An iteratively reweighted least squares algorithm for sparse regularization
From MaRDI portal
Publication:4635396
Abstract: We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized sparsity promoting functional. The algorithm is based on the idea of iteratively reweighted least squares, reducing the minimization at every iteration step to that of a functional including only -norms. This amounts to smoothing of the absolute value function that appears in the generalized sparsity promoting penalty we consider, with the smoothing becoming iteratively less pronounced. We demonstrate that the sequence of iterates of our algorithm converges to a limit that minimizes the original functional.
Recommendations
- Iteratively reweighted least squares minimization for sparse recovery
- An iterative algorithm with adaptive weights and sparse Laplacian shrinkage for regression problems
- New regularization method and iteratively reweighted algorithm for sparse vector recovery
- A regularized sparse representation method
- An iterative algorithm for large size least-squares constrained regularization problems
- Iterative regularization with minimum-residual methods
- Smoothed Low Rank and Sparse Matrix Recovery by Iteratively Reweighted Least Squares Minimization
- Sparse signal recovery with prior information by iterative reweighted least squares algorithm
- Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons
- LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
Cites work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Alternating direction algorithms for \(\ell_1\)-problems in compressive sensing
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
- Conjugate gradient acceleration of iteratively re-weighted least squares methods
- Iteratively reweighted least squares minimization for sparse recovery
- Linearized Bregman iterations for compressed sensing
Cited in
(22)- Application of a new accelerating Bregman iterative algorithm in the sparse least squares problems
- An iterative algorithm for sparse and constrained recovery with applications to divergence-free current reconstructions in magneto-encephalography
- LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
- Iteratively reweighted FGMRES and FLSQR for sparse reconstruction
- A new linear convergence result for the iterative soft thresholding algorithm
- Wavelet estimation of the dimensionality of curve time series
- Doubly iteratively reweighted algorithm for constrained compressed sensing models
- Nonlinear residual minimization by iteratively reweighted least squares
- Conjugate gradient acceleration of iteratively re-weighted least squares methods
- New regularization method and iteratively reweighted algorithm for sparse vector recovery
- Iteratively reweighted \(\ell _1\) algorithms with extrapolation
- Sparse matrix transform based weight updating in partial least squares regression
- Sparsity-enforcing regularisation and ISTA revisited
- Conjugate gradient based acceleration for inverse problems
- Convergence Analysis of Generalized Iteratively Reweighted Least Squares Algorithms on Convex Function Spaces
- A variable fixing version of the two-block nonlinear constrained Gauss-Seidel algorithm for \(\ell_1\)-regularized least-squares
- scientific article; zbMATH DE number 6404124 (Why is no real title available?)
- Enhancing Sparsity and Resolution via Reweighted Atomic Norm Minimization
- Iteratively reweighted least squares minimization for sparse recovery
- Proximal methods for reweighted \(l_Q\)-regularization of sparse signal recovery
- GAITA: a Gauss-Seidel iterative thresholding algorithm for _q regularized least squares regression
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
This page was built for publication: An iteratively reweighted least squares algorithm for sparse regularization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4635396)
