Applied and Computational Mathematics Seminar
Tuesday, March 24, 2015 - 11:00
1 hour (actually 50 minutes)
A fundamental problem in compressed sensing (CS) is to reconstruct a sparsesignal under a few linear measurements far less than the physical dimensionof the signal. Currently, CS favors incoherent systems, in which any twomeasurements are as little correlated as possible. In reality, however, manyproblems are coherent, in which case conventional methods, such as L1minimization, do not work well. In this talk, I will present a novelnon-convex approach, which is to minimize the difference of L1 and L2 norms(L1-L2) in order to promote sparsity. Efficient minimization algorithms areconstructed and analyzed based on the difference of convex functionmethodology. The resulting DC algorithms (DCA) can be viewed as convergentand stable iterations on top of L1 minimization, hence improving L1 consistently. Through experiments, we discover that both L1 and L1-L2 obtain betterrecovery results from more coherent matrices, which appears unknown intheoretical analysis of exact sparse recovery. In addition, numericalstudies motivate us to consider a weighted difference model L1-aL2 (a>1) todeal with ill-conditioned matrices when L1-L2 fails to obtain a goodsolution. An extension of this model to image processing will be alsodiscussed, which turns out to be a weighted difference of anisotropic andisotropic total variation (TV), based on the well-known TV model and naturalimage statistics. Numerical experiments on image denoising, imagedeblurring, and magnetic resonance imaging (MRI) reconstruction demonstratethat our method improves on the classical TV model consistently, and is onpar with representative start-of-the-art methods.