We consider the audio declipping problem by using iterative thresholding algorithms and the principle of social sparsity. This recently introduced approach features thresholding/shrinkage operators which allow to model dependencies between neighboring coefficients in expansions with time-frequency dictionaries. A new unconstrained convex formulation of the audio declipping problem is introduced. The chosen structured thresholding operators are the so called \emph{windowed group-Lasso} and the \emph{persistent empirical Wiener}. The usage of these operators significantly improves the quality of the reconstruction, compared to simple soft-thresholding. The resulting algorithm is fast, simple to implement, and it outperforms the state of the art in terms of signal to noise ratio.