $\ell_q$ norms of frame coefficients. We show how to compute solutions of linear inverse problems with such joint sparsity regularization constraints by fast thresholded Landweber algorithms. Next we discuss the adaptive choice of suitable weights appearing in the definition of sparsity measures. The weights are interpreted as indicators of the sparsity pattern and are iteratively up-dated after each new application of the thresholded Landweber algorithm. The resulting two-step algorithm is interpreted as a double-minimization scheme for a suitable target functional. We show its $\ell_2$-norm convergence. An implementable version of the algorithm is also formulated, and its norm convergence is proven. Numerical experiments in color image restoration are presented.

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