arrow
Return

An iterative thresholding algorithm for linear inverse problems with a sparsity constraint

delete2004-08-26
delete3.9K
delete
OA
AI
I
Ingrid Daubechies
M
Michel Defrise
C
Christine De Mol
DOI:10.1002/cpa.20042delete
deleteOriginal
deleteShare
deleteSave
View PDF
Abstract

Abstract

En 中文
We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary preassigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l(p)- penalties on the coefficients of such expansions, with 1 less than or equal to p less than or equal to 2, still regularizes the problem. Use of such l(p)-penalized problems with p < 2 is often advocated when one expects the underlying ideal noiseless solution to have a sparse expansion with respect to the basis under consideration. To compute the corresponding regularized solutions, we analyze an iterative algorithm that amounts to a Landweber iteration with thresholding (or nonlinear shrinkage) applied at each iteration step. We prove that this algorithm converges in norm. (C) 2004 Wiley Periodicals, Inc.
Keywords:
WAVELET METHODS
SUPERRESOLUTION
DECONVOLUTION
DECOMPOSITION
SHRINKAGE
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

Communications on Pure and Applied Mathematics cover
Communications on Pure and Applied Mathematics
IF:
2.7
Papers:
1.5K
Citations:
1.1W

Organization

No organization information available