Shrinkage rules for variational minimization problems and applications to analytical ultracentrifugation
From MaRDI portal
Publication:5745476
Abstract: Finding a sparse representation of a possibly noisy signal can be modeled as a variational minimization with l_q-sparsity constraints for q less than one. Especially for real-time, on-line, or iterative applications, in which problems of this type have to be solved multiple times, one needs fast algorithms to compute these minimizers. Identifying the exact minimizers is computationally expensive. We consider minimization up to a constant factor to circumvent this limitation. We verify that q-dependent modifications of shrinkage rules provide closed formulas for such minimizers. Therefore, their computation is extremely fast. We also introduce a new shrinkage rule which is adapted to q. To support the theoretical results, the proposed method is applied to Landweber iteration with shrinkage used at each iteration step. This approach is utilized to solve the ill-posed problem of analytic ultracentrifugation, a method to determine the size distribution of macromolecules. For relatively pure solutes, our proposed scheme leads to sparser solutions with sharper peaks, higher resolution, and smaller residuals than standard regularization for this problem.
Recommendations
- Iterated Hard Shrinkage for Minimization Problems with Sparsity Constraints
- A new iterative firm-thresholding algorithm for inverse problems with sparsity constraints
- An unconstrained \(\ell_q\) minimization with \(0<q\leq 1\) for sparse solution of underdetermined linear systems
- A variational approach to sparsity optimization based on Lagrange multiplier theory
- Proximal Thresholding Algorithm for Minimization over Orthonormal Bases
Cited in
(10)- Numerical solution of Itô-Volterra integral equations by the QR factorization method
- Numerical Solution of Shrödinger Equations Based on the Meshless Methods
- New cyclic sparsity measures for deconvolution based on convex relaxation
- Sparse frame DOA estimations via a rank-one correlation model for low SNR and limited snapshots
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
- Wavelet packets for time-frequency analysis of multispectral imagery
- Fast thresholding algorithms with feedbacks for sparse signal recovery
- Numerical solution of Itô-Volterra integral equation by least squares method
This page was built for publication: Shrinkage rules for variational minimization problems and applications to analytical ultracentrifugation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5745476)