Solution of linear ill-posed problems using random dictionaries
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Publication:721620
DOI10.1007/S13571-018-0151-8zbMATH Open1395.62070arXiv1605.07913OpenAlexW2963022078MaRDI QIDQ721620FDOQ721620
Authors: Pawan Gupta, Marianna Pensky 
Publication date: 19 July 2018
Published in: Sankhyā. Series B (Search for Journal in Brave)
Abstract: In the present paper we consider application of overcomplete dictionaries to solution of general ill-posed linear inverse problems. In the context of regression problems, there has been enormous amount of effort to recover an unknown function using such dictionaries. One of the most popular methods, lasso and its versions, is based on minimizing empirical likelihood and unfortunately, requires stringent assumptions on the dictionary, the, so called, compatibility conditions. Though compatibility conditions are hard to satisfy, it is well known that this can be accomplished by using random dictionaries. In the present paper, we show how one can apply random dictionaries to solution of ill-posed linear inverse problems. We put a theoretical foundation under the suggested methodology and study its performance via simulations.
Full work available at URL: https://arxiv.org/abs/1605.07913
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