TY - JOUR
T1 - Joint sparse recovery based on variances
AU - Adcock, Ben
AU - Gelb, Anne
AU - Song, Guohui
AU - Sui, Yi
N1 - Funding Information:
\ast Submitted to the journal's Methods and Algorithms for Scientific Computing section November 8, 2017; accepted for publication (in revised form) November 19, 2018; published electronically January 10, 2019. http://www.siam.org/journals/sisc/41-1/M115598.html \bfF \bfu \bfn \bfd \bfi \bfn \bfg : The first and fourth authors' work was supported in part by NSERC grant 611675 and an Alfred P. Sloan research fellowship. The second author's work was supported in part by grants NSF-DMS 1502640, NSF-DMS 1732434, AFOSR FA9550-18-1-0316, and AFOSR FA9550-15-1-0152. The third author's work was supported in part by grant NSF-DMS 1521661 and the Natural Science Foundation of China under grant 11701383. The fourth author received support from an NSERC PGSD scholarship.
Publisher Copyright:
© 2019 Society for Industrial and Applied Mathematics Publications. All rights reserved.
PY - 2019
Y1 - 2019
N2 - Much research has recently been devoted to sparse signal recovery and image reconstruction from multiple measurement vectors. The assumption that the underlying signals or images have some common features with sparse representation suggests that using a joint sparsity approach to recover each individual signal or image can be more effective than recovering each signal or image separately using standard sparse recovery techniques. Joint sparsity reconstruction is typically performed using \ell 2,1-minimization, and although the process yields better results than separate recoveries, the inherent coupling makes the algorithm computationally intensive, since it is difficult to parallelize. In this investigation, we first observe that the elementwise variance of the signals convey information about their shared support. This observation motivates us to introduce a weighted \ell 1-joint sparsity algorithm, where the weights depend on the calculated variance. Specifically, the \ell 1-minimization should be more heavily penalized in regions where the corresponding variance is small, since it is likely there is no signal there. We demonstrate that our new method, which we refer to as variance-based joint sparse recovery, is more accurate and cost efficient. Applications in sparse signal recovery, parallel magnetic resonance imaging, and edge detection are considered.
AB - Much research has recently been devoted to sparse signal recovery and image reconstruction from multiple measurement vectors. The assumption that the underlying signals or images have some common features with sparse representation suggests that using a joint sparsity approach to recover each individual signal or image can be more effective than recovering each signal or image separately using standard sparse recovery techniques. Joint sparsity reconstruction is typically performed using \ell 2,1-minimization, and although the process yields better results than separate recoveries, the inherent coupling makes the algorithm computationally intensive, since it is difficult to parallelize. In this investigation, we first observe that the elementwise variance of the signals convey information about their shared support. This observation motivates us to introduce a weighted \ell 1-joint sparsity algorithm, where the weights depend on the calculated variance. Specifically, the \ell 1-minimization should be more heavily penalized in regions where the corresponding variance is small, since it is likely there is no signal there. We demonstrate that our new method, which we refer to as variance-based joint sparse recovery, is more accurate and cost efficient. Applications in sparse signal recovery, parallel magnetic resonance imaging, and edge detection are considered.
KW - Joint sparsity
KW - Multiple measurement vectors
KW - Sparse signal recovery
KW - Variance
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U2 - 10.1137/17M1155983
DO - 10.1137/17M1155983
M3 - Article
AN - SCOPUS:85063040505
SN - 1064-8275
VL - 41
SP - A246-A268
JO - SIAM Journal on Scientific Computing
JF - SIAM Journal on Scientific Computing
IS - 1
ER -