<p>Sparse signal recovery using a signal dictionary is commonly framed as a regularized least-squares problem, where sparsity is promoted through an <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\ell _1\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>ℓ</mi> <mn>1</mn> </msub> </math></EquationSource> </InlineEquation>-norm on the coefficients. However, non-convex regularization, such as the smoothly clipped absolute deviation (SCAD) regularization, have been shown to achieve superior sparse recovery performance. To enhance robustness against outliers and heavy-tailed noise, we develop a sparse recovery model that integrates a Huber loss with the SCAD regularization. Due to the non-convexity and nonsmoothness of the problem, we propose DC programming by decomposing the SCAD regularization into the difference of convex (DC) functions. We then employ a proximal majorization-minimization (PMM) framework to handle the DC term, followed by a semismooth Newton (SSN) method to solve the resulting convex subproblem. We show that the SSN method achieves a fast local convergence rate to the subproblem under certain assumptions. To evaluate the numerical performance of PMM-SSN, we also implement two variants of the alternating direction methods of multipliers (ADMM) for comparison. Finally, we perform a series of numerical experiments using both simulated and real data to demonstrate the benefits of the regularized model and the efficiency of PMM-SSN. The results indicate that PMM-SSN is much faster than both DCA-ADMM and DCA-DADMM, while maintaining a comparable recovery accuracy.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Sparse Signal Recovery Using Non-Convex SCAD Regularization and Huber Data-Fidelity Term

  • Jian Shen,
  • Mengjiao Shi,
  • Yunhai Xiao,
  • Zhenghua Yao

摘要

Sparse signal recovery using a signal dictionary is commonly framed as a regularized least-squares problem, where sparsity is promoted through an \(\ell _1\) 1 -norm on the coefficients. However, non-convex regularization, such as the smoothly clipped absolute deviation (SCAD) regularization, have been shown to achieve superior sparse recovery performance. To enhance robustness against outliers and heavy-tailed noise, we develop a sparse recovery model that integrates a Huber loss with the SCAD regularization. Due to the non-convexity and nonsmoothness of the problem, we propose DC programming by decomposing the SCAD regularization into the difference of convex (DC) functions. We then employ a proximal majorization-minimization (PMM) framework to handle the DC term, followed by a semismooth Newton (SSN) method to solve the resulting convex subproblem. We show that the SSN method achieves a fast local convergence rate to the subproblem under certain assumptions. To evaluate the numerical performance of PMM-SSN, we also implement two variants of the alternating direction methods of multipliers (ADMM) for comparison. Finally, we perform a series of numerical experiments using both simulated and real data to demonstrate the benefits of the regularized model and the efficiency of PMM-SSN. The results indicate that PMM-SSN is much faster than both DCA-ADMM and DCA-DADMM, while maintaining a comparable recovery accuracy.