Sparse Regularization via Convex Analysis
From MaRDI portal
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
(42)- A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem
- Low-CP-rank tensor completion via practical regularization
- Sparse solutions to an underdetermined system of linear equations via penalized Huber loss
- Penalized least square in sparse setting with convex penalty and non Gaussian errors
- A solution approach for cardinality minimization problem based on fractional programming
- Parametrized quasi-soft thresholding operator for compressed sensing and matrix completion
- Sparse signal reconstruction via the approximations of \(\ell_0\) quasinorm
- A characterization of proximity operators
- New insights on the optimality conditions of the \(\ell_2-\ell_0\) minimization problem
- Non-convex total variation regularization for convex denoising of signals
- A new hybrid l_p-l₂ model for sparse solutions with applications to image processing
- Alternating direction method of multipliers for nonconvex log total variation image restoration
- Regularity properties for sparse regression
- Sparsity-enforcing regularisation and ISTA revisited
- Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines
- Norm sensitivity of sparsity regularization with respect to p
- An unbiased approach to compressed sensing
- Non-convex optimization via strongly convex majorization-minimization
- Linearly involved generalized Moreau enhanced models and their proximal splitting algorithm under overall convexity condition
- Sparse Approximation via Penalty Decomposition Methods
- Weakly decomposable regularization penalties and structured sparsity
- Sparse reconstruction via the mixture optimization model with iterative support estimate
- Sparse and robust estimation with ridge minimax concave penalty
- A convex-Nonconvex strategy for grouped variable selection
- The Geometry of Sparse Analysis Regularization
- Sparsity-Inducing Nonconvex Nonseparable Regularization for Convex Image Processing
- Diffusion optical tomography reconstruction based on convex–nonconvex graph total variation regularization
- Plug-and-play algorithms for convex non-convex regularization: convergence analysis and applications
- Robust nonconvex sparse optimization for impact force identification
- Tight-frame-like analysis-sparse recovery using nontight sensing matrices
- Convex non-convex variational models
- Bregman distance regularization for nonsmooth and nonconvex optimization
- Inverse problems are solvable on real number signal processing hardware
- Two-stage convex relaxation approach to low-rank and sparsity regularized least squares loss
- Smoothed hybrid l_p-l₂ model for sparse optimization
- Robust variable selection in high-dimensional nonparametric additive model
- Exact continuous relaxations of _0-regularized criteria with non-quadratic data terms
- Mathematical algorithm design for deep learning under societal and judicial constraints: the algorithmic transparency requirement
- Optimal regularization for a data source
- Data-driven regularization with weak convexity for robust image reconstruction
- Self-adaptive inexact projection algorithms and applications to Cnc-Lasso image restoration models
- Minimizers of sparsity regularized Huber loss function
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)
