Estimation of off-the-grid sparse spikes with over-parametrized projected gradient descent: theory and application
Résumé
In this article, we study the problem of recovering sparse spikes with overparametrized projected descent. We first provide a theoretical study of approximate recovery with our chosen initialization method: Continuous Orthogonal Matching Pursuit without Sliding. Then we study the effect of over-parametrization on the gradient descent which highlights the benefits of the projection step. Finally, we show the improved calculation times of our algorithm compared to state-of-the-art modelbased methods on realistic simulated microscopy data.
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