TITLE

OPTIMAL ESTIMATION OF â„“1-REGULARIZATION PRIOR FROM A REGULARIZED EMPIRICAL BAYESIAN RISK STANDPOINT

AUTHOR(S)
Hui Huang; Haber, Eldad; Horesh, Lior; Jin Keun Seo
PUB. DATE
August 2012
SOURCE
Inverse Problems & Imaging;Aug2012, Vol. 6 Issue 3, p447
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
We address the problem of prior matrix estimation for the solution of â„“1-regularized ill-posed inverse problems. From a Bayesian viewpoint, we show that such a matrix can be regarded as an in uence matrix in a multivariate â„“1-Laplace density function. Assuming a training set is given, the prior matrix design problem is cast as a maximum likelihood term with an additional sparsity-inducing term. This formulation results in an unconstrained yet nonconvex optimization problem. Memory requirements as well as computation of the nonlinear, nonsmooth sub-gradient equations are prohibitive for large-scale problems. Thus, we introduce an iterative algorithm to design efficient priors for such large problems. We further demonstrate that the solutions of ill-posed inverse problems by incorporation of â„“1-regularization using the learned prior matrix perform generally better than commonly used regularization techniques where the prior matrix is chosen a-priori.
ACCESSION #
82242765

 

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