Sparse Regularization via Convex Analysis
From MaRDI portal
Publication:4621829
Abstract: Sparse approximate solutions to linear equations are classically obtained via L1 norm regularized least squares, but this method often underestimates the true solution. As an alternative to the L1 norm, this paper proposes a class of non-convex penalty functions that maintain the convexity of the least squares cost function to be minimized, and avoids the systematic underestimation characteristic of L1 norm regularization. The proposed penalty function is a multivariate generalization of the minimax-concave (MC) penalty. It is defined in terms of a new multivariate generalization of the Huber function, which in turn is defined via infimal convolution. The proposed sparse-regularized least squares cost function can be minimized by proximal algorithms comprising simple computations.
Recommendations
- Sparse Convex Regression
- Analysis of multi-stage convex relaxation for sparse regularization
- Non-convex sparse regularisation
- Robust Sparse Analysis Regularization
- Nonconvex sparse regularization and splitting algorithms
- The Geometry of Sparse Analysis Regularization
- Structured sparsity through convex optimization
- Regularizers for structured sparsity
- Sparse regularization with the ℓ0 norm
- Nonparametric sparsity and regularization
Cited in
(35)- Non-convex total variation regularization for convex denoising of signals
- Linearly involved generalized Moreau enhanced models and their proximal splitting algorithm under overall convexity condition
- A characterization of proximity operators
- Two-stage convex relaxation approach to low-rank and sparsity regularized least squares loss
- Minimizers of sparsity regularized Huber loss function
- An unbiased approach to compressed sensing
- Low-CP-rank tensor completion via practical regularization
- Non-convex optimization via strongly convex majorization-minimization
- Robust nonconvex sparse optimization for impact force identification
- Sparse Approximation via Penalty Decomposition Methods
- Sparsity-Inducing Nonconvex Nonseparable Regularization for Convex Image Processing
- Regularity properties for sparse regression
- Weakly decomposable regularization penalties and structured sparsity
- Alternating direction method of multipliers for nonconvex log total variation image restoration
- Sparse solutions to an underdetermined system of linear equations via penalized Huber loss
- Tight-frame-like analysis-sparse recovery using nontight sensing matrices
- New insights on the optimality conditions of the \(\ell_2-\ell_0\) minimization problem
- Convex non-convex variational models
- A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem
- Sparsity-enforcing regularisation and ISTA revisited
- Diffusion optical tomography reconstruction based on convex–nonconvex graph total variation regularization
- Penalized least square in sparse setting with convex penalty and non Gaussian errors
- A convex-Nonconvex strategy for grouped variable selection
- Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines
- Norm sensitivity of sparsity regularization with respect to p
- Bregman distance regularization for nonsmooth and nonconvex optimization
- A solution approach for cardinality minimization problem based on fractional programming
- Sparse reconstruction via the mixture optimization model with iterative support estimate
- Inverse problems are solvable on real number signal processing hardware
- Parametrized quasi-soft thresholding operator for compressed sensing and matrix completion
- Plug-and-play algorithms for convex non-convex regularization: convergence analysis and applications
- Sparse signal reconstruction via the approximations of \(\ell_0\) quasinorm
- A new hybrid \(l_p\)-\(l_2\) model for sparse solutions with applications to image processing
- Sparse and robust estimation with ridge minimax concave penalty
- The Geometry of Sparse Analysis Regularization
This page was built for publication: Sparse Regularization via Convex Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4621829)
