Recovering Data with Group Sparsity by Alternating Direction Methods

Date
2012-09-05
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Abstract

Group sparsity reveals underlying sparsity patterns and contains rich structural information in data. Hence, exploiting group sparsity will facilitate more efficient techniques for recovering large and complicated data in applications such as compressive sensing, statistics, signal and image processing, machine learning and computer vision. This thesis develops efficient algorithms for solving a class of optimization problems with group sparse solutions, where arbitrary group configurations are allowed and the mixed L21-regularization is used to promote group sparsity. Such optimization problems can be quite challenging to solve due to the mixed-norm structure and possible grouping irregularities. We derive algorithms based on a variable splitting strategy and the alternating direction methodology. Extensive numerical results are presented to demonstrate the efficiency, stability and robustness of these algorithms, in comparison with the previously known state-of-the-art algorithms. We also extend the existing global convergence theory to allow more generality.

Description
Degree
Master of Arts
Type
Thesis
Keywords
Group sparsity, Alternating direction method, Augmented Lagrangian, Compressive sensing, Group lasso, Joint sparsity
Citation

Deng, Wei. "Recovering Data with Group Sparsity by Alternating Direction Methods." (2012) Master’s Thesis, Rice University. https://hdl.handle.net/1911/64676.

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