Linear convergence of adaptively iterative thresholding algorithms for compressed sensing

DOI10.1109/TSP.2015.2412915zbMATH Open1394.94632arXiv1408.6890OpenAlexW2114503967MaRDI QIDQ4580608FDOQ4580608

Authors: Yu Wang, Jinshan Zeng, Zhimin Peng, Xiangyu Chang, Zongben Xu 

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: This paper studies the convergence of the adaptively iterative thresholding (AIT) algorithm for compressed sensing. We first introduce a generalized restricted isometry property (gRIP). Then we prove that the AIT algorithm converges to the original sparse solution at a linear rate under a certain gRIP condition in the noise free case. While in the noisy case, its convergence rate is also linear until attaining a certain error bound. Moreover, as by-products, we also provide some sufficient conditions for the convergence of the AIT algorithm based on the two well-known properties, i.e., the coherence property and the restricted isometry property (RIP), respectively. It should be pointed out that such two properties are special cases of gRIP. The solid improvements on the theoretical results are demonstrated and compared with the known results. Finally, we provide a series of simulations to verify the correctness of the theoretical assertions as well as the effectiveness of the AIT algorithm.

Full work available at URL: https://arxiv.org/abs/1408.6890

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (11)

• Computational approaches to non-convex, sparsity-inducing multi-penalty regularization
• Analysis sparse representation for nonnegative signals based on determinant measure by DC programming
• Nonlinear Iterative Hard Thresholding for Inverse Scattering
• Global convergence of ADMM in nonconvex nonsmooth optimization
• Non-negative sparse recovery via momentum-boosted adaptive thresholding algorithm
• Linearized Bregman iterations for compressed sensing
• Structured iterative hard thresholding with on- and off-grid applications
• Single-shot phase retrieval via gradient-sparse non-convex regularization integrating physical constraints
• GAITA: a Gauss-Seidel iterative thresholding algorithm for \(\ell_q\) regularized least squares regression
• An Impossibility Result for Linear Signal Processing Under Thresholding
• Inertial alternating direction method of multipliers for non-convex non-smooth optimization

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