Solution of linear ill-posed problems using random dictionaries
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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.
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Cites work
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- Simultaneous analysis of Lasso and Dantzig selector
- Solution of linear ill-posed problems using overcomplete dictionaries
- Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding
- Wavelet decomposition approaches to statistical inverse problems
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