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Book Sections Year : 2015

Low Complexity Regularization of Linear Inverse Problems


Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for recovering the unknown signal is to solve a convex optimization problem that enforces some prior knowledge about its structure. This has proved efficient in many problems routinely encountered in imaging sciences, statistics and machine learning. This chapter delivers a review of recent advances in the field where the regularization prior promotes solutions conforming to some notion of simplicity/low-complexity. These priors encompass as popular examples sparsity and group sparsity (to capture the compressibility of natural signals and images), total variation and analysis sparsity (to promote piecewise regularity), and low-rank (as natural extension of sparsity to matrix-valued data). Our aim is to provide a unified treatment of all these regularizations under a single umbrella, namely the theory of partial smoothness. This framework is very general and accommodates all low-complexity regularizers just mentioned, as well as many others. Partial smoothness turns out to be the canonical way to encode low-dimensional models that can be linear spaces or more general smooth manifolds. This review is intended to serve as a one stop shop toward the understanding of the theoretical properties of the so-regularized solutions. It covers a large spectrum including: (i) recovery guarantees and stability to noise, both in terms of $\ell^2$-stability and model (manifold) identification; (ii) sensitivity analysis to perturbations of the parameters involved (in particular the observations), with applications to unbiased risk estimation ; (iii) convergence properties of the forward-backward proximal splitting scheme, that is particularly well suited to solve the corresponding large-scale regularized optimization problem.
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hal-01018927 , version 1 (06-07-2014)
hal-01018927 , version 2 (07-12-2014)
hal-01018927 , version 3 (20-05-2015)



Samuel Vaiter, Gabriel Peyré, Jalal M. Fadili. Low Complexity Regularization of Linear Inverse Problems. Sampling Theory, a Renaissance, Pfander, Götz E. (Ed.), 50 p., 2015, 978-3-319-19748-7. ⟨10.1007/978-3-319-19749-4⟩. ⟨hal-01018927v3⟩
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