Minimization of multi-penalty functionals by alternating iterative thresholding and optimal parameter choices

DOI10.1088/0266-5611/30/12/125003MaRDI QIDQ2940996zbMATH OpenOpenAlexFDO

Authors Steffen Peter, Valeriya Naumova

Publication date 21 January 2015

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.6718

zbMATH Keywords

alternating iterative algorithmconvergence analysisimage denoisingmulti-penalty regularizationparameter choiceTikhonov regularization

Mathematics Subject Classification ID

Linear operators and ill-posed problems, regularization (47A52) Numerical solutions to equations with linear operators (65J10) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20)

Abstract: Inspired by several recent developments in regularization theory, optimization, and signal processing, we present and analyze a numerical approach to multi-penalty regularization in spaces of sparsely represented functions. The sparsity prior is motivated by the largely expected geometrical/structured features of high-dimensional data, which may not be well-represented in the framework of typically more isotropic Hilbert spaces. In this paper, we are particularly interested in regularizers which are able to correctly model and separate the multiple components of additively mixed signals. This situation is rather common as pure signals may be corrupted by additive noise. To this end, we consider a regularization functional composed by a data-fidelity term, where signal and noise are additively mixed, a non-smooth and non-convex sparsity promoting term, and a penalty term to model the noise. We propose and analyze the convergence of an iterative alternating algorithm based on simple iterative thresholding steps to perform the minimization of the functional. By means of this algorithm, we explore the effect of choosing different regularization parameters and penalization norms in terms of the quality of recovering the pure signal and separating it from additive noise. For a given fixed noise level numerical experiments confirm a significant improvement in performance compared to standard one-parameter regularization methods. By using high-dimensional data analysis methods such as Principal Component Analysis, we are able to show the correct geometrical clustering of regularized solutions around the expected solution. Eventually, for the compressive sensing problems considered in our experiments we provide a guideline for a choice of regularization norms and parameters.

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Cited in

(7)

• Adaptive multi-penalty regularization based on a generalized Lasso path
• Distributed learning with multi-penalty regularization
• Robust recovery of low-rank matrices with non-orthogonal sparse decomposition from incomplete measurements
• Conditions on optimal support recovery in unmixing problems by means of multi-penalty regularization
• Computational approaches to non-convex, sparsity-inducing multi-penalty regularization
• Robust sensing of low-rank matrices with non-orthogonal sparse decomposition
• Uniform multipenalty regularization for linear ill-posed inverse problems

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