Jin, B;
Jiao, Y;
Lu, X;
(2017)
Iterative Soft/Hard Thresholding with Homotopy Continuation for Sparse Recovery.
IEEE Signal Processing Letters
, 24
(6)
pp. 784-788.
10.1109/LSP.2017.2693406.
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Abstract
In this note, we analyze an iterative soft/hard thresholding algorithm with homotopy continuation for recovering a sparse signal x† from noisy data of a noise level . Under suitable regularity and sparsity conditions, we design a path, along which the algorithm can find a solution x∗, which admits a sharp reconstruction error x∗ − x†∞ = O() with an iteration complexity O( ln ln γ np), where n and p are problem dimensionality and γ ∈ (0, 1) controls the length of the path. Numerical examples are given to illustrate its performance.
| Type: | Article |
|---|---|
| Title: | Iterative Soft/Hard Thresholding with Homotopy Continuation for Sparse Recovery |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1109/LSP.2017.2693406 |
| Publisher version: | http://doi.org/10.1109/LSP.2017.2693406 |
| Language: | English |
| Additional information: | © 2017 IEEE. This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Continuation, convergence, iterative soft/hard thresholding (IST/IHT), solution path |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/1551711 |
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