Sparse randomized Kaczmarz for support recovery of jointly sparse corrupted multiple measurement vectors

DOI10.1007/978-3-030-11566-1_1MaRDI QIDQ2316083zbMATH OpenOpenAlexFDO

Authors Natalie Durgin, Rachel Grotheer, Chenxi Huang, Shuang Li, Anna Ma, D. Needell, Jing Qin

Publication date 26 July 2019

Full work available at URL https://arxiv.org/abs/1711.02743

Mathematics Subject Classification ID

Pattern recognition, speech recognition (68T10) Randomized algorithms (68W20) Online algorithms; streaming algorithms (68W27) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Abstract: While single measurement vector (SMV) models have been widely studied in signal processing, there is a surging interest in addressing the multiple measurement vectors (MMV) problem. In the MMV setting, more than one measurement vector is available and the multiple signals to be recovered share some commonalities such as a common support. Applications in which MMV is a naturally occurring phenomenon include online streaming, medical imaging, and video recovery. This work presents a stochastic iterative algorithm for the support recovery of jointly sparse corrupted MMV. We present a variant of the Sparse Randomized Kaczmarz algorithm for corrupted MMV and compare our proposed method with an existing Kaczmarz type algorithm for MMV problems. We also showcase the usefulness of our approach in the online (streaming) setting and provide empirical evidence that suggests the robustness of the proposed method to the distribution of the corruption and the number of corruptions occurring.

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(4)

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• A fast algorithm for recovery of jointly sparse vectors based on the alternating direction methods
• Regularized Kaczmarz Algorithms for Tensor Recovery

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