51. A continuation approach to estimate a solution path of mixed L2-L0 minimization problems
- Author
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Duan, Junbo, Soussen, Charles, Brie, David, Idier, Jérôme, Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), Institut de Recherche en Communications et en Cybernétique de Nantes (IRCCyN), Mines Nantes (Mines Nantes)-École Centrale de Nantes (ECN)-Ecole Polytechnique de l'Université de Nantes (EPUN), and Université de Nantes (UN)-Université de Nantes (UN)-PRES Université Nantes Angers Le Mans (UNAM)-Centre National de la Recherche Scientifique (CNRS)
- Subjects
[SPI.AUTO]Engineering Sciences [physics]/Automatic - Abstract
International audience; The approximation of a signal using a limited number of dictionary elements is stated as an L0-constrained or an L0-penalized least-square problem. We first give the working assumptions and then propose the heuristic Single Best Replacement (SBR) algorithm for the penalized problem. It is inspired by the Single Most Likely Replacement (SMLR) algorithm, initially proposed in the context of Bernoulli-Gaussian deconvolution. Then, we extend the SBR algorithm to a continuation version estimating a whole solution path, i.e., a series of solutions depending on the level of sparsity. The continuation algorithm, up to a slight adaptation, also provides an estimate of a solution path of the L0-constrained problem. The effectiveness of this approach is illustrated on a sparse signal deconvolution problem.
- Published
- 2009