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39
Gradient projection for sparse reconstruction: Application to compressed sensing and other inverse problems
 IEEE Journal of Selected Topics in Signal Processing
, 2007
"... Abstract—Many problems in signal processing and statistical inference involve finding sparse solutions to underdetermined, or illconditioned, linear systems of equations. A standard approach consists in minimizing an objective function which includes a quadratic (squared ℓ2) error term combined wi ..."
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Cited by 285 (15 self)
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Abstract—Many problems in signal processing and statistical inference involve finding sparse solutions to underdetermined, or illconditioned, linear systems of equations. A standard approach consists in minimizing an objective function which includes a quadratic (squared ℓ2) error term combined with a sparsenessinducing (ℓ1) regularization term.Basis pursuit, the least absolute shrinkage and selection operator (LASSO), waveletbased deconvolution, and compressed sensing are a few wellknown examples of this approach. This paper proposes gradient projection (GP) algorithms for the boundconstrained quadratic programming (BCQP) formulation of these problems. We test variants of this approach that select the line search parameters in different ways, including techniques based on the BarzilaiBorwein method. Computational experiments show that these GP approaches perform well in a wide range of applications, often being significantly faster (in terms of computation time) than competing methods. Although the performance of GP methods tends to degrade as the regularization term is deemphasized, we show how they can be embedded in a continuation scheme to recover their efficient practical performance. A. Background I.
From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
, 2007
"... A fullrank matrix A ∈ IR n×m with n < m generates an underdetermined system of linear equations Ax = b having infinitely many solutions. Suppose we seek the sparsest solution, i.e., the one with the fewest nonzero entries: can it ever be unique? If so, when? As optimization of sparsity is combinato ..."
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Cited by 199 (31 self)
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A fullrank matrix A ∈ IR n×m with n < m generates an underdetermined system of linear equations Ax = b having infinitely many solutions. Suppose we seek the sparsest solution, i.e., the one with the fewest nonzero entries: can it ever be unique? If so, when? As optimization of sparsity is combinatorial in nature, are there efficient methods for finding the sparsest solution? These questions have been answered positively and constructively in recent years, exposing a wide variety of surprising phenomena; in particular, the existence of easilyverifiable conditions under which optimallysparse solutions can be found by concrete, effective computational methods. Such theoretical results inspire a bold perspective on some important practical problems in signal and image processing. Several wellknown signal and image processing problems can be cast as demanding solutions of undetermined systems of equations. Such problems have previously seemed, to many, intractable. There is considerable evidence that these problems often have sparse solutions. Hence, advances in finding sparse solutions to underdetermined systems energizes research on such signal and image processing problems – to striking effect. In this paper we review the theoretical results on sparse solutions of linear systems, empirical
Sparse Reconstruction by Separable Approximation
, 2008
"... Finding sparse approximate solutions to large underdetermined linear systems of equations is a common problem in signal/image processing and statistics. Basis pursuit, the least absolute shrinkage and selection operator (LASSO), waveletbased deconvolution and reconstruction, and compressed sensing ( ..."
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Cited by 167 (27 self)
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Finding sparse approximate solutions to large underdetermined linear systems of equations is a common problem in signal/image processing and statistics. Basis pursuit, the least absolute shrinkage and selection operator (LASSO), waveletbased deconvolution and reconstruction, and compressed sensing (CS) are a few wellknown areas in which problems of this type appear. One standard approach is to minimize an objective function that includes a quadratic (ℓ2) error term added to a sparsityinducing (usually ℓ1) regularization term. We present an algorithmic framework for the more general problem of minimizing the sum of a smooth convex function and a nonsmooth, possibly nonconvex regularizer. We propose iterative methods in which each step is obtained by solving an optimization subproblem involving a quadratic term with diagonal Hessian (which is therefore separable in the unknowns) plus the original sparsityinducing regularizer. Our approach is suitable for cases in which this subproblem can be solved much more rapidly than the original problem. In addition to solving the standard ℓ2 − ℓ1 case, our framework yields an efficient solution technique for other regularizers, such as an ℓ∞norm regularizer and groupseparable (GS) regularizers. It also generalizes immediately to the case in which the data is complex rather than real. Experiments with CS problems show that our approach is competitive with the fastest known methods for the standard ℓ2 − ℓ1 problem, as well as being efficient on problems with other separable regularization terms.
Computational methods for sparse solution of linear inverse problems
, 2009
"... The goal of sparse approximation problems is to represent a target signal approximately as a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, ..."
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Cited by 59 (0 self)
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The goal of sparse approximation problems is to represent a target signal approximately as a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, to the circumstances in which individual methods tend to perform well, and to the theoretical guarantees available. Many fundamental questions in electrical engineering, statistics, and applied mathematics can be posed as sparse approximation problems, making these algorithms versatile and relevant to a wealth of applications.
Linear convergence of iterative softthresholding
 J. Fourier Anal. Appl
"... ABSTRACT. In this article a unified approach to iterative softthresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized gradient methods and present a new convergence analysis ..."
