Recursive SURE for iterative reweighted least square algorithms

DOI10.1080/17415977.2015.1054822zbMATH Open1357.49136OpenAlexW2225864670MaRDI QIDQ3177937FDOQ3177937

Jiaqi Liu, Feng Xue, Gang Meng, A. G. Yagola

Publication date: 8 July 2016

Published in: Inverse Problems in Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17415977.2015.1054822

zbMATH Keywords

Stein's unbiased risk estimate (SURE)iterative re-weighted least squares (IRLS)matrix-splitting

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Regularity of solutions in optimal control (49N60) Inverse problems in optimal control (49N45)

Cites Work

• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Least angle regression. (With discussion)
• Estimation of the mean of a multivariate normal distribution
• Local behavior of sparse analysis regularization: applications to risk estimation
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• Smooth minimization of non-smooth functions
• Degrees of freedom in lasso problems
• Stable signal recovery from incomplete and inaccurate measurements
• On the ``degrees of freedom of the lasso
• Information Theory and Mixing Least-Squares Regressions
• Compressed sensing
• Signal Recovery by Proximal Forward-Backward Splitting
• Generalized SURE for Exponential Families: Applications to Regularization
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
• Matrix Iterative Analysis
• Iteratively reweighted least squares minimization for sparse recovery
• Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
• Linear convergence of iterative soft-thresholding
• The projected GSURE for automatic parameter tuning in iterative shrinkage methods
• Matrix splitting principles
• Multi-Wiener SURE-LET Deconvolution

Cited In (2)

• On the convergence of recursive SURE for total variation minimization
• Parametric PSF estimation based on recursive SURE for sparse deconvolution

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