Adapting to unknown noise level in sparse deconvolution
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Publication:4603711
DOI10.1093/IMAIAI/IAW024zbMATH Open1383.62186arXiv1606.04760OpenAlexW2962682711MaRDI QIDQ4603711FDOQ4603711
Authors: Claire Boyer, Yohann De Castro, Joseph Salmon 
Publication date: 19 February 2018
Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)
Abstract: In this paper, we study sparse spike deconvolution over the space of complex-valued measures when the input measure is a finite sum of Dirac masses. We introduce a modified version of the Beurling Lasso (BLasso), a semi-definite program that we refer to as the Concomitant Beurling Lasso (CBLasso). This new procedure estimates the target measure and the unknown noise level simultaneously. Contrary to previous estimators in the literature, theory holds for a tuning parameter that depends only on the sample size, so that it can be used for unknown noise level problems. Consistent noise level estimation is standardly proved. As for Radon measure estimation, theoretical guarantees match the previous state-of-the-art results in Super-Resolution regarding minimax prediction and localization. The proofs are based on a bound on the noise level given by a new tail estimate of the supremum of a stationary non-Gaussian process through the Rice method.
Full work available at URL: https://arxiv.org/abs/1606.04760
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model selectionsparsitydeconvolutioninverse problemsconvex regularizationRice methodsquare-root Lassoconcomitant Beurling Lassoscaled-Lasso
Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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Cited In (8)
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- Sampling the Fourier transform along radial lines
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