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Cited by 33 (9 self)
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ABSTRACT. In this article a unified approach to iterative softthresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized gradient methods and present a new convergence analysis. As main result we show that the algorithm converges with linear rate as soon as the underlying operator satisfies the socalled finite basis injectivity property or the minimizer possesses a socalled strict sparsity pattern. Moreover it is shown that the constants can be calculated explicitly in special cases (i.e. for compact operators). Furthermore, the techniques also can be used to establish linear convergence for related methods such as the iterative thresholding algorithm for joint sparsity and the accelerated gradient projection method. 1.
A wideangle view at iterated shrinkage algorithms
 in SPIE (Wavelet XII
, 2007
"... Sparse and redundant representations – an emerging and powerful model for signals – suggests that a data source could be described as a linear combination of few atoms from a prespecified and overcomplete dictionary. This model has drawn a considerable attention in the past decade, due to its appe ..."
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Cited by 25 (1 self)
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Sparse and redundant representations – an emerging and powerful model for signals – suggests that a data source could be described as a linear combination of few atoms from a prespecified and overcomplete dictionary. This model has drawn a considerable attention in the past decade, due to its appealing theoretical foundations, and promising practical results it leads to. Many of the applications that use this model are formulated as a mixture of ℓ2ℓp (p ≤ 1) optimization expressions. Iterated Shrinkage algorithms are a new family of highly effective numerical techniques for handling these optimization tasks, surpassing traditional optimization techniques. In this paper we aim to give a broad view of this group of methods, motivate their need, present their derivation, show their comparative performance, and most important of all, discuss their potential in various applications.
Robust Visual Tracking and Vehicle Classification via Sparse Representation
"... In this paper, we propose a robust visual tracking method by casting tracking as a sparse approximation problem in a particle filter framework. In this framework, occlusion, noise and other challenging issues are addressed seamlessly through a set of trivial templates. Specifically, to find the trac ..."
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Cited by 16 (3 self)
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In this paper, we propose a robust visual tracking method by casting tracking as a sparse approximation problem in a particle filter framework. In this framework, occlusion, noise and other challenging issues are addressed seamlessly through a set of trivial templates. Specifically, to find the tracking target in a new frame, each target candidate is sparsely represented in the space spanned by target templates and trivial templates. The sparsity is achieved by solving an ℓ1regularized least squares problem. Then the candidate with the smallest projection error is taken as the tracking target. After that, tracking is continued using a Bayesian state inference framework. Two strategies are used to further improve the tracking performance. First, target templates are dynamically updated to capture appearance changes. Second, nonnegativity constraints are enforced to filter out clutters which negatively resemble tracking targets. We test the proposed approach on numerous sequences involving different types of challenges including occlusion and variations in illumination, scale, and pose. The proposed approach demonstrates excellent performance in comparison with previously proposed trackers. We also extend the method for simultaneous tracking and recognition by introducing a static template set, which stores target images from different classes. The recognition result at each frame is propagated to produce the final result for the whole video. The approach is validated on a vehicle tracking and classification task using outdoor infrared video sequences.
SPARSE SIGNAL RECONSTRUCTION FROM NOISY COMPRESSIVE MEASUREMENTS USING CROSS VALIDATION
"... Compressive sensing is a new data acquisition technique that aims to measure sparse and compressible signals at close to their intrinsic information rate rather than their Nyquist rate. Recent results in compressive sensing show that a sparse or compressible signal can be reconstructed from very few ..."
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Cited by 15 (0 self)
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Compressive sensing is a new data acquisition technique that aims to measure sparse and compressible signals at close to their intrinsic information rate rather than their Nyquist rate. Recent results in compressive sensing show that a sparse or compressible signal can be reconstructed from very few incoherent measurements. Although the sampling and reconstruction process is robust to measurement noise, all current reconstruction methods assume some knowledge of the noise power or the acquired signal to noise ratio. This knowledge is necessary to set algorithmic parameters and stopping conditions. If these parameters are set incorrectly, then the reconstruction algorithms either do not fully reconstruct the acquired signal (underfitting) or try to explain a significant portion of the noise by distorting the reconstructed signal (overfitting). This paper explores this behavior and examines the use of cross validation to determine the stopping conditions for the optimization algorithms. We demonstrate that by designating a small set of measurements as a validation set it is possible to optimize these algorithms and reduce the reconstruction error. Furthermore we explore the tradeoff between using the additional measurements for cross validation instead of reconstruction. Index Terms — Data acquisition, sampling methods, data models, signal reconstruction, parameter estimation. 1.
S.: Joint learning and dictionary construction for pattern recognition (2008) CVPR
"... We propose a joint representation and classification framework that achieves the dual goal of finding the most discriminative sparse overcomplete encoding and optimal classifier parameters. Formulating an optimization problem that combines the objective function of the classification with the repres ..."
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Cited by 12 (0 self)
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We propose a joint representation and classification framework that achieves the dual goal of finding the most discriminative sparse overcomplete encoding and optimal classifier parameters. Formulating an optimization problem that combines the objective function of the classification with the representation error of both labeled and unlabeled data, constrained by sparsity, we propose an algorithm that alternates between solving for subsets of parameters, whilst preserving the sparsity. The method is then evaluated over two important classification problems in computer vision: object categorization of natural images using the Caltech 101 database and face recognition using the Extended Yale B face database. The results show that the proposed method is competitive against other recently proposed sparse overcomplete counterparts and considerably outperforms many recently proposed face recognition techniques when the number training samples is small. 1.